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CCD vs. USA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CCD vs. USA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Dynamic Convertible and Income Fund (CCD) and Liberty All-Star Equity Fund (USA). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.79%
12.56%
CCD
USA

Returns By Period

In the year-to-date period, CCD achieves a 34.95% return, which is significantly higher than USA's 24.99% return.


CCD

YTD

34.95%

1M

-2.00%

6M

14.80%

1Y

43.29%

5Y (annualized)

14.01%

10Y (annualized)

N/A

USA

YTD

24.99%

1M

1.79%

6M

12.56%

1Y

29.03%

5Y (annualized)

12.95%

10Y (annualized)

12.74%

Fundamentals


CCDUSA

Key characteristics


CCDUSA
Sharpe Ratio2.762.14
Sortino Ratio3.752.89
Omega Ratio1.471.37
Calmar Ratio1.451.71
Martin Ratio16.4014.15
Ulcer Index2.72%2.11%
Daily Std Dev16.12%13.96%
Max Drawdown-55.42%-69.06%
Current Drawdown-3.96%-1.21%

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Correlation

-0.50.00.51.00.5

The correlation between CCD and USA is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

CCD vs. USA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Dynamic Convertible and Income Fund (CCD) and Liberty All-Star Equity Fund (USA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CCD, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.002.762.14
The chart of Sortino ratio for CCD, currently valued at 3.75, compared to the broader market-4.00-2.000.002.004.003.752.89
The chart of Omega ratio for CCD, currently valued at 1.47, compared to the broader market0.501.001.502.001.471.37
The chart of Calmar ratio for CCD, currently valued at 1.45, compared to the broader market0.002.004.006.001.451.71
The chart of Martin ratio for CCD, currently valued at 16.40, compared to the broader market0.0010.0020.0030.0016.4014.15
CCD
USA

The current CCD Sharpe Ratio is 2.76, which is comparable to the USA Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of CCD and USA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.76
2.14
CCD
USA

Dividends

CCD vs. USA - Dividend Comparison

CCD's dividend yield for the trailing twelve months is around 9.54%, less than USA's 9.87% yield.


TTM20232022202120202019201820172016201520142013
CCD
Calamos Dynamic Convertible and Income Fund
9.54%11.83%11.42%7.43%7.11%9.47%12.21%9.99%11.43%7.40%0.00%0.00%
USA
Liberty All-Star Equity Fund
9.87%9.56%12.11%9.67%9.26%9.88%12.81%9.01%9.43%9.66%6.61%5.94%

Drawdowns

CCD vs. USA - Drawdown Comparison

The maximum CCD drawdown since its inception was -55.42%, smaller than the maximum USA drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for CCD and USA. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.96%
-1.21%
CCD
USA

Volatility

CCD vs. USA - Volatility Comparison

Calamos Dynamic Convertible and Income Fund (CCD) has a higher volatility of 4.54% compared to Liberty All-Star Equity Fund (USA) at 4.19%. This indicates that CCD's price experiences larger fluctuations and is considered to be riskier than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.54%
4.19%
CCD
USA

Financials

CCD vs. USA - Financials Comparison

This section allows you to compare key financial metrics between Calamos Dynamic Convertible and Income Fund and Liberty All-Star Equity Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items