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CCD vs. USA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, CCD achieves a 24.58% return, which is significantly higher than USA's 0.57% return. Over the past 10 years, CCD has outperformed USA with an annualized return of 13.45%, while USA has yielded a comparatively lower 12.11% annualized return.


CCD

1D
1.25%
1M
-2.05%
6M
15.65%
YTD
24.58%
1Y
34.45%
3Y*
17.10%
5Y*
5.97%
10Y*
13.45%
ALL TIME*
10.17%

USA

1D
0.00%
1M
3.10%
6M
1.24%
YTD
0.57%
1Y
0.97%
3Y*
5.91%
5Y*
2.63%
10Y*
12.11%
ALL TIME*
7.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.59M$1.81M$2.06M
$8.20M$9.40M$8.31M

CCD vs. USA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCD
Calamos Dynamic Convertible and Income Fund
24.58%-4.26%35.89%7.98%-28.00%20.33%45.75%41.60%-9.64%26.56%
USA
Liberty All-Star Equity Fund
0.57%0.09%20.81%23.17%-25.20%33.76%12.89%39.70%-5.06%34.66%

Correlation

The correlation between CCD and USA is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.50

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (10Y)
Provides a long-term view across more market conditions.

0.52

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2015

0.51

The correlation between CCD and USA has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.

Fundamentals

Market Cap

CCD:

$696.91M

USA:

$1.79B

EPS

CCD:

$9.85

USA:

$1.40

PE Ratio

CCD:

2.51

USA:

4.14

PS Ratio

CCD:

3.86

USA:

4.92

PB Ratio

CCD:

1.03

USA:

0.85

Total Revenue (TTM)

CCD:

$178.20M

USA:

$355.74M

Gross Profit (TTM)

CCD:

$161.12M

USA:

$329.90M

EBITDA (TTM)

CCD:

$287.52M

USA:

$305.11M

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Return for Risk

CCD vs. USA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CCD
CCD Risk / Return Rank: 8787
Overall Rank
CCD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CCD Sortino Ratio Rank: 8484
Sortino Ratio Rank
CCD Omega Ratio Rank: 8383
Omega Ratio Rank
CCD Calmar Ratio Rank: 8686
Calmar Ratio Rank
CCD Martin Ratio Rank: 9393
Martin Ratio Rank

USA
USA Risk / Return Rank: 4040
Overall Rank
USA Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
USA Sortino Ratio Rank: 3434
Sortino Ratio Rank
USA Omega Ratio Rank: 3434
Omega Ratio Rank
USA Calmar Ratio Rank: 4444
Calmar Ratio Rank
USA Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CCD vs. USA - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CCDUSADifference
Sharpe ratioReturn per unit of total volatility

+1.69

Sortino ratioReturn per unit of downside risk

+2.24

Omega ratioGain probability vs. loss probability

1.29

1.01

+0.29

Calmar ratioReturn relative to maximum drawdown

2.94

-0.03

+2.97

Martin ratioReturn relative to average drawdown

12.19

-0.08

+12.28

CCD vs. USA - Sharpe Ratio Comparison

The current CCD Sharpe Ratio is 1.66, which is higher than the USA Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of CCD and USA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CCD vs. USA - Drawdown Comparison

The maximum CCD drawdown since its inception was -55.42%, smaller than the maximum USA drawdown of -69.15%. Use the drawdown chart below to compare losses from any high point for CCD and USA.


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Drawdown Indicators


CCDUSADifference

Max Drawdown

Largest peak-to-trough decline

-55.42%

-69.15%

+13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-13.65%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

-17.69%

-4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-37.54%

-34.05%

-3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-55.42%

-47.07%

-8.35%

Current Drawdown

Current decline from peak

-3.82%

-4.83%

+1.01%

Average Drawdown

Average peak-to-trough decline

-11.69%

-11.50%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

5.16%

-2.48%

Volatility

CCD vs. USA - Volatility Comparison

Calamos Dynamic Convertible and Income Fund (CCD) has a higher volatility of 6.69% compared to Liberty All-Star Equity Fund (USA) at 3.74%. 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.


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Volatility by Period


CCDUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

3.74%

+2.95%

Volatility (6M)

Calculated over the trailing 6-month period

16.44%

10.80%

+5.64%

Volatility (1Y)

Calculated over the trailing 1-year period

19.58%

14.11%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.51%

20.11%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.87%

22.56%

+3.31%

Dividends

CCD vs. USA - Dividend Comparison

CCD's dividend yield for the trailing twelve months is around 9.46%, less than USA's 11.53% yield.


PositionTTM20252024202320222021202020192018201720162015
CCD
Calamos Dynamic Convertible and Income Fund
9.46%11.22%9.63%11.83%11.42%7.43%7.11%8.93%12.21%9.99%11.43%7.40%
USA
Liberty All-Star Equity Fund
11.53%10.67%10.22%9.56%12.11%9.67%9.13%9.75%12.64%8.89%9.30%9.53%

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

Frequently Asked Questions


CCD and USA have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CCD has higher volatility (6.69%) compared to USA (3.74%). In terms of maximum drawdown, CCD dropped -55.42% vs USA's -69.15%.

CCD currently has the higher Sharpe Ratio (1.66 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CCD and USA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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