CCIF vs. ECC
CCIF (Carlyle Credit Income Fund) is Intermediate Core Bond fund actively managed by Carlyle, while ECC (Eagle Point Credit Company Inc) is a stock. Over the past 5 years, CCIF returned -8.20%/yr vs -4.96%/yr for ECC. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
CCIF vs. ECC - Performance Comparison
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Returns By Period
In the year-to-date period, CCIF achieves a -27.17% return, which is significantly lower than ECC's -23.10% return.
CCIF
- 1D
- 0.36%
- 1M
- 2.58%
- 6M
- -17.85%
- YTD
- -27.17%
- 1Y
- -31.96%
- 3Y*
- -12.92%
- 5Y*
- -8.20%
- 10Y*
- —
- ALL TIME*
- -5.84%
ECC
- 1D
- -1.03%
- 1M
- 0.79%
- 6M
- -16.68%
- YTD
- -23.10%
- 1Y
- -27.26%
- 3Y*
- -11.15%
- 5Y*
- -4.96%
- 10Y*
- 1.68%
- ALL TIME*
- 2.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $330.80K | $292.70K | $351.18K | |
| $2.81M | $3.28M | $3.82M |
CCIF vs. ECC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | -27.17% | -27.64% | 16.37% | 14.50% | -6.37% | 12.67% | 0.51% | -12.85% |
ECC Eagle Point Credit Company Inc | -23.10% | -18.45% | 11.77% | 12.11% | -11.71% | 56.78% | -21.00% | -9.72% |
Correlation
The correlation between CCIF and ECC is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 28, 2019 | 0.19 |
Over the past year, CCIF and ECC have become more correlated (0.45) than their long-term average of 0.19, meaning their price movements have been converging.
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Return for Risk
CCIF vs. ECC — Risk / Return Rank
CCIF
ECC
CCIF vs. ECC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carlyle Credit Income Fund (CCIF) and Eagle Point Credit Company Inc (ECC). 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.
| CCIF | ECC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.88 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.60 | -0.17 |
| Martin ratioReturn relative to average drawdown | -1.22 | -0.95 | -0.27 |
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Drawdowns
CCIF vs. ECC - Drawdown Comparison
The maximum CCIF drawdown since its inception was -53.23%, smaller than the maximum ECC drawdown of -70.79%. Use the drawdown chart below to compare losses from any high point for CCIF and ECC.
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Drawdown Indicators
| CCIF | ECC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -70.79% | +17.56% |
Max Drawdown (1Y)Largest decline over 1 year | -41.95% | -45.79% | +3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -53.23% | -49.65% | -3.58% |
Max Drawdown (5Y)Largest decline over 5 years | -53.23% | -49.65% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -70.79% | — |
Current DrawdownCurrent decline from peak | -49.69% | -41.68% | -8.01% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -13.32% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.14% | 28.63% | -2.49% |
Volatility
CCIF vs. ECC - Volatility Comparison
The current volatility for Carlyle Credit Income Fund (CCIF) is 5.45%, while Eagle Point Credit Company Inc (ECC) has a volatility of 5.92%. This indicates that CCIF experiences smaller price fluctuations and is considered to be less risky than ECC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCIF | ECC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 5.92% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 26.25% | 25.33% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.67% | 34.34% | -4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 24.36% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.38% | 36.43% | -11.05% |
Dividends
CCIF vs. ECC - Dividend Comparison
CCIF's dividend yield for the trailing twelve months is around 42.30%, more than ECC's 35.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | 42.30% | 26.87% | 15.73% | 23.58% | 9.96% | 8.55% | 6.09% | 3.77% | 0.00% | 0.00% | 0.00% | 0.00% |
ECC Eagle Point Credit Company Inc | 35.51% | 29.17% | 20.05% | 19.58% | 23.42% | 11.71% | 13.08% | 16.43% | 16.89% | 13.02% | 14.36% | 14.61% |
Frequently Asked Questions
CCIF and ECC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECC has higher volatility (5.92%) compared to CCIF (5.45%). In terms of maximum drawdown, CCIF dropped -53.23% vs ECC's -70.79%.
ECC currently has the higher Sharpe Ratio (-0.80 vs -1.08), 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.
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