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 -9.18%/yr vs -1.00%/yr for ECC. At a 0.19 correlation, their price movements are largely independent.
Performance
CCIF vs. ECC - Performance Comparison
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Returns By Period
In the year-to-date period, CCIF achieves a -30.52% return, which is significantly lower than ECC's -6.18% return.
CCIF
- 1D
- 2.62%
- 1M
- -7.96%
- YTD
- -30.52%
- 6M
- -29.77%
- 1Y
- -39.08%
- 3Y*
- -17.12%
- 5Y*
- -9.18%
- 10Y*
- —
ECC
- 1D
- 1.41%
- 1M
- 19.26%
- YTD
- -6.18%
- 6M
- -5.20%
- 1Y
- -17.86%
- 3Y*
- -4.26%
- 5Y*
- -1.00%
- 10Y*
- 4.59%
CCIF vs. ECC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | -30.52% | -27.64% | 16.37% | 14.50% | -6.37% | 12.67% | 0.51% | -12.85% |
ECC Eagle Point Credit Company Inc | -6.18% | -18.45% | 11.77% | 12.11% | -11.71% | 56.78% | -21.00% | -9.72% |
Correlation
The correlation between CCIF and ECC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
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 (0.49) 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 | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.95 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | -0.39 | -0.48 |
| Martin ratioReturn relative to average drawdown | -1.50 | -0.71 | -0.79 |
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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 | -45.20% | -45.79% | +0.59% |
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 | -52.01% | -28.85% | -23.16% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -13.00% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.05% | 25.13% | +0.92% |
Volatility
CCIF vs. ECC - Volatility Comparison
The current volatility for Carlyle Credit Income Fund (CCIF) is 7.44%, while Eagle Point Credit Company Inc (ECC) has a volatility of 25.35%. 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 | 7.44% | 25.35% | -17.91% |
Volatility (6M)Calculated over the trailing 6-month period | 26.21% | 35.49% | -9.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.52% | 44.20% | -13.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.35% | 27.19% | -6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.48% | 37.40% | -11.92% |
Dividends
CCIF vs. ECC - Dividend Comparison
CCIF's dividend yield for the trailing twelve months is around 45.02%, less than ECC's 66.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | 45.02% | 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 | 66.55% | 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 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECC has higher volatility (25.35%) compared to CCIF (7.44%). In terms of maximum drawdown, CCIF dropped -53.23% vs ECC's -70.79%.
ECC currently has the higher Sharpe Ratio (-0.41 vs -1.29), 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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