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CRF vs. ECC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRF vs. ECC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cornerstone Total Return Fund, Inc. (CRF) and Eagle Point Credit Company Inc (ECC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRF achieves a -0.77% return, which is significantly higher than ECC's -23.10% return. Over the past 10 years, CRF has outperformed ECC with an annualized return of 10.59%, while ECC has yielded a comparatively lower 1.68% annualized return.


CRF

1D
-0.42%
1M
1.22%
6M
-1.21%
YTD
-0.77%
1Y
10.66%
3Y*
13.59%
5Y*
8.82%
10Y*
10.59%
ALL TIME*
5.05%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.26M$8.16M$8.33M
$2.81M$3.28M$3.82M

CRF vs. ECC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRF
Cornerstone Total Return Fund, Inc.
-0.77%12.46%44.39%19.49%-36.70%39.73%28.13%21.74%-11.74%21.35%
ECC
Eagle Point Credit Company Inc
-23.10%-18.45%11.77%12.11%-11.71%56.78%-21.00%18.80%-13.72%27.02%

Correlation

The correlation between CRF and ECC is 0.21, which is low. Their historical price movements had little consistent relationship.


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

0.21

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

0.29

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

0.27

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

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2014

0.24

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Return for Risk

CRF vs. ECC — Risk / Return Rank

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

CRF
CRF Risk / Return Rank: 1616
Overall Rank
CRF Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CRF Sortino Ratio Rank: 1616
Sortino Ratio Rank
CRF Omega Ratio Rank: 1919
Omega Ratio Rank
CRF Calmar Ratio Rank: 1313
Calmar Ratio Rank
CRF Martin Ratio Rank: 1515
Martin Ratio Rank

ECC
ECC Risk / Return Rank: 1616
Overall Rank
ECC Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ECC Sortino Ratio Rank: 1212
Sortino Ratio Rank
ECC Omega Ratio Rank: 1313
Omega Ratio Rank
ECC Calmar Ratio Rank: 2121
Calmar Ratio Rank
ECC Martin Ratio Rank: 2323
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.

CRF vs. ECC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cornerstone Total Return Fund, Inc. (CRF) 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.


CRFECCDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.14

0.88

+0.27

Calmar ratioReturn relative to maximum drawdown

0.72

-0.60

+1.32

Martin ratioReturn relative to average drawdown

2.29

-0.95

+3.25

CRF vs. ECC - Sharpe Ratio Comparison

The current CRF Sharpe Ratio is 0.70, which is higher than the ECC Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of CRF and ECC, 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

CRF vs. ECC - Drawdown Comparison

The maximum CRF drawdown since its inception was -80.70%, which is greater than ECC's maximum drawdown of -70.79%. Use the drawdown chart below to compare losses from any high point for CRF and ECC.


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Drawdown Indicators


CRFECCDifference

Max Drawdown

Largest peak-to-trough decline

-80.70%

-70.79%

-9.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-45.79%

+30.91%

Max Drawdown (3Y)

Largest decline over 3 years

-29.66%

-49.65%

+19.99%

Max Drawdown (5Y)

Largest decline over 5 years

-43.12%

-49.65%

+6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-45.90%

-70.79%

+24.89%

Current Drawdown

Current decline from peak

-2.60%

-41.68%

+39.08%

Average Drawdown

Average peak-to-trough decline

-22.24%

-13.32%

-8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

28.63%

-23.97%

Volatility

CRF vs. ECC - Volatility Comparison

The current volatility for Cornerstone Total Return Fund, Inc. (CRF) is 3.40%, while Eagle Point Credit Company Inc (ECC) has a volatility of 5.92%. This indicates that CRF 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


CRFECCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

5.92%

-2.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.90%

25.33%

-11.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

34.34%

-18.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.09%

24.36%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

36.43%

-10.55%

Dividends

CRF vs. ECC - Dividend Comparison

CRF's dividend yield for the trailing twelve months is around 19.79%, less than ECC's 35.51% yield.


PositionTTM20252024202320222021202020192018201720162015
CRF
Cornerstone Total Return Fund, Inc.
19.79%17.38%14.32%19.94%29.31%13.41%18.91%21.67%24.85%17.96%24.08%23.58%
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


CRF and ECC have a correlation of 0.21, 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 CRF (3.40%). In terms of maximum drawdown, CRF dropped -80.70% vs ECC's -70.79%.

CRF currently has the higher Sharpe Ratio (0.70 vs -0.80), 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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