CRF vs. ECC
CRF (Cornerstone Total Return Fund, Inc.) is Large Cap Blend Equities fund actively managed by Cornerstone, while ECC (Eagle Point Credit Company Inc) is a stock. Over the past 10 years, CRF returned 10.59%/yr vs 1.68%/yr for ECC. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
CRF vs. ECC - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CRF
ECC
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.
| CRF | ECC | Difference | |
|---|---|---|---|
| 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 |
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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
| CRF | ECC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.60% | -41.68% | +39.08% |
Average DrawdownAverage peak-to-trough decline | -22.24% | -13.32% | -8.92% |
Ulcer IndexDepth 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
| CRF | ECC | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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