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ECC vs. CLOZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECC vs. CLOZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Credit Company Inc (ECC) and Panagram Bbb-B Clo ETF (CLOZ). The values are adjusted to include any dividend payments, if applicable.

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ECC vs. CLOZ - Yearly Performance Comparison


2026 (YTD)202520242023
ECC
Eagle Point Credit Company Inc
-28.89%-18.45%11.77%5.53%
CLOZ
Panagram Bbb-B Clo ETF
-1.92%5.99%11.85%14.92%

Returns By Period

In the year-to-date period, ECC achieves a -28.89% return, which is significantly lower than CLOZ's -1.92% return.


ECC

1D
4.16%
1M
-3.47%
YTD
-28.89%
6M
-33.68%
1Y
-39.36%
3Y*
-14.11%
5Y*
-4.07%
10Y*
1.60%

CLOZ

1D
0.31%
1M
0.39%
YTD
-1.92%
6M
-0.71%
1Y
4.26%
3Y*
9.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ECC vs. CLOZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECC
ECC Risk / Return Rank: 66
Overall Rank
ECC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ECC Sortino Ratio Rank: 66
Sortino Ratio Rank
ECC Omega Ratio Rank: 77
Omega Ratio Rank
ECC Calmar Ratio Rank: 1010
Calmar Ratio Rank
ECC Martin Ratio Rank: 22
Martin Ratio Rank

CLOZ
CLOZ Risk / Return Rank: 4747
Overall Rank
CLOZ Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CLOZ Sortino Ratio Rank: 3939
Sortino Ratio Rank
CLOZ Omega Ratio Rank: 6464
Omega Ratio Rank
CLOZ Calmar Ratio Rank: 4747
Calmar Ratio Rank
CLOZ Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ECC vs. CLOZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc (ECC) and Panagram Bbb-B Clo ETF (CLOZ). 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.


ECCCLOZDifference

Sharpe ratio

Return per unit of total volatility

-1.04

0.78

-1.82

Sortino ratio

Return per unit of downside risk

-1.50

1.04

-2.53

Omega ratio

Gain probability vs. loss probability

0.82

1.22

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.85

1.10

-1.95

Martin ratio

Return relative to average drawdown

-2.03

3.53

-5.55

ECC vs. CLOZ - Sharpe Ratio Comparison

The current ECC Sharpe Ratio is -1.04, which is lower than the CLOZ Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of ECC and CLOZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ECCCLOZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

0.78

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

2.51

-2.46

Correlation

The correlation between ECC and CLOZ is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ECC vs. CLOZ - Dividend Comparison

ECC's dividend yield for the trailing twelve months is around 44.68%, more than CLOZ's 7.97% yield.


TTM20252024202320222021202020192018201720162015
ECC
Eagle Point Credit Company Inc
44.68%29.17%20.05%19.58%23.42%11.71%13.08%16.43%16.89%13.02%14.36%14.61%
CLOZ
Panagram Bbb-B Clo ETF
7.97%7.63%9.09%8.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ECC vs. CLOZ - Drawdown Comparison

The maximum ECC drawdown since its inception was -70.79%, which is greater than CLOZ's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for ECC and CLOZ.


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Drawdown Indicators


ECCCLOZDifference

Max Drawdown

Largest peak-to-trough decline

-70.79%

-5.32%

-65.47%

Max Drawdown (1Y)

Largest decline over 1 year

-45.79%

-3.90%

-41.89%

Max Drawdown (5Y)

Largest decline over 5 years

-49.65%

Max Drawdown (10Y)

Largest decline over 10 years

-70.79%

Current Drawdown

Current decline from peak

-46.07%

-3.15%

-42.92%

Average Drawdown

Average peak-to-trough decline

-12.48%

-0.36%

-12.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.21%

1.22%

+17.99%

Volatility

ECC vs. CLOZ - Volatility Comparison

Eagle Point Credit Company Inc (ECC) has a higher volatility of 12.62% compared to Panagram Bbb-B Clo ETF (CLOZ) at 1.35%. This indicates that ECC's price experiences larger fluctuations and is considered to be riskier than CLOZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECCCLOZDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.62%

1.35%

+11.27%

Volatility (6M)

Calculated over the trailing 6-month period

26.26%

2.90%

+23.36%

Volatility (1Y)

Calculated over the trailing 1-year period

37.98%

5.48%

+32.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

3.82%

+20.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.54%

3.82%

+32.72%