ECC vs. CLOZ
ECC (Eagle Point Credit Company Inc) is a stock, while CLOZ (Eldridge BBB-B CLO ETF) is CLO fund actively managed by Eldridge. Over the past 3 years, ECC returned -11.05%/yr vs 9.07%/yr for CLOZ. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
ECC vs. CLOZ - Performance Comparison
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Returns By Period
In the year-to-date period, ECC achieves a -22.30% return, which is significantly lower than CLOZ's 3.25% return.
ECC
- 1D
- 0.78%
- 1M
- 1.85%
- 6M
- -19.38%
- YTD
- -22.30%
- 1Y
- -26.50%
- 3Y*
- -11.05%
- 5Y*
- -4.47%
- 10Y*
- 1.85%
- ALL TIME*
- 2.39%
CLOZ
- 1D
- -0.02%
- 1M
- 0.23%
- 6M
- 2.09%
- YTD
- 3.25%
- 1Y
- 6.00%
- 3Y*
- 9.07%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.19M | $11.37M | $8.55M | |
| $3.03M | $3.29M | $3.85M |
ECC vs. CLOZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | -22.30% | -18.45% | 11.77% | 6.53% |
CLOZ Eldridge BBB-B CLO ETF | 3.25% | 5.99% | 11.85% | 14.99% |
Correlation
The correlation between ECC and CLOZ is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2023 | 0.14 |
The correlation between ECC and CLOZ shifts across timeframes, from 0.14 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ECC vs. CLOZ — Risk / Return Rank
ECC
CLOZ
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 Eldridge 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.
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.
| ECC | CLOZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.17 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.41 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 1.50 | -2.10 |
| Martin ratioReturn relative to average drawdown | -0.96 | 4.99 | -5.95 |
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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
| ECC | CLOZ | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -49.65% | -5.32% | -44.33% |
Max Drawdown (5Y)Largest decline over 5 years | -49.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.79% | — | — |
Current DrawdownCurrent decline from peak | -41.07% | -0.02% | -41.05% |
Average DrawdownAverage peak-to-trough decline | -13.31% | -0.37% | -12.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.53% | 1.17% | +27.36% |
Volatility
ECC vs. CLOZ - Volatility Comparison
Eagle Point Credit Company Inc (ECC) has a higher volatility of 5.89% compared to Eldridge BBB-B CLO ETF (CLOZ) at 0.69%. 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
| ECC | CLOZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 0.69% | +5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 26.12% | 3.20% | +22.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.28% | 3.50% | +30.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.38% | 3.75% | +20.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.42% | 3.75% | +32.67% |
Dividends
ECC vs. CLOZ - Dividend Comparison
ECC's dividend yield for the trailing twelve months is around 35.14%, more than CLOZ's 7.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLOZ Eldridge BBB-B CLO ETF | 7.30% | 7.63% | 9.09% | 8.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ECC Eagle Point Credit Company Inc | 35.14% | 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
ECC and CLOZ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECC has higher volatility (5.89%) compared to CLOZ (0.69%). In terms of maximum drawdown, ECC dropped -70.79% vs CLOZ's -5.32%.
CLOZ currently has the higher Sharpe Ratio (1.68 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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