ECC vs. CLOZ
ECC (Eagle Point Credit Company Inc) is a stock, while CLOZ (Panagram BBB-B CLO ETF) is CLO fund actively managed by Panagram. Over the past 3 years, ECC returned -4.26%/yr vs 9.93%/yr for CLOZ. At a 0.14 correlation, their price movements are largely independent.
Performance
ECC vs. CLOZ - Performance Comparison
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Returns By Period
In the year-to-date period, ECC achieves a -6.18% return, which is significantly lower than CLOZ's 2.09% return.
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%
CLOZ
- 1D
- -0.17%
- 1M
- -0.35%
- YTD
- 2.09%
- 6M
- 2.33%
- 1Y
- 5.19%
- 3Y*
- 9.93%
- 5Y*
- —
- 10Y*
- —
ECC vs. CLOZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | -6.18% | -18.45% | 11.77% | 6.53% |
CLOZ Panagram BBB-B CLO ETF | 2.09% | 5.99% | 11.85% | 14.99% |
Correlation
The correlation between ECC and CLOZ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 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 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.
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 | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.37 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.34 | -1.73 |
| Martin ratioReturn relative to average drawdown | -0.71 | 4.43 | -5.14 |
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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 | -28.85% | -0.55% | -28.30% |
Average DrawdownAverage peak-to-trough decline | -13.00% | -0.38% | -12.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.13% | 1.17% | +23.96% |
Volatility
ECC vs. CLOZ - Volatility Comparison
Eagle Point Credit Company Inc (ECC) has a higher volatility of 25.35% compared to Panagram BBB-B CLO ETF (CLOZ) at 0.67%. 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 | 25.35% | 0.67% | +24.68% |
Volatility (6M)Calculated over the trailing 6-month period | 35.49% | 3.18% | +32.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.20% | 3.47% | +40.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.19% | 3.79% | +23.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.40% | 3.79% | +33.61% |
Dividends
ECC vs. CLOZ - Dividend Comparison
ECC's dividend yield for the trailing twelve months is around 66.55%, more than CLOZ's 7.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLOZ Panagram BBB-B CLO ETF | 7.42% | 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 | 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
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 (25.35%) compared to CLOZ (0.67%). In terms of maximum drawdown, ECC dropped -70.79% vs CLOZ's -5.32%.
CLOZ currently has the higher Sharpe Ratio (1.50 vs -0.41), 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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