ECC vs. CRF

Last updated Jul 14, 2026

ECC (Eagle Point Credit Company Inc) is a stock, while CRF (Cornerstone Total Return Fund, Inc.) is Large Cap Growth Equities fund managed by Cornerstone. Over the past 10 years, ECC returned 1.57%/yr vs 11.21%/yr for CRF. At a 0.24 correlation, their price movements are largely independent.

Performance

ECC vs. CRF - Performance Comparison

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

Returns By Period

In the year-to-date period, ECC achieves a -24.30% return, which is significantly lower than CRF's -0.60% return. Over the past 10 years, ECC has underperformed CRF with an annualized return of 1.57%, while CRF has yielded a comparatively higher 11.21% annualized return.

ECC

• 1D: -0.53%
• 1M: 0.25%
• 6M: -25.71%
• YTD: -24.30%
• 1Y: -35.94%
• 3Y*: -11.88%
• 5Y*: -4.66%
• 10Y*: 1.57%

CRF

• 1D: -0.55%
• 1M: 2.81%
• 6M: -1.82%
• YTD: -0.60%
• 1Y: 9.53%
• 3Y*: 15.23%
• 5Y*: 9.27%
• 10Y*: 11.21%

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

ECC vs. CRF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ECC Eagle Point Credit Company Inc	-24.30%	-18.45%	11.77%	12.11%	-11.71%	56.78%	-21.00%	18.80%	-13.72%	27.02%
CRF Cornerstone Total Return Fund, Inc.	-0.60%	12.46%	44.39%	19.49%	-36.70%	39.73%	28.13%	21.74%	-11.74%	21.35%

Correlation

The correlation between ECC and CRF is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014	0.24

The correlation between ECC and CRF shifts across timeframes, from 0.18 (1 year) to 0.28 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

ECC vs. CRF — Risk / Return Rank

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

ECC

ECC Risk / Return Rank: 9
ECC Sharpe Ratio Rank: 5
ECC Sortino Ratio Rank: 7
ECC Omega Ratio Rank: 8
ECC Calmar Ratio Rank: 13
ECC Martin Ratio Rank: 11

CRF

CRF Risk / Return Rank: 11
CRF Sharpe Ratio Rank: 11
CRF Sortino Ratio Rank: 11
CRF Omega Ratio Rank: 12
CRF Calmar Ratio Rank: 10
CRF Martin Ratio Rank: 11

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. CRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc (ECC) and Cornerstone Total Return Fund, Inc. (CRF). 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	CRF	Difference
Sharpe ratio: Return per unit of total volatility	-1.03	0.63	-1.66
Sortino ratio: Return per unit of downside risk	-1.45	0.97	-2.41
Omega ratio: Gain probability vs. loss probability	0.83	1.13	-0.30
Calmar ratio: Return relative to maximum drawdown	-0.79	0.64	-1.43
Martin ratio: Return relative to average drawdown	-1.33	2.08	-3.40

ECC vs. CRF - Sharpe Ratio Comparison

The current ECC Sharpe Ratio is -1.03, which is lower than the CRF Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ECC and CRF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ECC vs. CRF - Drawdown Comparison

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

Drawdown Indicators

	ECC	CRF	Difference
Max Drawdown Largest peak-to-trough decline	-70.79%	-80.70%	+9.91%
Max Drawdown (1Y) Largest decline over 1 year	-45.79%	-14.88%	-30.91%
Max Drawdown (3Y) Largest decline over 3 years	-49.65%	-29.66%	-19.99%
Max Drawdown (5Y) Largest decline over 5 years	-49.65%	-43.12%	-6.53%
Max Drawdown (10Y) Largest decline over 10 years	-70.79%	-45.90%	-24.89%
Current Drawdown Current decline from peak	-42.59%	-2.43%	-40.16%
Average Drawdown Average peak-to-trough decline	-13.17%	-22.27%	+9.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.17%	4.60%	+22.57%

Volatility

ECC vs. CRF - Volatility Comparison

Eagle Point Credit Company Inc (ECC) has a higher volatility of 6.81% compared to Cornerstone Total Return Fund, Inc. (CRF) at 3.51%. This indicates that ECC's price experiences larger fluctuations and is considered to be riskier than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ECC	CRF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.81%	3.51%	+3.30%
Volatility (6M) Calculated over the trailing 6-month period	26.00%	13.70%	+12.30%
Volatility (1Y) Calculated over the trailing 1-year period	34.98%	15.29%	+19.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.34%	25.09%	-0.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.40%	25.87%	+10.53%

Dividends

ECC vs. CRF - Dividend Comparison

ECC's dividend yield for the trailing twelve months is around 36.07%, more than CRF's 19.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRF Cornerstone Total Return Fund, Inc.	19.43%	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	36.07%	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

Can I hold both ECC and CRF in my portfolio?

ECC and CRF have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ECC or CRF?

ECC has higher volatility (6.81%) compared to CRF (3.51%). In terms of maximum drawdown, ECC dropped -70.79% vs CRF's -80.70%.

Which has better risk-adjusted returns?

CRF currently has the higher Sharpe Ratio (0.63 vs -1.03), 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.