ECC vs. PFFR

Last updated Jun 4, 2026

ECC (Eagle Point Credit Company Inc) is a stock, while PFFR (InfraCap REIT Preferred ETF) is Preferred Stock/Convertible Bonds fund tracking the Indxx REIT Preferred Stock Index. Over the past 5 years, ECC returned -5.30%/yr vs 0.97%/yr for PFFR. At a 0.21 correlation, their price movements are largely independent.

Performance

ECC vs. PFFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Credit Company Inc (ECC) and InfraCap REIT Preferred ETF (PFFR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ECC achieves a -20.56% return, which is significantly lower than PFFR's 0.80% return.

ECC

• 1D: -1.69%
• 1M: -2.63%
• YTD: -20.56%
• 6M: -26.88%
• 1Y: -31.83%
• 3Y*: -9.03%
• 5Y*: -5.30%
• 10Y*: 2.69%

PFFR

• 1D: -0.22%
• 1M: -0.75%
• YTD: 0.80%
• 6M: 0.96%
• 1Y: 6.82%
• 3Y*: 9.27%
• 5Y*: 0.97%
• 10Y*: —

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

ECC vs. PFFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ECC Eagle Point Credit Company Inc	-20.56%	-18.45%	11.77%	12.11%	-11.71%	56.78%	-21.00%	18.80%	-13.72%	19.31%
PFFR InfraCap REIT Preferred ETF	0.80%	5.36%	7.12%	21.04%	-23.90%	6.76%	0.19%	20.28%	-7.45%	7.60%

Correlation

The correlation between ECC and PFFR is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (All Time) Calculated using the full available price history since Feb 9, 2017	0.21

The correlation between ECC and PFFR shifts across timeframes, from 0.05 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

ECC vs. PFFR — Risk / Return Rank

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

ECC

ECC Risk / Return Rank: 10
ECC Sharpe Ratio Rank: 6
ECC Sortino Ratio Rank: 8
ECC Omega Ratio Rank: 9
ECC Calmar Ratio Rank: 15
ECC Martin Ratio Rank: 10

PFFR

PFFR Risk / Return Rank: 23
PFFR Sharpe Ratio Rank: 24
PFFR Sortino Ratio Rank: 23
PFFR Omega Ratio Rank: 23
PFFR Calmar Ratio Rank: 23
PFFR Martin Ratio Rank: 20

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. PFFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc (ECC) and InfraCap REIT Preferred ETF (PFFR). 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.

	ECC	PFFR	Difference
Sharpe ratio: Return per unit of total volatility	-0.93	0.87	-1.80
Sortino ratio: Return per unit of downside risk	-1.25	1.27	-2.52
Omega ratio: Gain probability vs. loss probability	0.85	1.16	-0.31
Calmar ratio: Return relative to maximum drawdown	-0.70	1.04	-1.74
Martin ratio: Return relative to average drawdown	-1.32	2.44	-3.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ECC vs. PFFR - Sharpe Ratio Comparison

The current ECC Sharpe Ratio is -0.93, which is lower than the PFFR Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of ECC and PFFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ECC	PFFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.93	0.87	-1.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.22	0.09	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.16	-0.08

Drawdowns

ECC vs. PFFR - Drawdown Comparison

The maximum ECC drawdown since its inception was -70.79%, which is greater than PFFR's maximum drawdown of -53.02%. Use the drawdown chart below to compare losses from any high point for ECC and PFFR.

Drawdown Indicators

	ECC	PFFR	Difference
Max Drawdown Largest peak-to-trough decline	-70.79%	-53.02%	-17.77%
Max Drawdown (1Y) Largest decline over 1 year	-45.79%	-6.57%	-39.22%
Max Drawdown (3Y) Largest decline over 3 years	-49.65%	-11.16%	-38.49%
Max Drawdown (5Y) Largest decline over 5 years	-49.65%	-29.80%	-19.85%
Max Drawdown (10Y) Largest decline over 10 years	-70.79%	—	—
Current Drawdown Current decline from peak	-39.75%	-3.05%	-36.70%
Average Drawdown Average peak-to-trough decline	-12.91%	-7.00%	-5.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.19%	2.80%	+21.39%

Volatility

ECC vs. PFFR - Volatility Comparison

Eagle Point Credit Company Inc (ECC) has a higher volatility of 5.65% compared to InfraCap REIT Preferred ETF (PFFR) at 2.81%. This indicates that ECC's price experiences larger fluctuations and is considered to be riskier than PFFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ECC	PFFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.65%	2.81%	+2.84%
Volatility (6M) Calculated over the trailing 6-month period	26.11%	6.14%	+19.97%
Volatility (1Y) Calculated over the trailing 1-year period	34.40%	7.91%	+26.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.17%	10.47%	+13.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.35%	20.54%	+15.81%

Dividends

ECC vs. PFFR - Dividend Comparison

ECC's dividend yield for the trailing twelve months is around 37.25%, more than PFFR's 8.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ECC Eagle Point Credit Company Inc	37.25%	29.17%	20.05%	19.58%	23.42%	11.71%	13.08%	16.43%	16.89%	13.02%	14.36%	14.61%
PFFR InfraCap REIT Preferred ETF	8.29%	7.99%	7.78%	7.72%	8.60%	6.08%	6.11%	5.77%	6.48%	6.59%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ECC and PFFR in my portfolio?

ECC and PFFR have a correlation of 0.05, 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 PFFR?

ECC has higher volatility (5.65%) compared to PFFR (2.81%). In terms of maximum drawdown, ECC dropped -70.79% vs PFFR's -53.02%.

Which has better risk-adjusted returns?

PFFR currently has the higher Sharpe Ratio (0.87 vs -0.93), 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.