ECC vs. TBIL
ECC (Eagle Point Credit Company Inc) is a stock, while TBIL (F/m US Treasury 3 Month Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bellwether 3M Total Return USD Unhedged Index. Over the past 3 years, ECC returned -12.07%/yr vs 4.58%/yr for TBIL. At a correlation of -0.00, they often move in opposite directions.
Performance
ECC vs. TBIL - Performance Comparison
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Returns By Period
In the year-to-date period, ECC achieves a -25.31% return, which is significantly lower than TBIL's 1.93% return.
ECC
- 1D
- 0.54%
- 1M
- 1.31%
- 6M
- -26.31%
- YTD
- -25.31%
- 1Y
- -34.46%
- 3Y*
- -12.07%
- 5Y*
- -4.93%
- 10Y*
- 1.49%
TBIL
- 1D
- 0.02%
- 1M
- 0.29%
- 6M
- 1.79%
- YTD
- 1.93%
- 1Y
- 3.89%
- 3Y*
- 4.58%
- 5Y*
- —
- 10Y*
- —
ECC vs. TBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | -25.31% | -18.45% | 11.77% | 12.11% | 2.09% |
TBIL F/m US Treasury 3 Month Bill ETF | 1.93% | 4.19% | 5.15% | 5.12% | 1.29% |
Correlation
The correlation between ECC and TBIL is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022 | -0.00 |
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Return for Risk
ECC vs. TBIL — Risk / Return Rank
ECC
TBIL
ECC vs. TBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc (ECC) and F/m US Treasury 3 Month Bill ETF (TBIL). 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 | TBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.91 | ||
| Sortino ratioReturn per unit of downside risk | -65.81 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 20.57 | -19.74 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 194.74 | -195.49 |
| Martin ratioReturn relative to average drawdown | -1.26 | 1,042.78 | -1,044.03 |
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Drawdowns
ECC vs. TBIL - Drawdown Comparison
The maximum ECC drawdown since its inception was -70.79%, which is greater than TBIL's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for ECC and TBIL.
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Drawdown Indicators
| ECC | TBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.79% | -0.10% | -70.69% |
Max Drawdown (1Y)Largest decline over 1 year | -45.79% | -0.02% | -45.77% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -0.02% | -49.63% |
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 | -43.35% | 0.00% | -43.35% |
Average DrawdownAverage peak-to-trough decline | -13.20% | -0.00% | -13.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.44% | 0.00% | +27.44% |
Volatility
ECC vs. TBIL - Volatility Comparison
Eagle Point Credit Company Inc (ECC) has a higher volatility of 7.03% compared to F/m US Treasury 3 Month Bill ETF (TBIL) at 0.08%. This indicates that ECC's price experiences larger fluctuations and is considered to be riskier than TBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECC | TBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 0.08% | +6.95% |
Volatility (6M)Calculated over the trailing 6-month period | 25.91% | 0.20% | +25.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.90% | 0.28% | +34.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.35% | 0.32% | +24.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.39% | 0.32% | +36.07% |
Dividends
ECC vs. TBIL - Dividend Comparison
ECC's dividend yield for the trailing twelve months is around 36.56%, more than TBIL's 3.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | 36.56% | 29.17% | 20.05% | 19.58% | 23.42% | 11.71% | 13.08% | 16.43% | 16.89% | 13.02% | 14.36% | 14.61% |
TBIL F/m US Treasury 3 Month Bill ETF | 3.73% | 4.07% | 5.02% | 5.00% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ECC and TBIL have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECC has higher volatility (7.03%) compared to TBIL (0.08%). In terms of maximum drawdown, ECC dropped -70.79% vs TBIL's -0.10%.
TBIL currently has the higher Sharpe Ratio (13.92 vs -0.99), 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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