PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ECCC vs. CCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ECCC vs. CCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Credit Company Inc. (ECCC) and Calamos Dynamic Convertible and Income Fund (CCD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.02%
14.04%
ECCC
CCD

Returns By Period

In the year-to-date period, ECCC achieves a 16.62% return, which is significantly lower than CCD's 34.84% return.


ECCC

YTD

16.62%

1M

1.22%

6M

10.03%

1Y

18.79%

5Y (annualized)

N/A

10Y (annualized)

N/A

CCD

YTD

34.84%

1M

-0.31%

6M

14.04%

1Y

43.17%

5Y (annualized)

13.98%

10Y (annualized)

N/A

Fundamentals


ECCCCCD

Key characteristics


ECCCCCD
Sharpe Ratio2.592.68
Sortino Ratio3.903.66
Omega Ratio1.531.46
Calmar Ratio3.101.40
Martin Ratio20.5215.82
Ulcer Index0.92%2.73%
Daily Std Dev7.26%16.11%
Max Drawdown-19.16%-55.42%
Current Drawdown-1.31%-4.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between ECCC and CCD is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ECCC vs. CCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc. (ECCC) and Calamos Dynamic Convertible and Income Fund (CCD). 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.


Sharpe ratio
The chart of Sharpe ratio for ECCC, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.002.592.68
The chart of Sortino ratio for ECCC, currently valued at 3.90, compared to the broader market-4.00-2.000.002.004.003.903.66
The chart of Omega ratio for ECCC, currently valued at 1.53, compared to the broader market0.501.001.502.001.531.46
The chart of Calmar ratio for ECCC, currently valued at 3.10, compared to the broader market0.002.004.006.003.101.40
The chart of Martin ratio for ECCC, currently valued at 20.52, compared to the broader market0.0010.0020.0030.0020.5215.82
ECCC
CCD

The current ECCC Sharpe Ratio is 2.59, which is comparable to the CCD Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of ECCC and CCD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.59
2.68
ECCC
CCD

Dividends

ECCC vs. CCD - Dividend Comparison

ECCC's dividend yield for the trailing twelve months is around 6.88%, less than CCD's 9.55% yield.


TTM202320222021202020192018201720162015
ECCC
Eagle Point Credit Company Inc.
6.88%7.51%7.93%3.47%0.00%0.00%0.00%0.00%0.00%0.00%
CCD
Calamos Dynamic Convertible and Income Fund
9.55%11.83%11.42%7.43%7.11%9.47%12.21%9.99%11.43%7.40%

Drawdowns

ECCC vs. CCD - Drawdown Comparison

The maximum ECCC drawdown since its inception was -19.16%, smaller than the maximum CCD drawdown of -55.42%. Use the drawdown chart below to compare losses from any high point for ECCC and CCD. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.31%
-4.04%
ECCC
CCD

Volatility

ECCC vs. CCD - Volatility Comparison

The current volatility for Eagle Point Credit Company Inc. (ECCC) is 3.22%, while Calamos Dynamic Convertible and Income Fund (CCD) has a volatility of 4.53%. This indicates that ECCC experiences smaller price fluctuations and is considered to be less risky than CCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.22%
4.53%
ECCC
CCD

Financials

ECCC vs. CCD - Financials Comparison

This section allows you to compare key financial metrics between Eagle Point Credit Company Inc. and Calamos Dynamic Convertible and Income Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items