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ECCC vs. CCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ECCCCCD
YTD Return16.77%34.33%
1Y Return22.06%52.11%
3Y Return (Ann)4.97%0.08%
Sharpe Ratio3.113.03
Sortino Ratio4.724.09
Omega Ratio1.651.52
Calmar Ratio2.831.45
Martin Ratio24.6419.39
Ulcer Index0.90%2.54%
Daily Std Dev7.12%16.27%
Max Drawdown-19.15%-55.42%
Current Drawdown0.00%-4.40%

Fundamentals


ECCCCCD

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.

Performance

ECCC vs. CCD - Performance Comparison

In the year-to-date period, ECCC achieves a 16.77% return, which is significantly lower than CCD's 34.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.18%
13.43%
ECCC
CCD

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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.


ECCC
Sharpe ratio
The chart of Sharpe ratio for ECCC, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.003.11
Sortino ratio
The chart of Sortino ratio for ECCC, currently valued at 4.72, compared to the broader market-4.00-2.000.002.004.006.004.72
Omega ratio
The chart of Omega ratio for ECCC, currently valued at 1.65, compared to the broader market0.501.001.502.001.65
Calmar ratio
The chart of Calmar ratio for ECCC, currently valued at 2.83, compared to the broader market0.002.004.006.002.83
Martin ratio
The chart of Martin ratio for ECCC, currently valued at 24.64, compared to the broader market0.0010.0020.0030.0024.64
CCD
Sharpe ratio
The chart of Sharpe ratio for CCD, currently valued at 3.03, compared to the broader market-4.00-2.000.002.004.003.03
Sortino ratio
The chart of Sortino ratio for CCD, currently valued at 4.09, compared to the broader market-4.00-2.000.002.004.006.004.09
Omega ratio
The chart of Omega ratio for CCD, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for CCD, currently valued at 1.45, compared to the broader market0.002.004.006.001.45
Martin ratio
The chart of Martin ratio for CCD, currently valued at 19.39, compared to the broader market0.0010.0020.0030.0019.39

ECCC vs. CCD - Sharpe Ratio Comparison

The current ECCC Sharpe Ratio is 3.11, which is comparable to the CCD Sharpe Ratio of 3.03. 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
3.11
3.03
ECCC
CCD

Dividends

ECCC vs. CCD - Dividend Comparison

ECCC's dividend yield for the trailing twelve months is around 6.83%, less than CCD's 9.51% yield.


TTM202320222021202020192018201720162015
ECCC
Eagle Point Credit Company Inc.
6.83%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
9.51%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 -19.15%, 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%JuneJulyAugustSeptemberOctoberNovember0
-4.40%
ECCC
CCD

Volatility

ECCC vs. CCD - Volatility Comparison

The current volatility for Eagle Point Credit Company Inc. (ECCC) is 2.83%, while Calamos Dynamic Convertible and Income Fund (CCD) has a volatility of 4.77%. 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
2.83%
4.77%
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