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ECCC vs. CLOZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECCC and CLOZ 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.


-0.50.00.51.0
Correlation: 0.1

Performance

ECCC vs. CLOZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Credit Company Inc. (ECCC) and Panagram Bbb-B Clo ETF (CLOZ). The values are adjusted to include any dividend payments, if applicable.

20.00%22.00%24.00%26.00%28.00%30.00%NovemberDecember2025FebruaryMarchApril
21.91%
27.38%
ECCC
CLOZ

Key characteristics

Sharpe Ratio

ECCC:

1.10

CLOZ:

1.42

Sortino Ratio

ECCC:

1.59

CLOZ:

1.86

Omega Ratio

ECCC:

1.21

CLOZ:

1.52

Calmar Ratio

ECCC:

1.69

CLOZ:

1.23

Martin Ratio

ECCC:

4.46

CLOZ:

5.98

Ulcer Index

ECCC:

1.94%

CLOZ:

1.09%

Daily Std Dev

ECCC:

7.90%

CLOZ:

4.62%

Max Drawdown

ECCC:

-19.15%

CLOZ:

-5.33%

Current Drawdown

ECCC:

-3.53%

CLOZ:

-2.35%

Returns By Period

In the year-to-date period, ECCC achieves a 0.55% return, which is significantly higher than CLOZ's -0.90% return.


ECCC

YTD

0.55%

1M

-2.91%

6M

-0.47%

1Y

8.31%

5Y*

N/A

10Y*

N/A

CLOZ

YTD

-0.90%

1M

-0.59%

6M

1.82%

1Y

6.60%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ECCC vs. CLOZ — Risk-Adjusted Performance Rank

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

ECCC
The Risk-Adjusted Performance Rank of ECCC is 8484
Overall Rank
The Sharpe Ratio Rank of ECCC is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ECCC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ECCC is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ECCC is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ECCC is 8585
Martin Ratio Rank

CLOZ
The Risk-Adjusted Performance Rank of CLOZ is 8989
Overall Rank
The Sharpe Ratio Rank of CLOZ is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of CLOZ is 8686
Sortino Ratio Rank
The Omega Ratio Rank of CLOZ is 9696
Omega Ratio Rank
The Calmar Ratio Rank of CLOZ is 8686
Calmar Ratio Rank
The Martin Ratio Rank of CLOZ is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ECCC vs. CLOZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc. (ECCC) and Panagram Bbb-B Clo ETF (CLOZ). 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.


The chart of Sharpe ratio for ECCC, currently valued at 1.10, compared to the broader market-2.00-1.000.001.002.003.00
ECCC: 1.10
CLOZ: 1.42
The chart of Sortino ratio for ECCC, currently valued at 1.59, compared to the broader market-6.00-4.00-2.000.002.004.00
ECCC: 1.59
CLOZ: 1.86
The chart of Omega ratio for ECCC, currently valued at 1.21, compared to the broader market0.501.001.502.00
ECCC: 1.21
CLOZ: 1.52
The chart of Calmar ratio for ECCC, currently valued at 1.69, compared to the broader market0.001.002.003.004.005.00
ECCC: 1.69
CLOZ: 1.23
The chart of Martin ratio for ECCC, currently valued at 4.46, compared to the broader market-5.000.005.0010.0015.0020.00
ECCC: 4.46
CLOZ: 5.98

The current ECCC Sharpe Ratio is 1.10, which is comparable to the CLOZ Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of ECCC and CLOZ, 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 Ratio1.002.003.004.005.006.007.00NovemberDecember2025FebruaryMarchApril
1.10
1.42
ECCC
CLOZ

Dividends

ECCC vs. CLOZ - Dividend Comparison

ECCC's dividend yield for the trailing twelve months is around 7.23%, less than CLOZ's 8.80% yield.


TTM2024202320222021
ECCC
Eagle Point Credit Company Inc.
7.23%7.10%7.53%7.95%3.48%
CLOZ
Panagram Bbb-B Clo ETF
8.80%9.09%8.81%0.00%0.00%

Drawdowns

ECCC vs. CLOZ - Drawdown Comparison

The maximum ECCC drawdown since its inception was -19.15%, which is greater than CLOZ's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for ECCC and CLOZ. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.53%
-2.35%
ECCC
CLOZ

Volatility

ECCC vs. CLOZ - Volatility Comparison

The current volatility for Eagle Point Credit Company Inc. (ECCC) is 3.29%, while Panagram Bbb-B Clo ETF (CLOZ) has a volatility of 4.31%. This indicates that ECCC experiences smaller price fluctuations and is considered to be less risky than CLOZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
3.29%
4.31%
ECCC
CLOZ