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

Key characteristics


ECCCFBRT
YTD Return15.83%6.98%
1Y Return21.20%13.28%
3Y Return (Ann)4.72%2.70%
Sharpe Ratio3.010.50
Sortino Ratio4.550.84
Omega Ratio1.631.11
Calmar Ratio2.690.91
Martin Ratio23.681.92
Ulcer Index0.90%6.48%
Daily Std Dev7.09%25.09%
Max Drawdown-19.15%-31.33%
Current Drawdown0.00%-2.49%

Fundamentals


ECCCFBRT
EPS$1.82$0.81
PE Ratio12.8816.01
Total Revenue (TTM)$113.00M$553.19M
Gross Profit (TTM)$80.82M$524.51M
EBITDA (TTM)$72.02M$479.31M

Correlation

-0.50.00.51.00.1

The correlation between ECCC and FBRT is 0.13, 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. FBRT - Performance Comparison

In the year-to-date period, ECCC achieves a 15.83% return, which is significantly higher than FBRT's 6.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.31%
8.19%
ECCC
FBRT

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Risk-Adjusted Performance

ECCC vs. FBRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc. (ECCC) and Franklin BSP Realty Trust, Inc. (FBRT). 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 3.01, compared to the broader market-4.00-2.000.002.004.003.01
Sortino ratio
The chart of Sortino ratio for ECCC, currently valued at 4.55, compared to the broader market-4.00-2.000.002.004.006.004.55
Omega ratio
The chart of Omega ratio for ECCC, currently valued at 1.63, compared to the broader market0.501.001.502.001.63
Calmar ratio
The chart of Calmar ratio for ECCC, currently valued at 2.69, compared to the broader market0.002.004.006.002.69
Martin ratio
The chart of Martin ratio for ECCC, currently valued at 23.68, compared to the broader market-10.000.0010.0020.0030.0023.68
FBRT
Sharpe ratio
The chart of Sharpe ratio for FBRT, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.50
Sortino ratio
The chart of Sortino ratio for FBRT, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.006.000.84
Omega ratio
The chart of Omega ratio for FBRT, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for FBRT, currently valued at 0.91, compared to the broader market0.002.004.006.000.91
Martin ratio
The chart of Martin ratio for FBRT, currently valued at 1.92, compared to the broader market-10.000.0010.0020.0030.001.92

ECCC vs. FBRT - Sharpe Ratio Comparison

The current ECCC Sharpe Ratio is 3.01, which is higher than the FBRT Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ECCC and FBRT, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
3.01
0.50
ECCC
FBRT

Dividends

ECCC vs. FBRT - Dividend Comparison

ECCC's dividend yield for the trailing twelve months is around 6.88%, less than FBRT's 10.67% yield.


TTM202320222021
ECCC
Eagle Point Credit Company Inc.
6.88%7.51%7.93%3.47%
FBRT
Franklin BSP Realty Trust, Inc.
10.67%10.51%11.01%1.91%

Drawdowns

ECCC vs. FBRT - Drawdown Comparison

The maximum ECCC drawdown since its inception was -19.15%, smaller than the maximum FBRT drawdown of -31.33%. Use the drawdown chart below to compare losses from any high point for ECCC and FBRT. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-2.49%
ECCC
FBRT

Volatility

ECCC vs. FBRT - Volatility Comparison

The current volatility for Eagle Point Credit Company Inc. (ECCC) is 2.73%, while Franklin BSP Realty Trust, Inc. (FBRT) has a volatility of 5.55%. This indicates that ECCC experiences smaller price fluctuations and is considered to be less risky than FBRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
2.73%
5.55%
ECCC
FBRT

Financials

ECCC vs. FBRT - Financials Comparison

This section allows you to compare key financial metrics between Eagle Point Credit Company Inc. and Franklin BSP Realty Trust, Inc.. 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