ECCC vs. JQC
ECCC (Eagle Point Credit Company Inc.) is a stock, while JQC (Nuveen Credit Strategies Income Fund) is Bank Loan fund managed by Nuveen. Over the past 3 years, ECCC returned 12.49%/yr vs 12.04%/yr for JQC. At a 0.07 correlation, their price movements are largely independent.
Performance
ECCC vs. JQC - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ECCC having a 1.63% return and JQC slightly lower at 1.57%.
ECCC
- 1D
- -0.06%
- 1M
- 0.11%
- YTD
- 1.63%
- 6M
- 6.98%
- 1Y
- 16.94%
- 3Y*
- 12.49%
- 5Y*
- —
- 10Y*
- —
JQC
- 1D
- 0.21%
- 1M
- 1.03%
- YTD
- 1.57%
- 6M
- 1.46%
- 1Y
- 3.75%
- 3Y*
- 12.04%
- 5Y*
- 4.89%
- 10Y*
- 5.86%
ECCC vs. JQC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ECCC Eagle Point Credit Company Inc. | 1.63% | 16.21% | 14.03% | 14.18% | -13.45% | 5.02% |
JQC Nuveen Credit Strategies Income Fund | 1.57% | -0.36% | 22.29% | 15.26% | -14.22% | 3.28% |
Correlation
The correlation between ECCC and JQC is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2021 | 0.07 |
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Return for Risk
ECCC vs. JQC — Risk / Return Rank
ECCC
JQC
ECCC vs. JQC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc. (ECCC) and Nuveen Credit Strategies Income Fund (JQC). 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 | JQC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.34 | +1.17 |
Sortino ratioReturn per unit of downside risk | 2.19 | 0.56 | +1.63 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.07 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.92 | 0.47 | +3.46 |
Martin ratioReturn relative to average drawdown | 10.86 | 0.94 | +9.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECCC | JQC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 0.34 | +1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.23 | +0.34 |
Drawdowns
ECCC vs. JQC - Drawdown Comparison
The maximum ECCC drawdown since its inception was -19.16%, smaller than the maximum JQC drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for ECCC and JQC.
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Drawdown Indicators
| ECCC | JQC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.16% | -75.18% | +56.02% |
Max Drawdown (1Y)Largest decline over 1 year | -4.29% | -10.15% | +5.86% |
Max Drawdown (3Y)Largest decline over 3 years | -6.88% | -15.37% | +8.49% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.83% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.99% | — |
Current DrawdownCurrent decline from peak | -1.33% | -4.55% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -8.82% | +5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 5.02% | -3.47% |
Volatility
ECCC vs. JQC - Volatility Comparison
Eagle Point Credit Company Inc. (ECCC) has a higher volatility of 4.46% compared to Nuveen Credit Strategies Income Fund (JQC) at 2.16%. This indicates that ECCC's price experiences larger fluctuations and is considered to be riskier than JQC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECCC | JQC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 2.16% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 8.76% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.24% | 11.11% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.25% | 13.17% | -0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.25% | 17.56% | -5.31% |
Dividends
ECCC vs. JQC - Dividend Comparison
ECCC's dividend yield for the trailing twelve months is around 6.63%, less than JQC's 13.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECCC Eagle Point Credit Company Inc. | 6.63% | 6.55% | 7.10% | 7.81% | 7.95% | 3.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JQC Nuveen Credit Strategies Income Fund | 13.11% | 12.91% | 11.39% | 11.42% | 9.71% | 10.03% | 16.11% | 16.14% | 6.53% | 7.42% | 6.99% | 7.51% |
Frequently Asked Questions
ECCC and JQC have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECCC has higher volatility (4.46%) compared to JQC (2.16%). In terms of maximum drawdown, ECCC dropped -19.16% vs JQC's -75.18%.
ECCC currently has the higher Sharpe Ratio (1.51 vs 0.34), 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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