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

Correlation

The correlation between ECCC and SCHG is 0.14, 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. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Credit Company Inc. (ECCC) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ECCC:

0.95

SCHG:

0.70

Sortino Ratio

ECCC:

1.29

SCHG:

1.19

Omega Ratio

ECCC:

1.17

SCHG:

1.17

Calmar Ratio

ECCC:

1.32

SCHG:

0.81

Martin Ratio

ECCC:

3.17

SCHG:

2.70

Ulcer Index

ECCC:

2.14%

SCHG:

7.05%

Daily Std Dev

ECCC:

7.76%

SCHG:

25.21%

Max Drawdown

ECCC:

-19.15%

SCHG:

-34.59%

Current Drawdown

ECCC:

-3.66%

SCHG:

-4.68%

Returns By Period

In the year-to-date period, ECCC achieves a 0.41% return, which is significantly higher than SCHG's -0.47% return.


ECCC

YTD

0.41%

1M

0.93%

6M

-3.13%

1Y

7.31%

5Y*

N/A

10Y*

N/A

SCHG

YTD

-0.47%

1M

16.38%

6M

2.93%

1Y

17.54%

5Y*

19.71%

10Y*

15.89%

*Annualized

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Risk-Adjusted Performance

ECCC vs. SCHG — 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 7979
Overall Rank
The Sharpe Ratio Rank of ECCC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ECCC is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ECCC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ECCC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ECCC is 8080
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7070
Overall Rank
The Sharpe Ratio Rank of SCHG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6767
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. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc. (ECCC) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 current ECCC Sharpe Ratio is 0.95, which is higher than the SCHG Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ECCC and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ECCC vs. SCHG - Dividend Comparison

ECCC's dividend yield for the trailing twelve months is around 7.28%, more than SCHG's 0.41% yield.


TTM20242023202220212020201920182017201620152014
ECCC
Eagle Point Credit Company Inc.
7.28%7.10%7.53%7.95%3.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

ECCC vs. SCHG - Drawdown Comparison

The maximum ECCC drawdown since its inception was -19.15%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ECCC and SCHG. For additional features, visit the drawdowns tool.


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Volatility

ECCC vs. SCHG - Volatility Comparison

The current volatility for Eagle Point Credit Company Inc. (ECCC) is 1.87%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.95%. This indicates that ECCC experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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