ECCC vs. SCHG
Compare and contrast key facts about Eagle Point Credit Company Inc. (ECCC) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ECCC or SCHG.
Key characteristics
| ECCC | SCHG | |
|---|---|---|
| YTD Return | 16.65% | 34.56% |
| 1Y Return | 20.63% | 44.80% |
| 3Y Return (Ann) | 5.07% | 11.31% |
| Sharpe Ratio | 2.92 | 2.80 |
| Sortino Ratio | 4.42 | 3.58 |
| Omega Ratio | 1.61 | 1.51 |
| Calmar Ratio | 2.82 | 3.87 |
| Martin Ratio | 22.93 | 15.40 |
| Ulcer Index | 0.90% | 3.10% |
| Daily Std Dev | 7.05% | 16.96% |
| Max Drawdown | -19.16% | -34.59% |
| Current Drawdown | -0.08% | 0.00% |
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
In the year-to-date period, ECCC achieves a 16.65% return, which is significantly lower than SCHG's 34.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
ECCC vs. SCHG - Dividend Comparison
ECCC's dividend yield for the trailing twelve months is around 6.84%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECCC Eagle Point Credit Company Inc. | 6.84% | 7.51% | 7.93% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
ECCC vs. SCHG - Drawdown Comparison
The maximum ECCC drawdown since its inception was -19.16%, 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.
Volatility
ECCC vs. SCHG - Volatility Comparison
The current volatility for Eagle Point Credit Company Inc. (ECCC) is 2.82%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.31%. 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.