ECCC vs. SVOL
ECCC (Eagle Point Credit Company Inc.) is a stock, while SVOL (Simplify Volatility Premium ETF) is Volatility fund actively managed by Simplify. Over the past 5 years, ECCC returned 6.91%/yr vs 6.24%/yr for SVOL. At a 0.09 correlation, their price movements are largely independent.
Performance
ECCC vs. SVOL - Performance Comparison
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Returns By Period
In the year-to-date period, ECCC achieves a 3.89% return, which is significantly higher than SVOL's -0.40% return.
ECCC
- 1D
- -0.34%
- 1M
- 2.10%
- YTD
- 3.89%
- 6M
- 3.93%
- 1Y
- 14.89%
- 3Y*
- 13.13%
- 5Y*
- 6.91%
- 10Y*
- —
SVOL
- 1D
- -1.35%
- 1M
- 0.75%
- YTD
- -0.40%
- 6M
- -0.86%
- 1Y
- 18.10%
- 3Y*
- 5.79%
- 5Y*
- 6.24%
- 10Y*
- —
ECCC vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ECCC Eagle Point Credit Company Inc. | 3.89% | 16.21% | 14.03% | 14.18% | -13.45% | 5.02% |
SVOL Simplify Volatility Premium ETF | -0.40% | 2.41% | 6.77% | 22.88% | -3.30% | 5.60% |
Correlation
The correlation between ECCC and SVOL is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021 | 0.09 |
The correlation between ECCC and SVOL shifts across timeframes, from -0.02 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ECCC vs. SVOL — Risk / Return Rank
ECCC
SVOL
ECCC vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc. (ECCC) and Simplify Volatility Premium ETF (SVOL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ECCC | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 1.40 | +2.09 |
| Martin ratioReturn relative to average drawdown | 9.42 | 3.33 | +6.09 |
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Drawdowns
ECCC vs. SVOL - Drawdown Comparison
The maximum ECCC drawdown since its inception was -19.16%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for ECCC and SVOL.
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Drawdown Indicators
| ECCC | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.16% | -33.50% | +14.34% |
Max Drawdown (1Y)Largest decline over 1 year | -4.29% | -13.01% | +8.72% |
Max Drawdown (3Y)Largest decline over 3 years | -6.88% | -33.50% | +26.62% |
Max Drawdown (5Y)Largest decline over 5 years | -19.16% | -33.50% | +14.34% |
Current DrawdownCurrent decline from peak | -0.34% | -2.98% | +2.64% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -4.75% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 5.44% | -3.86% |
Volatility
ECCC vs. SVOL - Volatility Comparison
The current volatility for Eagle Point Credit Company Inc. (ECCC) is 3.63%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 4.40%. This indicates that ECCC experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECCC | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 4.40% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 10.20% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 20.52% | -9.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.26% | 22.02% | -9.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.24% | 21.88% | -9.64% |
Dividends
ECCC vs. SVOL - Dividend Comparison
ECCC's dividend yield for the trailing twelve months is around 6.52%, less than SVOL's 22.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ECCC Eagle Point Credit Company Inc. | 6.52% | 6.55% | 7.10% | 7.81% | 7.95% | 3.48% |
SVOL Simplify Volatility Premium ETF | 22.10% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
Frequently Asked Questions
ECCC and SVOL have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SVOL has higher volatility (4.40%) compared to ECCC (3.63%). In terms of maximum drawdown, ECCC dropped -19.16% vs SVOL's -33.50%.
ECCC currently has the higher Sharpe Ratio (1.31 vs 0.89), 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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