ECCC vs. SVOL
Compare and contrast key facts about Eagle Point Credit Company Inc. (ECCC) and Simplify Volatility Premium ETF (SVOL).
SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ECCC or SVOL.
Performance
ECCC vs. SVOL - Performance Comparison
Returns By Period
In the year-to-date period, ECCC achieves a 16.62% return, which is significantly higher than SVOL's 9.36% return.
ECCC
16.62%
1.22%
10.03%
18.79%
N/A
N/A
SVOL
9.36%
3.03%
2.86%
11.53%
N/A
N/A
Key characteristics
| ECCC | SVOL | |
|---|---|---|
| Sharpe Ratio | 2.59 | 0.96 |
| Sortino Ratio | 3.90 | 1.31 |
| Omega Ratio | 1.53 | 1.24 |
| Calmar Ratio | 3.10 | 1.06 |
| Martin Ratio | 20.52 | 6.88 |
| Ulcer Index | 0.92% | 1.68% |
| Daily Std Dev | 7.26% | 12.01% |
| Max Drawdown | -19.16% | -15.68% |
| Current Drawdown | -1.31% | -0.46% |
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Correlation
The correlation between ECCC and SVOL 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.
Risk-Adjusted Performance
ECCC vs. SVOL - Risk-Adjusted Performance 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.
Dividends
ECCC vs. SVOL - Dividend Comparison
ECCC's dividend yield for the trailing twelve months is around 6.88%, less than SVOL's 16.34% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
ECCC Eagle Point Credit Company Inc. | 6.88% | 7.51% | 7.93% | 3.47% |
SVOL Simplify Volatility Premium ETF | 16.34% | 16.37% | 18.31% | 4.65% |
Drawdowns
ECCC vs. SVOL - Drawdown Comparison
The maximum ECCC drawdown since its inception was -19.16%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for ECCC and SVOL. For additional features, visit the drawdowns tool.
Volatility
ECCC vs. SVOL - Volatility Comparison
Eagle Point Credit Company Inc. (ECCC) and Simplify Volatility Premium ETF (SVOL) have volatilities of 3.22% and 3.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.