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ECCC vs. SVOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECCC vs. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Credit Company Inc. (ECCC) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

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ECCC vs. SVOL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ECCC
Eagle Point Credit Company Inc.
0.75%16.21%14.03%14.18%-13.45%5.02%
SVOL
Simplify Volatility Premium ETF
-7.92%2.41%6.77%22.88%-3.30%4.94%

Returns By Period

In the year-to-date period, ECCC achieves a 0.75% return, which is significantly higher than SVOL's -7.92% return.


ECCC

1D
0.12%
1M
-0.12%
YTD
0.75%
6M
7.97%
1Y
13.29%
3Y*
13.53%
5Y*
10Y*

SVOL

1D
1.52%
1M
-6.10%
YTD
-7.92%
6M
-5.42%
1Y
3.66%
3Y*
6.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ECCC vs. SVOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECCC
ECCC Risk / Return Rank: 7979
Overall Rank
ECCC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ECCC Sortino Ratio Rank: 7575
Sortino Ratio Rank
ECCC Omega Ratio Rank: 7575
Omega Ratio Rank
ECCC Calmar Ratio Rank: 8484
Calmar Ratio Rank
ECCC Martin Ratio Rank: 8181
Martin Ratio Rank

SVOL
SVOL Risk / Return Rank: 1717
Overall Rank
SVOL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SVOL Sortino Ratio Rank: 1919
Sortino Ratio Rank
SVOL Omega Ratio Rank: 2020
Omega Ratio Rank
SVOL Calmar Ratio Rank: 1616
Calmar Ratio Rank
SVOL Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


ECCCSVOLDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.09

+1.15

Sortino ratio

Return per unit of downside risk

1.78

0.45

+1.34

Omega ratio

Gain probability vs. loss probability

1.24

1.06

+0.18

Calmar ratio

Return relative to maximum drawdown

2.65

0.17

+2.48

Martin ratio

Return relative to average drawdown

6.22

0.57

+5.64

ECCC vs. SVOL - Sharpe Ratio Comparison

The current ECCC Sharpe Ratio is 1.25, which is higher than the SVOL Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of ECCC and SVOL, 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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Sharpe Ratios by Period


ECCCSVOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.09

+1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.28

+0.30

Correlation

The correlation between ECCC and SVOL is 0.10, 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.


Dividends

ECCC vs. SVOL - Dividend Comparison

ECCC's dividend yield for the trailing twelve months is around 6.61%, less than SVOL's 23.14% yield.


TTM20252024202320222021
ECCC
Eagle Point Credit Company Inc.
6.61%6.55%7.10%7.81%7.95%3.48%
SVOL
Simplify Volatility Premium ETF
23.14%19.82%16.79%16.36%18.32%4.65%

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


ECCCSVOLDifference

Max Drawdown

Largest peak-to-trough decline

-19.16%

-33.50%

+14.34%

Max Drawdown (1Y)

Largest decline over 1 year

-4.84%

-24.73%

+19.89%

Current Drawdown

Current decline from peak

-0.16%

-10.30%

+10.14%

Average Drawdown

Average peak-to-trough decline

-3.82%

-4.74%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

7.46%

-5.39%

Volatility

ECCC vs. SVOL - Volatility Comparison

The current volatility for Eagle Point Credit Company Inc. (ECCC) is 2.99%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 4.34%. 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


ECCCSVOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

4.34%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

13.82%

-5.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.72%

38.84%

-28.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.24%

22.28%

-10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.24%

22.28%

-10.04%