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

Correlation

The correlation between ECCC and VOO 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.


-0.50.00.51.00.1

Performance

ECCC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Credit Company Inc. (ECCC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.87%
10.43%
ECCC
VOO

Key characteristics

Sharpe Ratio

ECCC:

1.82

VOO:

2.22

Sortino Ratio

ECCC:

2.73

VOO:

2.95

Omega Ratio

ECCC:

1.36

VOO:

1.42

Calmar Ratio

ECCC:

2.91

VOO:

3.27

Martin Ratio

ECCC:

12.41

VOO:

14.57

Ulcer Index

ECCC:

1.09%

VOO:

1.90%

Daily Std Dev

ECCC:

7.45%

VOO:

12.47%

Max Drawdown

ECCC:

-19.16%

VOO:

-33.99%

Current Drawdown

ECCC:

-4.65%

VOO:

-1.77%

Returns By Period

In the year-to-date period, ECCC achieves a 13.30% return, which is significantly lower than VOO's 26.92% return.


ECCC

YTD

13.30%

1M

-2.85%

6M

5.88%

1Y

13.46%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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Risk-Adjusted Performance

ECCC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc. (ECCC) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for ECCC, currently valued at 1.82, compared to the broader market-4.00-2.000.002.001.822.22
The chart of Sortino ratio for ECCC, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.002.732.95
The chart of Omega ratio for ECCC, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.42
The chart of Calmar ratio for ECCC, currently valued at 2.91, compared to the broader market0.002.004.006.002.913.27
The chart of Martin ratio for ECCC, currently valued at 12.41, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.4114.57
ECCC
VOO

The current ECCC Sharpe Ratio is 1.82, which is comparable to the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ECCC and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.82
2.22
ECCC
VOO

Dividends

ECCC vs. VOO - Dividend Comparison

ECCC's dividend yield for the trailing twelve months is around 7.12%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
ECCC
Eagle Point Credit Company Inc.
7.12%7.51%7.93%3.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ECCC vs. VOO - Drawdown Comparison

The maximum ECCC drawdown since its inception was -19.16%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ECCC and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.65%
-1.77%
ECCC
VOO

Volatility

ECCC vs. VOO - Volatility Comparison

The current volatility for Eagle Point Credit Company Inc. (ECCC) is 2.79%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that ECCC experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.79%
3.78%
ECCC
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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