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ECCX vs. PBDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECCX and PBDC is 0.03, 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

ECCX vs. PBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Credit Company Inc. 6.6875% NT 28 (ECCX) and Putnam BDC Income ETF (PBDC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ECCX:

1.11

PBDC:

0.07

Sortino Ratio

ECCX:

1.76

PBDC:

0.21

Omega Ratio

ECCX:

1.22

PBDC:

1.03

Calmar Ratio

ECCX:

2.07

PBDC:

0.06

Martin Ratio

ECCX:

7.91

PBDC:

0.23

Ulcer Index

ECCX:

1.10%

PBDC:

5.29%

Daily Std Dev

ECCX:

7.62%

PBDC:

18.32%

Max Drawdown

ECCX:

-37.68%

PBDC:

-20.28%

Current Drawdown

ECCX:

-2.50%

PBDC:

-12.06%

Returns By Period

In the year-to-date period, ECCX achieves a 2.86% return, which is significantly higher than PBDC's -5.83% return.


ECCX

YTD

2.86%

1M

1.74%

6M

2.85%

1Y

8.55%

5Y*

8.90%

10Y*

N/A

PBDC

YTD

-5.83%

1M

6.78%

6M

-0.84%

1Y

0.76%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ECCX vs. PBDC — Risk-Adjusted Performance Rank

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

ECCX
The Risk-Adjusted Performance Rank of ECCX is 8787
Overall Rank
The Sharpe Ratio Rank of ECCX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ECCX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ECCX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ECCX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ECCX is 9292
Martin Ratio Rank

PBDC
The Risk-Adjusted Performance Rank of PBDC is 2323
Overall Rank
The Sharpe Ratio Rank of PBDC is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of PBDC is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PBDC is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PBDC is 2323
Calmar Ratio Rank
The Martin Ratio Rank of PBDC is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ECCX vs. PBDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc. 6.6875% NT 28 (ECCX) and Putnam BDC Income ETF (PBDC). 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.


The current ECCX Sharpe Ratio is 1.11, which is higher than the PBDC Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of ECCX and PBDC, 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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Dividends

ECCX vs. PBDC - Dividend Comparison

ECCX's dividend yield for the trailing twelve months is around 6.80%, less than PBDC's 10.18% yield.


TTM2024202320222021202020192018
ECCX
Eagle Point Credit Company Inc. 6.6875% NT 28
6.80%6.87%6.95%6.92%6.60%6.69%6.50%4.76%
PBDC
Putnam BDC Income ETF
10.18%9.29%9.86%3.40%0.00%0.00%0.00%0.00%

Drawdowns

ECCX vs. PBDC - Drawdown Comparison

The maximum ECCX drawdown since its inception was -37.68%, which is greater than PBDC's maximum drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for ECCX and PBDC. For additional features, visit the drawdowns tool.


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Volatility

ECCX vs. PBDC - Volatility Comparison

The current volatility for Eagle Point Credit Company Inc. 6.6875% NT 28 (ECCX) is 3.08%, while Putnam BDC Income ETF (PBDC) has a volatility of 7.54%. This indicates that ECCX experiences smaller price fluctuations and is considered to be less risky than PBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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