PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ECF vs. ENHNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECF and ENHNX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ECF vs. ENHNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ellsworth Growth and Income Fund Ltd. (ECF) and Cullen Enhanced Equity Income Fund (ENHNX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
18.54%
2.43%
ECF
ENHNX

Key characteristics

Sharpe Ratio

ECF:

2.42

ENHNX:

1.20

Sortino Ratio

ECF:

3.33

ENHNX:

1.71

Omega Ratio

ECF:

1.42

ENHNX:

1.22

Calmar Ratio

ECF:

0.72

ENHNX:

1.50

Martin Ratio

ECF:

15.80

ENHNX:

4.41

Ulcer Index

ECF:

1.96%

ENHNX:

2.65%

Daily Std Dev

ECF:

12.84%

ENHNX:

9.75%

Max Drawdown

ECF:

-49.29%

ENHNX:

-35.59%

Current Drawdown

ECF:

-21.33%

ENHNX:

-2.41%

Returns By Period

In the year-to-date period, ECF achieves a 2.89% return, which is significantly lower than ENHNX's 4.48% return.


ECF

YTD

2.89%

1M

0.00%

6M

19.92%

1Y

32.98%

5Y*

4.12%

10Y*

9.19%

ENHNX

YTD

4.48%

1M

0.75%

6M

3.49%

1Y

10.81%

5Y*

6.78%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ECF vs. ENHNX — Risk-Adjusted Performance Rank

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

ECF
The Risk-Adjusted Performance Rank of ECF is 9090
Overall Rank
The Sharpe Ratio Rank of ECF is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ECF is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ECF is 9191
Omega Ratio Rank
The Calmar Ratio Rank of ECF is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ECF is 9696
Martin Ratio Rank

ENHNX
The Risk-Adjusted Performance Rank of ENHNX is 6464
Overall Rank
The Sharpe Ratio Rank of ENHNX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ENHNX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ENHNX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ENHNX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ENHNX is 5959
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.

ECF vs. ENHNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ellsworth Growth and Income Fund Ltd. (ECF) and Cullen Enhanced Equity Income Fund (ENHNX). 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 ECF, currently valued at 2.42, compared to the broader market-2.000.002.002.421.20
The chart of Sortino ratio for ECF, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.331.71
The chart of Omega ratio for ECF, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.22
The chart of Calmar ratio for ECF, currently valued at 0.72, compared to the broader market0.002.004.006.000.721.50
The chart of Martin ratio for ECF, currently valued at 15.80, compared to the broader market-10.000.0010.0020.0030.0015.804.41
ECF
ENHNX

The current ECF Sharpe Ratio is 2.42, which is higher than the ENHNX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of ECF and ENHNX, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.42
1.20
ECF
ENHNX

Dividends

ECF vs. ENHNX - Dividend Comparison

ECF's dividend yield for the trailing twelve months is around 5.84%, more than ENHNX's 5.73% yield.


TTM20242023202220212020201920182017201620152014
ECF
Ellsworth Growth and Income Fund Ltd.
5.84%6.01%6.44%6.52%12.14%9.59%6.63%7.57%4.68%5.32%10.22%6.08%
ENHNX
Cullen Enhanced Equity Income Fund
5.73%5.98%6.22%6.48%3.82%5.87%5.68%6.33%6.44%7.67%0.00%0.00%

Drawdowns

ECF vs. ENHNX - Drawdown Comparison

The maximum ECF drawdown since its inception was -49.29%, which is greater than ENHNX's maximum drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for ECF and ENHNX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-21.33%
-2.41%
ECF
ENHNX

Volatility

ECF vs. ENHNX - Volatility Comparison

Ellsworth Growth and Income Fund Ltd. (ECF) has a higher volatility of 3.03% compared to Cullen Enhanced Equity Income Fund (ENHNX) at 2.67%. This indicates that ECF's price experiences larger fluctuations and is considered to be riskier than ENHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.03%
2.67%
ECF
ENHNX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab