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ECF vs. ENHNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECF and ENHNX is 0.57, 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.


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.

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Key characteristics

Sharpe Ratio

ECF:

1.88

ENHNX:

0.43

Sortino Ratio

ECF:

2.39

ENHNX:

0.62

Omega Ratio

ECF:

1.32

ENHNX:

1.09

Calmar Ratio

ECF:

0.71

ENHNX:

0.44

Martin Ratio

ECF:

6.53

ENHNX:

1.44

Ulcer Index

ECF:

4.33%

ENHNX:

3.76%

Daily Std Dev

ECF:

15.66%

ENHNX:

13.93%

Max Drawdown

ECF:

-49.29%

ENHNX:

-35.59%

Current Drawdown

ECF:

-22.24%

ENHNX:

-5.32%

Returns By Period

In the year-to-date period, ECF achieves a 2.34% return, which is significantly higher than ENHNX's 1.37% return.


ECF

YTD

2.34%

1M

7.47%

6M

-0.49%

1Y

28.23%

3Y*

8.47%

5Y*

5.72%

10Y*

8.38%

ENHNX

YTD

1.37%

1M

1.49%

6M

-5.32%

1Y

4.11%

3Y*

2.65%

5Y*

9.27%

10Y*

N/A

*Annualized

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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 8888
Overall Rank
The Sharpe Ratio Rank of ECF is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ECF is 9090
Sortino Ratio Rank
The Omega Ratio Rank of ECF is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ECF is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ECF is 8989
Martin Ratio Rank

ENHNX
The Risk-Adjusted Performance Rank of ENHNX is 3232
Overall Rank
The Sharpe Ratio Rank of ENHNX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ENHNX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ENHNX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ENHNX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ENHNX is 3535
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.


The current ECF Sharpe Ratio is 1.88, which is higher than the ENHNX Sharpe Ratio of 0.43. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ECF vs. ENHNX - Dividend Comparison

ECF's dividend yield for the trailing twelve months is around 5.42%, less than ENHNX's 6.02% yield.


TTM20242023202220212020201920182017201620152014
ECF
Ellsworth Growth and Income Fund Ltd.
5.42%5.47%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
6.02%5.98%6.22%6.48%7.78%5.87%5.68%6.45%6.82%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ECF vs. ENHNX - Volatility Comparison

The current volatility for Ellsworth Growth and Income Fund Ltd. (ECF) is 3.26%, while Cullen Enhanced Equity Income Fund (ENHNX) has a volatility of 4.06%. This indicates that ECF experiences smaller price fluctuations and is considered to be less risky than ENHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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