ECPG vs. DCO
ECPG (Encore Capital Group, Inc.) and DCO (Ducommun Incorporated) are both stocks. ECPG operates in Mortgage Finance (Financial Services), while DCO operates in Aerospace & Defense (Industrials). Over the past 10 years, ECPG returned 11.49%/yr vs 23.87%/yr for DCO. At a 0.25 correlation, their price movements are largely independent.
Performance
ECPG vs. DCO - Performance Comparison
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Returns By Period
In the year-to-date period, ECPG achieves a 43.53% return, which is significantly lower than DCO's 54.44% return. Over the past 10 years, ECPG has underperformed DCO with an annualized return of 11.49%, while DCO has yielded a comparatively higher 23.87% annualized return.
ECPG
- 1D
- -0.10%
- 1M
- -6.23%
- YTD
- 43.53%
- 6M
- 49.27%
- 1Y
- 103.31%
- 3Y*
- 18.73%
- 5Y*
- 10.49%
- 10Y*
- 11.49%
DCO
- 1D
- -2.22%
- 1M
- 7.23%
- YTD
- 54.44%
- 6M
- 63.35%
- 1Y
- 105.60%
- 3Y*
- 50.16%
- 5Y*
- 22.14%
- 10Y*
- 23.87%
ECPG vs. DCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ECPG Encore Capital Group, Inc. | 43.53% | 13.77% | -5.87% | 5.86% | -22.81% | 59.46% | 10.15% | 50.47% | -44.18% | 46.95% |
DCO Ducommun Incorporated | 54.44% | 49.43% | 22.28% | 4.20% | 6.82% | -12.91% | 6.27% | 39.12% | 27.66% | 11.31% |
Correlation
The correlation between ECPG and DCO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 1999 | 0.25 |
The correlation between ECPG and DCO shifts across timeframes, from 0.25 (all time) to 0.36 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
ECPG:
$1.74B
DCO:
$2.29B
ECPG:
$12.85
DCO:
-$2.27
ECPG:
0.97
DCO:
2.66
ECPG:
1.68
DCO:
3.42
ECPG:
$1.85B
DCO:
$839.64M
ECPG:
$1.38B
DCO:
$226.25M
ECPG:
$510.14M
DCO:
$11.47M
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Return for Risk
ECPG vs. DCO — Risk / Return Rank
ECPG
DCO
ECPG vs. DCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Encore Capital Group, Inc. (ECPG) and Ducommun Incorporated (DCO). 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.
| ECPG | DCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.46 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 8.22 | 6.63 | +1.60 |
| Martin ratioReturn relative to average drawdown | 23.12 | 20.05 | +3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECPG | DCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.02 | 3.04 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.66 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.55 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.16 | -0.05 |
Drawdowns
ECPG vs. DCO - Drawdown Comparison
The maximum ECPG drawdown since its inception was -97.86%, roughly equal to the maximum DCO drawdown of -95.13%. Use the drawdown chart below to compare losses from any high point for ECPG and DCO.
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Drawdown Indicators
| ECPG | DCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.86% | -95.13% | -2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -16.03% | +3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -49.94% | -23.46% | -26.48% |
Max Drawdown (5Y)Largest decline over 5 years | -62.54% | -30.81% | -31.73% |
Max Drawdown (10Y)Largest decline over 10 years | -65.70% | -70.83% | +5.13% |
Current DrawdownCurrent decline from peak | -7.58% | -3.49% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -37.58% | -38.19% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 5.28% | -0.80% |
Volatility
ECPG vs. DCO - Volatility Comparison
The current volatility for Encore Capital Group, Inc. (ECPG) is 7.37%, while Ducommun Incorporated (DCO) has a volatility of 13.27%. This indicates that ECPG experiences smaller price fluctuations and is considered to be less risky than DCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECPG | DCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 13.27% | -5.90% |
Volatility (6M)Calculated over the trailing 6-month period | 20.23% | 26.00% | -5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.48% | 34.99% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.78% | 33.50% | +4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.44% | 43.68% | +4.76% |
Dividends
ECPG vs. DCO - Dividend Comparison
Neither ECPG nor DCO has paid dividends to shareholders.
Financials
ECPG vs. DCO - Financials Comparison
This section allows you to compare key financial metrics between Encore Capital Group, Inc. and Ducommun Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ECPG vs. DCO - Profitability Comparison
ECPG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Encore Capital Group, Inc. reported a gross profit of 360.87M and revenue of 475.41M. Therefore, the gross margin over that period was 75.9%.
DCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ducommun Incorporated reported a gross profit of 56.23M and revenue of 209.02M. Therefore, the gross margin over that period was 26.9%.
ECPG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Encore Capital Group, Inc. reported an operating income of 183.99M and revenue of 475.41M, resulting in an operating margin of 38.7%.
DCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ducommun Incorporated reported an operating income of 15.72M and revenue of 209.02M, resulting in an operating margin of 7.5%.
ECPG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Encore Capital Group, Inc. reported a net income of 86.24M and revenue of 475.41M, resulting in a net margin of 18.1%.
DCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ducommun Incorporated reported a net income of 9.92M and revenue of 209.02M, resulting in a net margin of 4.7%.
Frequently Asked Questions
ECPG and DCO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCO has higher volatility (13.27%) compared to ECPG (7.37%). In terms of maximum drawdown, ECPG dropped -97.86% vs DCO's -95.13%.
DCO currently has the higher Sharpe Ratio (3.04 vs 3.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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