EFT vs. ARCC
Compare and contrast key facts about Eaton Vance Floating-Rate Income Trust (EFT) and Ares Capital Corporation (ARCC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFT or ARCC.
Performance
EFT vs. ARCC - Performance Comparison
Returns By Period
In the year-to-date period, EFT achieves a 15.85% return, which is significantly lower than ARCC's 17.87% return. Over the past 10 years, EFT has underperformed ARCC with an annualized return of 6.79%, while ARCC has yielded a comparatively higher 13.32% annualized return.
EFT
15.85%
3.01%
4.58%
23.02%
8.85%
6.79%
ARCC
17.87%
2.42%
8.03%
21.89%
13.92%
13.32%
Fundamentals
| EFT | ARCC | |
|---|---|---|
| Market Cap | $351.45M | $14.07B |
| EPS | $2.02 | $2.60 |
| PE Ratio | 6.64 | 8.38 |
| PEG Ratio | 0.00 | 3.95 |
| Total Revenue (TTM) | $44.13M | $2.46B |
| Gross Profit (TTM) | $41.80M | $2.10B |
| EBITDA (TTM) | $36.86M | $897.00M |
Key characteristics
| EFT | ARCC | |
|---|---|---|
| Sharpe Ratio | 2.29 | 1.92 |
| Sortino Ratio | 3.25 | 2.69 |
| Omega Ratio | 1.46 | 1.35 |
| Calmar Ratio | 3.58 | 3.15 |
| Martin Ratio | 14.89 | 13.34 |
| Ulcer Index | 1.55% | 1.64% |
| Daily Std Dev | 10.04% | 11.42% |
| Max Drawdown | -60.58% | -79.36% |
| Current Drawdown | 0.00% | 0.00% |
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Correlation
The correlation between EFT and ARCC is 0.28, 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.
Risk-Adjusted Performance
EFT vs. ARCC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating-Rate Income Trust (EFT) and Ares Capital Corporation (ARCC). 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.
Dividends
EFT vs. ARCC - Dividend Comparison
EFT's dividend yield for the trailing twelve months is around 10.64%, more than ARCC's 8.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | 10.64% | 11.09% | 9.14% | 5.26% | 5.40% | 7.41% | 6.77% | 5.26% | 5.54% | 7.17% | 5.82% | 6.62% |
ARCC Ares Capital Corporation | 8.72% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% | 8.84% |
Drawdowns
EFT vs. ARCC - Drawdown Comparison
The maximum EFT drawdown since its inception was -60.58%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for EFT and ARCC. For additional features, visit the drawdowns tool.
Volatility
EFT vs. ARCC - Volatility Comparison
The current volatility for Eaton Vance Floating-Rate Income Trust (EFT) is 2.12%, while Ares Capital Corporation (ARCC) has a volatility of 3.34%. This indicates that EFT experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EFT vs. ARCC - Financials Comparison
This section allows you to compare key financial metrics between Eaton Vance Floating-Rate Income Trust and Ares Capital Corporation. 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