EGGS vs. ECAT
EGGS (NestYield Total Return Guard ETF) and ECAT (BlackRock ESG Capital Allocation Term Trust) are both funds - EGGS is a Derivative Income fund actively managed by NestYield, while ECAT is a Tactical Allocation fund managed by BlackRock. Over the past year, EGGS returned 35.89% vs 22.26% for ECAT. A 0.53 correlation means they provide meaningful diversification when combined. EGGS charges 0.89%/yr vs 1.43%/yr for ECAT.
Performance
EGGS vs. ECAT - Performance Comparison
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Returns By Period
In the year-to-date period, EGGS achieves a 26.23% return, which is significantly higher than ECAT's 12.06% return.
EGGS
- 1D
- 2.09%
- 1M
- 11.59%
- YTD
- 26.23%
- 6M
- 24.43%
- 1Y
- 35.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ECAT
- 1D
- 0.00%
- 1M
- 2.19%
- YTD
- 12.06%
- 6M
- 10.41%
- 1Y
- 22.26%
- 3Y*
- 19.58%
- 5Y*
- —
- 10Y*
- —
EGGS vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EGGS NestYield Total Return Guard ETF | 26.23% | 14.41% | -1.62% |
ECAT BlackRock ESG Capital Allocation Term Trust | 12.06% | 16.64% | -3.47% |
Correlation
The correlation between EGGS and ECAT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.53 |
The correlation between EGGS and ECAT has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.
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Return for Risk
EGGS vs. ECAT — Risk / Return Rank
EGGS
ECAT
EGGS vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NestYield Total Return Guard ETF (EGGS) and BlackRock ESG Capital Allocation Term Trust (ECAT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EGGS | ECAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.90 | +0.09 |
| Martin ratioReturn relative to average drawdown | 4.51 | 7.04 | -2.54 |
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Drawdowns
EGGS vs. ECAT - Drawdown Comparison
The maximum EGGS drawdown since its inception was -18.52%, smaller than the maximum ECAT drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for EGGS and ECAT.
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Drawdown Indicators
| EGGS | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.52% | -32.23% | +13.71% |
Max Drawdown (1Y)Largest decline over 1 year | -18.17% | -11.80% | -6.37% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.79% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.46% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -9.04% | +3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.98% | 3.17% | +4.81% |
Volatility
EGGS vs. ECAT - Volatility Comparison
NestYield Total Return Guard ETF (EGGS) has a higher volatility of 10.55% compared to BlackRock ESG Capital Allocation Term Trust (ECAT) at 4.36%. This indicates that EGGS's price experiences larger fluctuations and is considered to be riskier than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGGS | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.55% | 4.36% | +6.19% |
Volatility (6M)Calculated over the trailing 6-month period | 20.42% | 10.99% | +9.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.97% | 13.79% | +11.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.19% | 16.89% | +8.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.19% | 16.89% | +8.30% |
EGGS vs. ECAT - Expense Ratio Comparison
EGGS has a 0.89% expense ratio, which is lower than ECAT's 1.43% expense ratio.
Dividends
EGGS vs. ECAT - Dividend Comparison
EGGS's dividend yield for the trailing twelve months is around 14.38%, less than ECAT's 21.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ECAT BlackRock ESG Capital Allocation Term Trust | 21.78% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% |
EGGS NestYield Total Return Guard ETF | 14.38% | 14.52% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EGGS and ECAT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGGS has higher volatility (10.55%) compared to ECAT (4.36%). In terms of maximum drawdown, EGGS dropped -18.52% vs ECAT's -32.23%.
ECAT currently has the higher Sharpe Ratio (1.62 vs 1.45), 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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