EGGS vs. ECAT

Last updated Aug 4, 2026

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 12.43% vs 15.34% for ECAT. Their 0.52 correlation means they have sometimes moved together and sometimes differently. EGGS charges 0.89%/yr vs 1.43%/yr for ECAT.

Performance

EGGS vs. ECAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Total Return Guard ETF (EGGS) and BlackRock ESG Capital Allocation Term Trust (ECAT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EGGS achieves a 11.09% return, which is significantly lower than ECAT's 11.70% return.

EGGS

• 1D: 4.97%
• 1M: -3.01%
• 6M: 12.32%
• YTD: 11.09%
• 1Y: 12.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.00%

ECAT

• 1D: 1.13%
• 1M: -2.46%
• 6M: 8.98%
• YTD: 11.70%
• 1Y: 15.34%
• 3Y*: 18.63%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ECAT BlackRock ESG Capital Allocation Term Trust	$7.83M	$7.54M	$7.77M
EGGS NestYield Total Return Guard ETF	$363.55K	$365.87K	$521.42K

EGGS vs. ECAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGS NestYield Total Return Guard ETF	11.09%	14.41%	-1.62%
ECAT BlackRock ESG Capital Allocation Term Trust	11.70%	16.64%	-3.47%

Correlation

The correlation between EGGS and ECAT is 0.46, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.46
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.52

The correlation between EGGS and ECAT has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

Return for Risk

EGGS vs. ECAT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EGGS

EGGS Risk / Return Rank: 21
EGGS Sharpe Ratio Rank: 20
EGGS Sortino Ratio Rank: 21
EGGS Omega Ratio Rank: 22
EGGS Calmar Ratio Rank: 20
EGGS Martin Ratio Rank: 21

ECAT

ECAT Risk / Return Rank: 29
ECAT Sharpe Ratio Rank: 31
ECAT Sortino Ratio Rank: 30
ECAT Omega Ratio Rank: 29
ECAT Calmar Ratio Rank: 27
ECAT Martin Ratio Rank: 30

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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 ratio: Return per unit of total volatility	0.41	1.08	-0.68
Sortino ratio: Return per unit of downside risk	0.75	1.58	-0.83
Omega ratio: Gain probability vs. loss probability	1.10	1.19	-0.09
Calmar ratio: Return relative to maximum drawdown	0.52	1.31	-0.79
Martin ratio: Return relative to average drawdown	1.37	4.74	-3.37

EGGS vs. ECAT - Sharpe Ratio Comparison

The current EGGS Sharpe Ratio is 0.41, which is lower than the ECAT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of EGGS and ECAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EGGS vs. ECAT - Drawdown Comparison

The maximum EGGS drawdown since its inception was -24.23%, 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.

Drawdown Indicators

	EGGS	ECAT	Difference
Max Drawdown Largest peak-to-trough decline	-24.23%	-32.23%	+8.00%
Max Drawdown (1Y) Largest decline over 1 year	-24.23%	-11.80%	-12.43%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.79%	—
Current Drawdown Current decline from peak	-11.99%	-3.19%	-8.80%
Average Drawdown Average peak-to-trough decline	-6.13%	-8.85%	+2.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.10%	3.25%	+5.85%

Volatility

EGGS vs. ECAT - Volatility Comparison

NestYield Total Return Guard ETF (EGGS) has a higher volatility of 16.82% compared to BlackRock ESG Capital Allocation Term Trust (ECAT) at 3.93%. 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.

Volatility by Period

	EGGS	ECAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.82%	3.93%	+12.89%
Volatility (6M) Calculated over the trailing 6-month period	27.42%	11.29%	+16.13%
Volatility (1Y) Calculated over the trailing 1-year period	30.77%	14.23%	+16.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.58%	16.82%	+11.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.58%	16.82%	+11.76%

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 18.41%, less than ECAT's 22.06% yield.

Position	TTM	2025	2024	2023	2022	2021
ECAT BlackRock ESG Capital Allocation Term Trust	22.06%	23.00%	17.44%	9.14%	8.94%	0.54%
EGGS NestYield Total Return Guard ETF	18.41%	14.52%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EGGS and ECAT in my portfolio?

EGGS and ECAT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGS or ECAT?

EGGS has higher volatility (16.82%) compared to ECAT (3.93%). In terms of maximum drawdown, EGGS dropped -24.23% vs ECAT's -32.23%.

Which has better risk-adjusted returns?

ECAT currently has the higher Sharpe Ratio (1.08 vs 0.41), 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.