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FBRT vs. ECCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FBRT vs. ECCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin BSP Realty Trust, Inc. (FBRT) and Eagle Point Credit Company Inc. (ECCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBRT achieves a -20.56% return, which is significantly lower than ECCC's 4.35% return.


FBRT

1D
-1.94%
1M
-5.95%
6M
-22.34%
YTD
-20.56%
1Y
-18.72%
3Y*
-7.73%
5Y*
10Y*
ALL TIME*
-5.81%

ECCC

1D
0.00%
1M
0.10%
6M
4.75%
YTD
4.35%
1Y
12.60%
3Y*
12.14%
5Y*
6.89%
10Y*
ALL TIME*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$55.00K$46.49K$144.05K
$10.88M$9.38M$9.51M

FBRT vs. ECCC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FBRT
Franklin BSP Realty Trust, Inc.
-20.56%-9.17%3.73%16.56%-3.86%-10.46%
ECCC
Eagle Point Credit Company Inc.
4.35%16.21%14.03%14.18%-13.45%0.84%

Correlation

The correlation between FBRT and ECCC is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.07

Correlation (3Y)
Balances recent behavior with more history.

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2021

0.11

Fundamentals

Market Cap

FBRT:

$630.31M

ECCC:

$498.10M

EPS

FBRT:

$0.63

ECCC:

-$1.37

PS Ratio

FBRT:

1.81

ECCC:

22.58

PB Ratio

FBRT:

0.50

ECCC:

5.99

Total Revenue (TTM)

FBRT:

$425.09M

ECCC:

$141.34M

Gross Profit (TTM)

FBRT:

$300.66M

ECCC:

$113.66M

EBITDA (TTM)

FBRT:

$273.81M

ECCC:

-$133.96M

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Return for Risk

FBRT vs. ECCC — Risk / Return Rank

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

FBRT
FBRT Risk / Return Rank: 2020
Overall Rank
FBRT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FBRT Sortino Ratio Rank: 2020
Sortino Ratio Rank
FBRT Omega Ratio Rank: 1818
Omega Ratio Rank
FBRT Calmar Ratio Rank: 2323
Calmar Ratio Rank
FBRT Martin Ratio Rank: 1919
Martin Ratio Rank

ECCC
ECCC Risk / Return Rank: 7979
Overall Rank
ECCC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ECCC Sortino Ratio Rank: 7272
Sortino Ratio Rank
ECCC Omega Ratio Rank: 7373
Omega Ratio Rank
ECCC Calmar Ratio Rank: 8585
Calmar Ratio Rank
ECCC Martin Ratio Rank: 8787
Martin Ratio Rank
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.

FBRT vs. ECCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin BSP Realty Trust, Inc. (FBRT) and Eagle Point Credit Company Inc. (ECCC). 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.


FBRTECCCDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

0.92

1.21

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.57

2.79

-3.36

Martin ratioReturn relative to average drawdown

-1.10

8.13

-9.24

FBRT vs. ECCC - Sharpe Ratio Comparison

The current FBRT Sharpe Ratio is -0.57, which is lower than the ECCC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FBRT and ECCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FBRT vs. ECCC - Drawdown Comparison

The maximum FBRT drawdown since its inception was -33.75%, which is greater than ECCC's maximum drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for FBRT and ECCC.


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Drawdown Indicators


FBRTECCCDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-19.16%

-14.59%

Max Drawdown (1Y)

Largest decline over 1 year

-27.59%

-4.29%

-23.30%

Max Drawdown (3Y)

Largest decline over 3 years

-33.75%

-6.88%

-26.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.16%

Current Drawdown

Current decline from peak

-33.22%

-0.25%

-32.97%

Average Drawdown

Average peak-to-trough decline

-11.76%

-3.62%

-8.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.23%

1.47%

+12.76%

Volatility

FBRT vs. ECCC - Volatility Comparison

Franklin BSP Realty Trust, Inc. (FBRT) has a higher volatility of 8.77% compared to Eagle Point Credit Company Inc. (ECCC) at 1.67%. This indicates that FBRT's price experiences larger fluctuations and is considered to be riskier than ECCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBRTECCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

1.67%

+7.10%

Volatility (6M)

Calculated over the trailing 6-month period

24.64%

7.41%

+17.23%

Volatility (1Y)

Calculated over the trailing 1-year period

27.46%

11.14%

+16.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.50%

12.10%

+16.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.50%

12.14%

+16.36%

Dividends

FBRT vs. ECCC - Dividend Comparison

FBRT's dividend yield for the trailing twelve months is around 14.62%, more than ECCC's 6.53% yield.


PositionTTM20252024202320222021
ECCC
Eagle Point Credit Company Inc.
6.53%6.55%7.10%7.81%7.95%3.48%
FBRT
Franklin BSP Realty Trust, Inc.
14.62%14.16%11.32%10.51%11.01%1.91%

Financials

FBRT vs. ECCC - Financials Comparison

This section allows you to compare key financial metrics between Franklin BSP Realty Trust, Inc. and Eagle Point Credit Company Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


FBRT and ECCC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBRT has higher volatility (8.77%) compared to ECCC (1.67%). In terms of maximum drawdown, FBRT dropped -33.75% vs ECCC's -19.16%.

ECCC currently has the higher Sharpe Ratio (1.08 vs -0.57), 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.

Portfolio Optimizer

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