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JQC vs. ECAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JQC and ECAT is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

JQC vs. ECAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Credit Strategies Income Fund (JQC) and BlackRock ESG Capital Allocation Term Trust (ECAT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JQC:

0.36

ECAT:

0.96

Sortino Ratio

JQC:

0.62

ECAT:

1.42

Omega Ratio

JQC:

1.09

ECAT:

1.20

Calmar Ratio

JQC:

0.38

ECAT:

1.14

Martin Ratio

JQC:

1.47

ECAT:

4.87

Ulcer Index

JQC:

4.01%

ECAT:

3.69%

Daily Std Dev

JQC:

15.40%

ECAT:

17.93%

Max Drawdown

JQC:

-75.18%

ECAT:

-32.23%

Current Drawdown

JQC:

-5.42%

ECAT:

-0.60%

Returns By Period

In the year-to-date period, JQC achieves a -2.33% return, which is significantly lower than ECAT's 5.84% return.


JQC

YTD

-2.33%

1M

7.53%

6M

-3.05%

1Y

5.51%

5Y*

10.35%

10Y*

5.43%

ECAT

YTD

5.84%

1M

9.31%

6M

1.04%

1Y

16.98%

5Y*

N/A

10Y*

N/A

*Annualized

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JQC vs. ECAT - Expense Ratio Comparison

JQC has a 4.34% expense ratio, which is higher than ECAT's 1.38% expense ratio.


Risk-Adjusted Performance

JQC vs. ECAT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JQC
The Risk-Adjusted Performance Rank of JQC is 5050
Overall Rank
The Sharpe Ratio Rank of JQC is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of JQC is 4747
Sortino Ratio Rank
The Omega Ratio Rank of JQC is 4747
Omega Ratio Rank
The Calmar Ratio Rank of JQC is 5757
Calmar Ratio Rank
The Martin Ratio Rank of JQC is 5252
Martin Ratio Rank

ECAT
The Risk-Adjusted Performance Rank of ECAT is 8484
Overall Rank
The Sharpe Ratio Rank of ECAT is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ECAT is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ECAT is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ECAT is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ECAT is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JQC vs. ECAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) 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.


The current JQC Sharpe Ratio is 0.36, which is lower than the ECAT Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of JQC and ECAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

JQC vs. ECAT - Dividend Comparison

JQC's dividend yield for the trailing twelve months is around 12.13%, less than ECAT's 21.66% yield.


TTM20242023202220212020201920182017201620152014
JQC
Nuveen Credit Strategies Income Fund
12.13%11.39%11.49%9.78%10.06%16.10%16.22%6.57%7.49%7.06%7.54%6.58%
ECAT
BlackRock ESG Capital Allocation Term Trust
21.66%17.45%9.14%8.94%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JQC vs. ECAT - Drawdown Comparison

The maximum JQC drawdown since its inception was -75.18%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for JQC and ECAT. For additional features, visit the drawdowns tool.


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Volatility

JQC vs. ECAT - Volatility Comparison

Nuveen Credit Strategies Income Fund (JQC) has a higher volatility of 5.43% compared to BlackRock ESG Capital Allocation Term Trust (ECAT) at 4.97%. This indicates that JQC'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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