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

Correlation

The correlation between JQC and ECAT is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

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.

5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
13.32%
11.06%
JQC
ECAT

Key characteristics

Sharpe Ratio

JQC:

0.33

ECAT:

0.57

Sortino Ratio

JQC:

0.54

ECAT:

0.87

Omega Ratio

JQC:

1.08

ECAT:

1.12

Calmar Ratio

JQC:

0.32

ECAT:

0.64

Martin Ratio

JQC:

1.41

ECAT:

3.00

Ulcer Index

JQC:

3.48%

ECAT:

3.35%

Daily Std Dev

JQC:

14.92%

ECAT:

17.57%

Max Drawdown

JQC:

-75.18%

ECAT:

-32.23%

Current Drawdown

JQC:

-11.26%

ECAT:

-10.30%

Returns By Period

In the year-to-date period, JQC achieves a -8.37% return, which is significantly lower than ECAT's -4.49% return.


JQC

YTD

-8.37%

1M

-6.73%

6M

-7.46%

1Y

4.12%

5Y*

8.15%

10Y*

4.52%

ECAT

YTD

-4.49%

1M

-8.71%

6M

-6.50%

1Y

10.20%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JQC vs. ECAT - Expense Ratio Comparison

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


JQC
Nuveen Credit Strategies Income Fund
Expense ratio chart for JQC: current value is 4.34%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JQC: 4.34%
Expense ratio chart for ECAT: current value is 1.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ECAT: 1.38%

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 5555
Overall Rank
The Sharpe Ratio Rank of JQC is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of JQC is 5353
Sortino Ratio Rank
The Omega Ratio Rank of JQC is 5454
Omega Ratio Rank
The Calmar Ratio Rank of JQC is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JQC is 5757
Martin Ratio Rank

ECAT
The Risk-Adjusted Performance Rank of ECAT is 7171
Overall Rank
The Sharpe Ratio Rank of ECAT is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ECAT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ECAT is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ECAT is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ECAT is 7575
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.


Sharpe ratio
The chart of Sharpe ratio for JQC, currently valued at 0.33, compared to the broader market-1.000.001.002.003.00
JQC: 0.33
ECAT: 0.57
The chart of Sortino ratio for JQC, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.00
JQC: 0.54
ECAT: 0.87
The chart of Omega ratio for JQC, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
JQC: 1.08
ECAT: 1.12
The chart of Calmar ratio for JQC, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.00
JQC: 0.32
ECAT: 0.64
The chart of Martin ratio for JQC, currently valued at 1.41, compared to the broader market0.0010.0020.0030.0040.0050.00
JQC: 1.41
ECAT: 3.00

The current JQC Sharpe Ratio is 0.33, which is lower than the ECAT Sharpe Ratio of 0.57. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.33
0.57
JQC
ECAT

Dividends

JQC vs. ECAT - Dividend Comparison

JQC's dividend yield for the trailing twelve months is around 12.93%, less than ECAT's 24.00% yield.


TTM20242023202220212020201920182017201620152014
JQC
Nuveen Credit Strategies Income Fund
12.93%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
24.00%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.26%
-10.30%
JQC
ECAT

Volatility

JQC vs. ECAT - Volatility Comparison

Nuveen Credit Strategies Income Fund (JQC) and BlackRock ESG Capital Allocation Term Trust (ECAT) have volatilities of 11.02% and 11.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.02%
11.09%
JQC
ECAT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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