JQC vs. ECCC
JQC (Nuveen Credit Strategies Income Fund) is Bank Loan fund managed by Nuveen, while ECCC (Eagle Point Credit Company Inc.) is a stock. Over the past 5 years, JQC returned 4.48%/yr vs 6.55%/yr for ECCC. At a 0.07 correlation, their price movements are largely independent.
Performance
JQC vs. ECCC - Performance Comparison
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Returns By Period
In the year-to-date period, JQC achieves a 1.98% return, which is significantly lower than ECCC's 4.16% return.
JQC
- 1D
- -0.21%
- 1M
- 0.62%
- 6M
- 0.58%
- YTD
- 1.98%
- 1Y
- -0.64%
- 3Y*
- 10.72%
- 5Y*
- 4.48%
- 10Y*
- 5.74%
ECCC
- 1D
- 0.36%
- 1M
- 2.00%
- 6M
- 5.09%
- YTD
- 4.16%
- 1Y
- 14.21%
- 3Y*
- 12.68%
- 5Y*
- 6.55%
- 10Y*
- —
JQC vs. ECCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | 1.98% | -0.36% | 22.29% | 15.26% | -14.22% | 3.44% |
ECCC Eagle Point Credit Company Inc. | 4.16% | 16.21% | 14.03% | 14.18% | -13.45% | 5.02% |
Correlation
The correlation between JQC and ECCC is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021 | 0.07 |
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Return for Risk
JQC vs. ECCC — Risk / Return Rank
JQC
ECCC
JQC vs. ECCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) 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.
| JQC | ECCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.25 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.46 | -3.51 |
| Martin ratioReturn relative to average drawdown | -0.09 | 9.35 | -9.43 |
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Drawdowns
JQC vs. ECCC - Drawdown Comparison
The maximum JQC drawdown since its inception was -75.18%, which is greater than ECCC's maximum drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for JQC and ECCC.
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Drawdown Indicators
| JQC | ECCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.18% | -19.16% | -56.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -4.29% | -5.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.37% | -6.88% | -8.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -19.16% | -0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -47.99% | — | — |
Current DrawdownCurrent decline from peak | -4.16% | -0.43% | -3.73% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -3.66% | -5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.22% | 1.59% | +3.63% |
Volatility
JQC vs. ECCC - Volatility Comparison
The current volatility for Nuveen Credit Strategies Income Fund (JQC) is 1.92%, while Eagle Point Credit Company Inc. (ECCC) has a volatility of 2.15%. This indicates that JQC experiences smaller price fluctuations and is considered to be less risky 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
| JQC | ECCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 2.15% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 8.39% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 11.43% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 12.16% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.51% | 12.19% | +5.32% |
Dividends
JQC vs. ECCC - Dividend Comparison
JQC's dividend yield for the trailing twelve months is around 13.10%, more than ECCC's 6.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECCC Eagle Point Credit Company Inc. | 5.96% | 6.55% | 7.10% | 7.81% | 7.95% | 3.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JQC Nuveen Credit Strategies Income Fund | 13.10% | 12.91% | 11.39% | 11.42% | 9.71% | 10.03% | 16.11% | 16.14% | 6.53% | 7.42% | 6.99% | 7.51% |
Frequently Asked Questions
JQC and ECCC have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECCC has higher volatility (2.15%) compared to JQC (1.92%). In terms of maximum drawdown, JQC dropped -75.18% vs ECCC's -19.16%.
ECCC currently has the higher Sharpe Ratio (1.30 vs -0.04), 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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