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

Correlation

The correlation between JQC and ECCC is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

JQC vs. ECCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Credit Strategies Income Fund (JQC) and Eagle Point Credit Company Inc. (ECCC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JQC:

0.41

ECCC:

0.94

Sortino Ratio

JQC:

0.62

ECCC:

1.49

Omega Ratio

JQC:

1.09

ECCC:

1.20

Calmar Ratio

JQC:

0.38

ECCC:

1.55

Martin Ratio

JQC:

1.46

ECCC:

3.76

Ulcer Index

JQC:

4.03%

ECCC:

2.10%

Daily Std Dev

JQC:

15.37%

ECCC:

7.81%

Max Drawdown

JQC:

-75.18%

ECCC:

-19.15%

Current Drawdown

JQC:

-5.24%

ECCC:

-3.83%

Returns By Period

In the year-to-date period, JQC achieves a -2.15% return, which is significantly lower than ECCC's 0.23% return.


JQC

YTD

-2.15%

1M

7.73%

6M

-2.03%

1Y

6.27%

5Y*

10.87%

10Y*

5.45%

ECCC

YTD

0.23%

1M

0.84%

6M

-1.89%

1Y

7.27%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

JQC vs. ECCC — 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 4444
Overall Rank
The Sharpe Ratio Rank of JQC is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of JQC is 3939
Sortino Ratio Rank
The Omega Ratio Rank of JQC is 4040
Omega Ratio Rank
The Calmar Ratio Rank of JQC is 5050
Calmar Ratio Rank
The Martin Ratio Rank of JQC is 4646
Martin Ratio Rank

ECCC
The Risk-Adjusted Performance Rank of ECCC is 8282
Overall Rank
The Sharpe Ratio Rank of ECCC is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ECCC is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ECCC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ECCC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ECCC is 8282
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. ECCC - Risk-Adjusted Performance 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.


The current JQC Sharpe Ratio is 0.41, which is lower than the ECCC Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of JQC and ECCC, 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. ECCC - Dividend Comparison

JQC's dividend yield for the trailing twelve months is around 12.11%, more than ECCC's 7.29% yield.


TTM20242023202220212020201920182017201620152014
JQC
Nuveen Credit Strategies Income Fund
12.11%11.39%11.49%9.78%10.06%16.10%16.22%6.57%7.49%7.06%7.54%6.58%
ECCC
Eagle Point Credit Company Inc.
7.29%7.10%7.53%7.95%3.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 -19.15%. Use the drawdown chart below to compare losses from any high point for JQC and ECCC. For additional features, visit the drawdowns tool.


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Volatility

JQC vs. ECCC - Volatility Comparison

Nuveen Credit Strategies Income Fund (JQC) has a higher volatility of 5.33% compared to Eagle Point Credit Company Inc. (ECCC) at 1.99%. This indicates that JQC'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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