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NDIV vs. CCAP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NDIV and CCAP 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NDIV vs. CCAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Natural Resources Dividend Income ETF (NDIV) and Crescent Capital BDC, Inc. (CCAP). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
16.77%
21.69%
NDIV
CCAP

Key characteristics

Sharpe Ratio

NDIV:

-0.53

CCAP:

0.11

Sortino Ratio

NDIV:

-0.57

CCAP:

0.25

Omega Ratio

NDIV:

0.92

CCAP:

1.04

Calmar Ratio

NDIV:

-0.63

CCAP:

0.10

Martin Ratio

NDIV:

-2.53

CCAP:

0.36

Ulcer Index

NDIV:

3.68%

CCAP:

5.18%

Daily Std Dev

NDIV:

17.48%

CCAP:

17.29%

Max Drawdown

NDIV:

-16.41%

CCAP:

-63.68%

Current Drawdown

NDIV:

-14.82%

CCAP:

-19.30%

Returns By Period

In the year-to-date period, NDIV achieves a -6.49% return, which is significantly higher than CCAP's -16.02% return.


NDIV

YTD

-6.49%

1M

-8.36%

6M

-11.03%

1Y

-8.99%

5Y*

N/A

10Y*

N/A

CCAP

YTD

-16.02%

1M

-7.97%

6M

-9.55%

1Y

2.97%

5Y*

25.05%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NDIV vs. CCAP — Risk-Adjusted Performance Rank

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

NDIV
The Risk-Adjusted Performance Rank of NDIV is 66
Overall Rank
The Sharpe Ratio Rank of NDIV is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of NDIV is 99
Sortino Ratio Rank
The Omega Ratio Rank of NDIV is 77
Omega Ratio Rank
The Calmar Ratio Rank of NDIV is 44
Calmar Ratio Rank
The Martin Ratio Rank of NDIV is 11
Martin Ratio Rank

CCAP
The Risk-Adjusted Performance Rank of CCAP is 5656
Overall Rank
The Sharpe Ratio Rank of CCAP is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of CCAP is 4949
Sortino Ratio Rank
The Omega Ratio Rank of CCAP is 4949
Omega Ratio Rank
The Calmar Ratio Rank of CCAP is 6060
Calmar Ratio Rank
The Martin Ratio Rank of CCAP is 6060
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.

NDIV vs. CCAP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Natural Resources Dividend Income ETF (NDIV) and Crescent Capital BDC, Inc. (CCAP). 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 NDIV, currently valued at -0.53, compared to the broader market-1.000.001.002.003.004.005.00
NDIV: -0.53
CCAP: 0.11
The chart of Sortino ratio for NDIV, currently valued at -0.57, compared to the broader market-2.000.002.004.006.008.0010.00
NDIV: -0.57
CCAP: 0.25
The chart of Omega ratio for NDIV, currently valued at 0.92, compared to the broader market0.501.001.502.002.50
NDIV: 0.92
CCAP: 1.04
The chart of Calmar ratio for NDIV, currently valued at -0.63, compared to the broader market0.005.0010.0015.00
NDIV: -0.63
CCAP: 0.10
The chart of Martin ratio for NDIV, currently valued at -2.53, compared to the broader market0.0020.0040.0060.0080.00
NDIV: -2.53
CCAP: 0.36

The current NDIV Sharpe Ratio is -0.53, which is lower than the CCAP Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of NDIV and CCAP, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.53
0.11
NDIV
CCAP

Dividends

NDIV vs. CCAP - Dividend Comparison

NDIV's dividend yield for the trailing twelve months is around 6.31%, less than CCAP's 12.73% yield.


TTM20242023202220212020
NDIV
Amplify Natural Resources Dividend Income ETF
6.31%5.88%7.37%1.70%0.00%0.00%
CCAP
Crescent Capital BDC, Inc.
12.73%10.61%10.41%14.01%9.60%11.26%

Drawdowns

NDIV vs. CCAP - Drawdown Comparison

The maximum NDIV drawdown since its inception was -16.41%, smaller than the maximum CCAP drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for NDIV and CCAP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.82%
-19.30%
NDIV
CCAP

Volatility

NDIV vs. CCAP - Volatility Comparison

Amplify Natural Resources Dividend Income ETF (NDIV) has a higher volatility of 10.87% compared to Crescent Capital BDC, Inc. (CCAP) at 8.46%. This indicates that NDIV's price experiences larger fluctuations and is considered to be riskier than CCAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.87%
8.46%
NDIV
CCAP
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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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