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Prospect Capital Corporation (PSEC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US74348T1025

CUSIP

74348T102

Sector

Financial Services

IPO Date

Jul 27, 2004

Highlights

Market Cap

$2.00B

EPS (TTM)

-$0.25

PEG Ratio

1.59

Total Revenue (TTM)

$566.93M

Gross Profit (TTM)

$394.29M

EBITDA (TTM)

$311.02M

Year Range

$4.15 - $5.63

Target Price

$4.50

Short %

5.79%

Short Ratio

9.78

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
PSEC vs. MAIN PSEC vs. ADC PSEC vs. NLY PSEC vs. MPW PSEC vs. SACH PSEC vs. AJX PSEC vs. SLQD PSEC vs. KO PSEC vs. SCHD PSEC vs. XLRE
Popular comparisons:
PSEC vs. MAIN PSEC vs. ADC PSEC vs. NLY PSEC vs. MPW PSEC vs. SACH PSEC vs. AJX PSEC vs. SLQD PSEC vs. KO PSEC vs. SCHD PSEC vs. XLRE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Prospect Capital Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-12.22%
12.32%
PSEC (Prospect Capital Corporation)
Benchmark (^GSPC)

Returns By Period

Prospect Capital Corporation had a return of -14.56% year-to-date (YTD) and -9.19% in the last 12 months. Over the past 10 years, Prospect Capital Corporation had an annualized return of 4.41%, while the S&P 500 had an annualized return of 11.16%, indicating that Prospect Capital Corporation did not perform as well as the benchmark.


PSEC

YTD

-14.56%

1M

-12.90%

6M

-13.61%

1Y

-9.19%

5Y (annualized)

4.55%

10Y (annualized)

4.41%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of PSEC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.22%-4.81%1.10%-4.58%9.02%-0.53%-0.55%-2.71%3.46%-1.89%-14.56%
20238.16%-0.41%-5.26%-1.30%-8.68%1.63%3.52%-3.13%0.16%-14.12%9.88%8.21%-4.13%
20220.60%-3.34%3.48%-6.31%0.68%-8.33%11.05%-2.13%-16.34%18.06%7.44%-8.93%-8.61%
202117.55%16.63%6.03%6.52%6.24%-0.51%-2.76%-1.25%-2.29%7.13%4.97%-0.83%71.27%
20202.02%-14.53%-21.82%3.56%18.12%2.00%-0.80%3.00%-0.20%-0.42%9.06%2.41%-3.54%
20198.73%1.62%-3.94%4.46%-6.57%5.46%2.29%-2.85%4.39%-1.37%2.17%-0.31%13.83%
2018-3.45%3.87%-0.45%-2.29%7.57%0.15%5.23%8.02%-1.47%-6.53%1.91%-7.16%4.09%
20171.81%12.26%-2.63%3.80%-13.33%2.80%1.63%-18.87%3.53%-9.97%15.37%-0.76%-9.44%
2016-11.86%20.03%2.16%4.01%1.51%5.28%8.17%3.83%-4.96%-1.59%3.07%4.75%36.26%
20151.18%5.61%-1.12%-0.20%-4.40%-5.69%-2.11%7.87%-5.17%3.99%3.47%-5.82%-3.53%
2014-2.14%2.59%-1.17%1.11%-7.04%8.03%0.88%-1.80%-2.92%-2.13%-0.42%-11.25%-16.19%
20134.79%-0.12%-1.22%2.12%-4.83%5.03%2.41%2.10%1.88%2.42%1.69%-0.70%16.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PSEC is 22, indicating that it is in the bottom 22% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PSEC is 2222
Combined Rank
The Sharpe Ratio Rank of PSEC is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of PSEC is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PSEC is 2121
Omega Ratio Rank
The Calmar Ratio Rank of PSEC is 2727
Calmar Ratio Rank
The Martin Ratio Rank of PSEC is 1717
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Prospect Capital Corporation (PSEC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PSEC, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.382.54
The chart of Sortino ratio for PSEC, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.333.40
The chart of Omega ratio for PSEC, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.47
The chart of Calmar ratio for PSEC, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.303.66
The chart of Martin ratio for PSEC, currently valued at -1.15, compared to the broader market-10.000.0010.0020.0030.00-1.1516.26
PSEC
^GSPC

The current Prospect Capital Corporation Sharpe ratio is -0.38. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Prospect Capital Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.38
2.46
PSEC (Prospect Capital Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Prospect Capital Corporation provided a 15.69% dividend yield over the last twelve months, with an annual payout of $0.72 per share.


10.00%12.00%14.00%16.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.72$0.72$0.72$0.78$0.72$0.72$0.72$0.90$1.00$1.02$1.33$1.32

Dividend yield

15.69%12.02%10.30%9.27%13.31%11.18%11.41%13.41%11.93%14.67%16.04%11.76%

Monthly Dividends

The table displays the monthly dividend distributions for Prospect Capital Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.00$0.60
2023$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.72
2022$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.72
2021$0.06$0.06$0.06$0.12$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.78
2020$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.72
2019$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.72
2018$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.72
2017$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.06$0.06$0.06$0.06$0.90
2016$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$1.00
2015$0.11$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$1.02
2014$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$1.33
2013$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$1.32

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%15.7%
Prospect Capital Corporation has a dividend yield of 15.69%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%25.8%
Prospect Capital Corporation has a payout ratio of 25.81%, which is quite average when compared to the overall market. This suggests that Prospect Capital Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.19%
-1.40%
PSEC (Prospect Capital Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Prospect Capital Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Prospect Capital Corporation was 61.51%, occurring on Oct 9, 2008. Recovery took 595 trading sessions.

The current Prospect Capital Corporation drawdown is 29.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.51%Jul 12, 2007316Oct 9, 2008595Feb 18, 2011911
-43.98%May 3, 2017737Apr 6, 2020199Jan 20, 2021936
-41.29%Aug 26, 2014367Feb 9, 2016130Aug 15, 2016497
-37.09%Mar 4, 2011109Aug 8, 2011133Feb 16, 2012242
-34.12%Jan 20, 2022708Nov 12, 2024

Volatility

Volatility Chart

The current Prospect Capital Corporation volatility is 17.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
17.05%
4.07%
PSEC (Prospect Capital Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Prospect Capital Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Prospect Capital Corporation.


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items