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ADC vs. PSEC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADC and PSEC is 0.26, 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.


-0.50.00.51.00.3

Performance

ADC vs. PSEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agree Realty Corporation (ADC) and Prospect Capital Corporation (PSEC). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
819.39%
164.52%
ADC
PSEC

Key characteristics

Sharpe Ratio

ADC:

1.06

PSEC:

-0.82

Sortino Ratio

ADC:

1.55

PSEC:

-0.95

Omega Ratio

ADC:

1.19

PSEC:

0.85

Calmar Ratio

ADC:

0.71

PSEC:

-0.63

Martin Ratio

ADC:

3.34

PSEC:

-2.11

Ulcer Index

ADC:

5.61%

PSEC:

10.38%

Daily Std Dev

ADC:

17.72%

PSEC:

26.75%

Max Drawdown

ADC:

-70.25%

PSEC:

-61.51%

Current Drawdown

ADC:

-9.34%

PSEC:

-34.75%

Fundamentals

Market Cap

ADC:

$7.99B

PSEC:

$1.91B

EPS

ADC:

$1.81

PSEC:

-$0.25

PEG Ratio

ADC:

-28.74

PSEC:

1.59

Total Revenue (TTM)

ADC:

$600.53M

PSEC:

$566.93M

Gross Profit (TTM)

ADC:

$379.74M

PSEC:

$394.29M

EBITDA (TTM)

ADC:

$499.83M

PSEC:

$311.02M

Returns By Period

In the year-to-date period, ADC achieves a 16.31% return, which is significantly higher than PSEC's -21.27% return. Over the past 10 years, ADC has outperformed PSEC with an annualized return of 13.15%, while PSEC has yielded a comparatively lower 4.56% annualized return.


ADC

YTD

16.31%

1M

-8.58%

6M

16.53%

1Y

17.76%

5Y*

4.76%

10Y*

13.15%

PSEC

YTD

-21.27%

1M

-7.85%

6M

-19.39%

1Y

-22.31%

5Y*

2.18%

10Y*

4.56%

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Risk-Adjusted Performance

ADC vs. PSEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agree Realty Corporation (ADC) and Prospect Capital Corporation (PSEC). 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 ADC, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.06-0.82
The chart of Sortino ratio for ADC, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.55-0.95
The chart of Omega ratio for ADC, currently valued at 1.19, compared to the broader market0.501.001.502.001.190.85
The chart of Calmar ratio for ADC, currently valued at 0.71, compared to the broader market0.002.004.006.000.71-0.63
The chart of Martin ratio for ADC, currently valued at 3.34, compared to the broader market-5.000.005.0010.0015.0020.0025.003.34-2.11
ADC
PSEC

The current ADC Sharpe Ratio is 1.06, which is higher than the PSEC Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of ADC and PSEC, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.06
-0.82
ADC
PSEC

Dividends

ADC vs. PSEC - Dividend Comparison

ADC's dividend yield for the trailing twelve months is around 4.27%, less than PSEC's 16.83% yield.


TTM20232022202120202019201820172016201520142013
ADC
Agree Realty Corporation
4.27%4.64%3.95%3.65%3.61%3.25%3.65%3.94%4.17%5.43%5.60%5.65%
PSEC
Prospect Capital Corporation
16.83%12.02%10.30%9.27%13.31%11.18%11.41%13.41%11.93%14.67%16.04%11.76%

Drawdowns

ADC vs. PSEC - Drawdown Comparison

The maximum ADC drawdown since its inception was -70.25%, which is greater than PSEC's maximum drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for ADC and PSEC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.34%
-34.75%
ADC
PSEC

Volatility

ADC vs. PSEC - Volatility Comparison

The current volatility for Agree Realty Corporation (ADC) is 5.50%, while Prospect Capital Corporation (PSEC) has a volatility of 7.67%. This indicates that ADC experiences smaller price fluctuations and is considered to be less risky than PSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
7.67%
ADC
PSEC

Financials

ADC vs. PSEC - Financials Comparison

This section allows you to compare key financial metrics between Agree Realty Corporation and Prospect Capital Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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