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

Correlation

The correlation between ADC and PSEC is 0.43, 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.


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.

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Key characteristics

Sharpe Ratio

ADC:

1.65

PSEC:

-0.87

Sortino Ratio

ADC:

2.30

PSEC:

-1.02

Omega Ratio

ADC:

1.29

PSEC:

0.84

Calmar Ratio

ADC:

1.43

PSEC:

-0.57

Martin Ratio

ADC:

7.62

PSEC:

-1.59

Ulcer Index

ADC:

3.87%

PSEC:

15.64%

Daily Std Dev

ADC:

17.98%

PSEC:

28.86%

Max Drawdown

ADC:

-70.25%

PSEC:

-61.51%

Current Drawdown

ADC:

-4.99%

PSEC:

-39.34%

Fundamentals

Market Cap

ADC:

$8.24B

PSEC:

$1.67B

EPS

ADC:

$1.79

PSEC:

-$0.86

PEG Ratio

ADC:

-28.74

PSEC:

1.59

PS Ratio

ADC:

12.94

PSEC:

2.09

PB Ratio

ADC:

1.51

PSEC:

0.50

Total Revenue (TTM)

ADC:

$636.80M

PSEC:

$377.97M

Gross Profit (TTM)

ADC:

$458.10M

PSEC:

$179.62M

EBITDA (TTM)

ADC:

$534.96M

PSEC:

$152.08M

Returns By Period

In the year-to-date period, ADC achieves a 7.79% return, which is significantly higher than PSEC's -10.56% return. Over the past 10 years, ADC has outperformed PSEC with an annualized return of 14.03%, while PSEC has yielded a comparatively lower 3.82% annualized return.


ADC

YTD

7.79%

1M

-4.91%

6M

0.65%

1Y

29.13%

5Y*

8.28%

10Y*

14.03%

PSEC

YTD

-10.56%

1M

4.93%

6M

-11.04%

1Y

-25.73%

5Y*

7.70%

10Y*

3.82%

*Annualized

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Risk-Adjusted Performance

ADC vs. PSEC — Risk-Adjusted Performance Rank

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

ADC
The Risk-Adjusted Performance Rank of ADC is 9090
Overall Rank
The Sharpe Ratio Rank of ADC is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of ADC is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ADC is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ADC is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ADC is 9292
Martin Ratio Rank

PSEC
The Risk-Adjusted Performance Rank of PSEC is 99
Overall Rank
The Sharpe Ratio Rank of PSEC is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of PSEC is 1111
Sortino Ratio Rank
The Omega Ratio Rank of PSEC is 99
Omega Ratio Rank
The Calmar Ratio Rank of PSEC is 1515
Calmar Ratio Rank
The Martin Ratio Rank of PSEC is 44
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.

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.


The current ADC Sharpe Ratio is 1.65, which is higher than the PSEC Sharpe Ratio of -0.87. 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.


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Dividends

ADC vs. PSEC - Dividend Comparison

ADC's dividend yield for the trailing twelve months is around 4.04%, less than PSEC's 17.07% yield.


TTM20242023202220212020201920182017201620152014
ADC
Agree Realty Corporation
4.04%4.26%4.64%3.95%3.65%3.61%3.25%3.65%3.94%4.17%5.43%5.60%
PSEC
Prospect Capital Corporation
17.07%16.01%12.02%10.30%9.27%13.31%11.18%11.41%13.41%11.93%14.67%16.04%

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.


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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 7.79%. 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.


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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


-100.00M0.00100.00M200.00M300.00M20212022202320242025
169.16M
139.73M
(ADC) Total Revenue
(PSEC) Total Revenue
Values in USD except per share items