CME vs. PSEC
Compare and contrast key facts about CME Group Inc. (CME) and Prospect Capital Corporation (PSEC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CME or PSEC.
Key characteristics
| CME | PSEC | |
|---|---|---|
| YTD Return | 0.69% | -8.24% |
| 1Y Return | 19.84% | -12.15% |
| 3Y Return (Ann) | 5.34% | -3.93% |
| 5Y Return (Ann) | 7.25% | 6.57% |
| 10Y Return (Ann) | 16.14% | 4.62% |
| Sharpe Ratio | 1.13 | -0.42 |
| Daily Std Dev | 17.20% | 26.37% |
| Max Drawdown | -77.50% | -61.51% |
| Current Drawdown | -7.52% | -23.95% |
Fundamentals
| CME | PSEC | |
|---|---|---|
| Market Cap | $76.70B | $2.25B |
| EPS | $8.86 | -$0.20 |
| PE Ratio | 24.05 | 290.50 |
| PEG Ratio | 8.46 | 1.59 |
| Revenue (TTM) | $5.57B | $883.81M |
| Gross Profit (TTM) | $5.01B | $852.21M |
Correlation
The correlation between CME and PSEC is 0.25, 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
CME vs. PSEC - Performance Comparison
In the year-to-date period, CME achieves a 0.69% return, which is significantly higher than PSEC's -8.24% return. Over the past 10 years, CME has outperformed PSEC with an annualized return of 16.14%, while PSEC has yielded a comparatively lower 4.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CME vs. PSEC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) 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.
Dividends
CME vs. PSEC - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.60%, less than PSEC's 13.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.60% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% | 5.61% |
PSEC Prospect Capital Corporation | 13.66% | 12.02% | 10.30% | 9.27% | 13.31% | 11.18% | 11.41% | 13.45% | 11.98% | 14.72% | 16.05% | 11.78% |
Drawdowns
CME vs. PSEC - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than PSEC's maximum drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for CME and PSEC. For additional features, visit the drawdowns tool.
Volatility
CME vs. PSEC - Volatility Comparison
CME Group Inc. (CME) and Prospect Capital Corporation (PSEC) have volatilities of 5.06% and 5.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CME vs. PSEC - Financials Comparison
This section allows you to compare key financial metrics between CME Group Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities