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

Performance

CME vs. PSEC - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.00%
-13.61%
CME
PSEC

Returns By Period

In the year-to-date period, CME achieves a 10.03% return, which is significantly higher than PSEC's -14.56% return. Over the past 10 years, CME has outperformed PSEC with an annualized return of 15.16%, while PSEC has yielded a comparatively lower 4.41% annualized return.


CME

YTD

10.03%

1M

0.42%

6M

9.00%

1Y

10.76%

5Y (annualized)

5.92%

10Y (annualized)

15.16%

PSEC

YTD

-14.56%

1M

-12.90%

6M

-13.61%

1Y

-9.19%

5Y (annualized)

4.55%

10Y (annualized)

4.41%

Fundamentals


CMEPSEC
Market Cap$82.16B$2.00B
EPS$9.51-$0.25
PEG Ratio7.981.59
Total Revenue (TTM)$6.04B$566.93M
Gross Profit (TTM)$5.03B$394.29M
EBITDA (TTM)$4.19B$311.02M

Key characteristics


CMEPSEC
Sharpe Ratio0.77-0.38
Sortino Ratio1.16-0.33
Omega Ratio1.140.95
Calmar Ratio0.86-0.30
Martin Ratio2.43-1.15
Ulcer Index5.20%8.84%
Daily Std Dev16.47%26.35%
Max Drawdown-77.50%-61.51%
Current Drawdown-0.74%-29.19%

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Correlation

-0.50.00.51.00.3

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.

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.


Sharpe ratio
The chart of Sharpe ratio for CME, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.77-0.38
The chart of Sortino ratio for CME, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.16-0.33
The chart of Omega ratio for CME, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.95
The chart of Calmar ratio for CME, currently valued at 0.86, compared to the broader market0.002.004.006.000.86-0.30
The chart of Martin ratio for CME, currently valued at 2.43, compared to the broader market-10.000.0010.0020.0030.002.43-1.15
CME
PSEC

The current CME Sharpe Ratio is 0.77, which is higher than the PSEC Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of CME 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.77
-0.38
CME
PSEC

Dividends

CME vs. PSEC - Dividend Comparison

CME's dividend yield for the trailing twelve months is around 4.30%, less than PSEC's 15.69% yield.


TTM20232022202120202019201820172016201520142013
CME
CME Group Inc.
4.30%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
15.69%12.02%10.30%9.27%13.31%11.18%11.41%13.41%11.93%14.67%16.04%11.76%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.74%
-29.19%
CME
PSEC

Volatility

CME vs. PSEC - Volatility Comparison

The current volatility for CME Group Inc. (CME) is 4.72%, while Prospect Capital Corporation (PSEC) has a volatility of 17.05%. This indicates that CME 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%JuneJulyAugustSeptemberOctoberNovember
4.72%
17.05%
CME
PSEC

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.


Quarterly
Annual

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


Values in USD except per share items