CME vs. PSEC

In the year-to-date period, CME achieves a 15.24% return, which is significantly higher than PSEC's -11.65% return. Over the past 10 years, CME has outperformed PSEC with an annualized return of 16.14%, while PSEC has yielded a comparatively lower 3.42% annualized return.

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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.

The current CME Sharpe Ratio is 1.64, which is higher than the PSEC Sharpe Ratio of -0.81. 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.

CME's dividend yield for the trailing twelve months is around 3.94%, less than PSEC's 15.85% yield.

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.

The current volatility for CME Group Inc. (CME) is 7.40%, while Prospect Capital Corporation (PSEC) has a volatility of 14.91%. 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.

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.