DX vs. HRZN
Compare and contrast key facts about Dynex Capital, Inc. (DX) and Horizon Technology Finance Corporation (HRZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DX or HRZN.
Performance
DX vs. HRZN - Performance Comparison
Returns By Period
In the year-to-date period, DX achieves a 10.15% return, which is significantly higher than HRZN's -22.00% return. Over the past 10 years, DX has underperformed HRZN with an annualized return of 4.45%, while HRZN has yielded a comparatively higher 6.42% annualized return.
DX
10.15%
-0.09%
6.33%
23.75%
5.32%
4.45%
HRZN
-22.00%
-8.58%
-15.17%
-14.17%
4.16%
6.42%
Fundamentals
| DX | HRZN | |
|---|---|---|
| Market Cap | $991.29M | $351.70M |
| EPS | $1.25 | -$0.15 |
| PEG Ratio | -1.31 | 2.07 |
| Total Revenue (TTM) | $27.47M | $105.84M |
| Gross Profit (TTM) | $25.52M | $91.52M |
| EBITDA (TTM) | $238.91M | $3.74M |
Key characteristics
| DX | HRZN | |
|---|---|---|
| Sharpe Ratio | 1.16 | -0.78 |
| Sortino Ratio | 1.61 | -0.93 |
| Omega Ratio | 1.21 | 0.87 |
| Calmar Ratio | 0.40 | -0.45 |
| Martin Ratio | 7.07 | -1.23 |
| Ulcer Index | 3.35% | 11.84% |
| Daily Std Dev | 20.31% | 18.77% |
| Max Drawdown | -99.12% | -60.44% |
| Current Drawdown | -48.92% | -31.33% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between DX and HRZN is 0.31, 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
DX vs. HRZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynex Capital, Inc. (DX) and Horizon Technology Finance Corporation (HRZN). 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
DX vs. HRZN - Dividend Comparison
DX's dividend yield for the trailing twelve months is around 12.57%, less than HRZN's 14.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX Dynex Capital, Inc. | 12.57% | 12.46% | 12.26% | 9.34% | 9.33% | 11.87% | 12.59% | 10.27% | 12.32% | 15.12% | 12.12% | 14.00% |
HRZN Horizon Technology Finance Corporation | 14.29% | 10.02% | 10.43% | 7.54% | 9.44% | 9.28% | 10.67% | 10.70% | 12.96% | 11.76% | 9.86% | 9.71% |
Drawdowns
DX vs. HRZN - Drawdown Comparison
The maximum DX drawdown since its inception was -99.12%, which is greater than HRZN's maximum drawdown of -60.44%. Use the drawdown chart below to compare losses from any high point for DX and HRZN. For additional features, visit the drawdowns tool.
Volatility
DX vs. HRZN - Volatility Comparison
The current volatility for Dynex Capital, Inc. (DX) is 4.11%, while Horizon Technology Finance Corporation (HRZN) has a volatility of 6.83%. This indicates that DX experiences smaller price fluctuations and is considered to be less risky than HRZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DX vs. HRZN - Financials Comparison
This section allows you to compare key financial metrics between Dynex Capital, Inc. and Horizon Technology Finance 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