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DX vs. HRZN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DX vs. HRZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynex Capital, Inc. (DX) and Horizon Technology Finance Corporation (HRZN). The values are adjusted to include any dividend payments, if applicable.

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DX vs. HRZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DX
Dynex Capital, Inc.
-4.34%29.48%13.64%11.91%-15.39%2.25%17.09%11.12%-8.46%13.80%
HRZN
Horizon Technology Finance Corporation
-32.19%-14.44%-22.87%26.99%-19.72%29.74%14.08%26.88%11.71%18.62%

Fundamentals

Market Cap

DX:

$2.00B

HRZN:

$176.59M

EPS

DX:

$2.35

HRZN:

$1.05

PE Ratio

DX:

5.43

HRZN:

3.96

PS Ratio

DX:

11.80

HRZN:

4.33

PB Ratio

DX:

0.85

HRZN:

0.55

Total Revenue (TTM)

DX:

$146.71M

HRZN:

$41.52M

Gross Profit (TTM)

DX:

$404.00K

HRZN:

-$3.93M

EBITDA (TTM)

DX:

$150.39M

HRZN:

-$10.37M

Returns By Period

In the year-to-date period, DX achieves a -4.34% return, which is significantly higher than HRZN's -32.19% return. Over the past 10 years, DX has outperformed HRZN with an annualized return of 7.51%, while HRZN has yielded a comparatively lower 1.00% annualized return.


DX

1D
-0.08%
1M
-6.80%
YTD
-4.34%
6M
10.17%
1Y
15.12%
3Y*
17.08%
5Y*
4.55%
10Y*
7.51%

HRZN

1D
-0.95%
1M
-30.17%
YTD
-32.19%
6M
-24.71%
1Y
-46.83%
3Y*
-17.16%
5Y*
-12.04%
10Y*
1.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DX vs. HRZN — Risk / Return Rank

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

DX
DX Risk / Return Rank: 6262
Overall Rank
DX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DX Sortino Ratio Rank: 5656
Sortino Ratio Rank
DX Omega Ratio Rank: 5757
Omega Ratio Rank
DX Calmar Ratio Rank: 6262
Calmar Ratio Rank
DX Martin Ratio Rank: 6767
Martin Ratio Rank

HRZN
HRZN Risk / Return Rank: 33
Overall Rank
HRZN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HRZN Sortino Ratio Rank: 55
Sortino Ratio Rank
HRZN Omega Ratio Rank: 33
Omega Ratio Rank
HRZN Calmar Ratio Rank: 44
Calmar Ratio Rank
HRZN Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DX vs. HRZN - Risk-Adjusted Trends 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.


DXHRZNDifference

Sharpe ratio

Return per unit of total volatility

0.75

-1.13

+1.88

Sortino ratio

Return per unit of downside risk

1.08

-1.48

+2.56

Omega ratio

Gain probability vs. loss probability

1.15

0.75

+0.40

Calmar ratio

Return relative to maximum drawdown

0.97

-0.96

+1.93

Martin ratio

Return relative to average drawdown

3.13

-1.97

+5.10

DX vs. HRZN - Sharpe Ratio Comparison

The current DX Sharpe Ratio is 0.75, which is higher than the HRZN Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of DX and HRZN, 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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Sharpe Ratios by Period


DXHRZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

-1.13

+1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.40

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.03

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.08

+0.09

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.


Dividends

DX vs. HRZN - Dividend Comparison

DX's dividend yield for the trailing twelve months is around 16.00%, less than HRZN's 30.46% yield.


TTM20252024202320222021202020192018201720162015
DX
Dynex Capital, Inc.
16.00%14.13%11.46%12.46%12.26%9.34%9.33%11.87%12.59%10.27%12.32%15.12%
HRZN
Horizon Technology Finance Corporation
30.46%20.47%15.24%10.40%10.86%7.85%9.44%9.28%10.67%10.70%12.96%11.76%

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 -61.42%. Use the drawdown chart below to compare losses from any high point for DX and HRZN.


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Drawdown Indicators


DXHRZNDifference

Max Drawdown

Largest peak-to-trough decline

-99.12%

-61.42%

-37.70%

Max Drawdown (1Y)

Largest decline over 1 year

-15.27%

-48.21%

+32.94%

Max Drawdown (5Y)

Largest decline over 5 years

-38.69%

-61.42%

+22.73%

Max Drawdown (10Y)

Largest decline over 10 years

-56.76%

-61.42%

+4.66%

Current Drawdown

Current decline from peak

-34.53%

-60.18%

+25.65%

Average Drawdown

Average peak-to-trough decline

-56.93%

-12.76%

-44.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

23.59%

-18.85%

Volatility

DX vs. HRZN - Volatility Comparison

The current volatility for Dynex Capital, Inc. (DX) is 8.05%, while Horizon Technology Finance Corporation (HRZN) has a volatility of 30.22%. 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.


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Volatility by Period


DXHRZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

30.22%

-22.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

34.94%

-21.91%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

41.59%

-21.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.81%

30.50%

-6.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.86%

35.80%

-5.94%

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.


Quarterly
Annual

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


-50.00M0.0050.00M100.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
20.67M
(DX) Total Revenue
(HRZN) Total Revenue
Values in USD except per share items