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FFC vs. HYGH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFC and HYGH 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.


-0.50.00.51.00.3

Performance

FFC vs. HYGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
11.24%
6.70%
FFC
HYGH

Key characteristics

Sharpe Ratio

FFC:

1.90

HYGH:

2.50

Sortino Ratio

FFC:

2.64

HYGH:

3.48

Omega Ratio

FFC:

1.34

HYGH:

1.57

Calmar Ratio

FFC:

0.77

HYGH:

2.95

Martin Ratio

FFC:

7.78

HYGH:

24.03

Ulcer Index

FFC:

2.73%

HYGH:

0.46%

Daily Std Dev

FFC:

10.96%

HYGH:

4.41%

Max Drawdown

FFC:

-77.72%

HYGH:

-23.88%

Current Drawdown

FFC:

-10.40%

HYGH:

-0.03%

Returns By Period

In the year-to-date period, FFC achieves a 4.34% return, which is significantly higher than HYGH's 1.52% return. Both investments have delivered pretty close results over the past 10 years, with FFC having a 4.99% annualized return and HYGH not far ahead at 5.09%.


FFC

YTD

4.34%

1M

3.67%

6M

11.24%

1Y

23.33%

5Y*

0.29%

10Y*

4.99%

HYGH

YTD

1.52%

1M

1.28%

6M

6.70%

1Y

11.22%

5Y*

5.92%

10Y*

5.09%

*Annualized

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Risk-Adjusted Performance

FFC vs. HYGH — Risk-Adjusted Performance Rank

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

FFC
The Risk-Adjusted Performance Rank of FFC is 8686
Overall Rank
The Sharpe Ratio Rank of FFC is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FFC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FFC is 8787
Omega Ratio Rank
The Calmar Ratio Rank of FFC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FFC is 8888
Martin Ratio Rank

HYGH
The Risk-Adjusted Performance Rank of HYGH is 9292
Overall Rank
The Sharpe Ratio Rank of HYGH is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of HYGH is 9292
Sortino Ratio Rank
The Omega Ratio Rank of HYGH is 9696
Omega Ratio Rank
The Calmar Ratio Rank of HYGH is 8181
Calmar Ratio Rank
The Martin Ratio Rank of HYGH is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFC vs. HYGH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). 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 FFC, currently valued at 1.90, compared to the broader market-2.000.002.004.001.902.50
The chart of Sortino ratio for FFC, currently valued at 2.64, compared to the broader market-6.00-4.00-2.000.002.004.006.002.643.48
The chart of Omega ratio for FFC, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.57
The chart of Calmar ratio for FFC, currently valued at 0.77, compared to the broader market0.002.004.006.000.772.95
The chart of Martin ratio for FFC, currently valued at 7.78, compared to the broader market0.0010.0020.0030.007.7824.03
FFC
HYGH

The current FFC Sharpe Ratio is 1.90, which is comparable to the HYGH Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of FFC and HYGH, 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 Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.90
2.50
FFC
HYGH

Dividends

FFC vs. HYGH - Dividend Comparison

FFC's dividend yield for the trailing twelve months is around 6.80%, less than HYGH's 7.70% yield.


TTM20242023202220212020201920182017201620152014
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
6.80%6.99%7.55%9.11%7.05%6.18%6.27%8.21%7.29%8.62%8.14%8.57%
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
7.70%7.85%8.95%6.21%3.74%4.06%4.89%6.45%4.79%4.59%5.74%3.62%

Drawdowns

FFC vs. HYGH - Drawdown Comparison

The maximum FFC drawdown since its inception was -77.72%, which is greater than HYGH's maximum drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for FFC and HYGH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.40%
-0.03%
FFC
HYGH

Volatility

FFC vs. HYGH - Volatility Comparison

Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) has a higher volatility of 2.24% compared to iShares Interest Rate Hedged High Yield Bond ETF (HYGH) at 1.29%. This indicates that FFC's price experiences larger fluctuations and is considered to be riskier than HYGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.24%
1.29%
FFC
HYGH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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