FSK vs. PRT
Compare and contrast key facts about FS KKR Capital Corp. (FSK) and PermRock Royalty Trust (PRT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSK or PRT.
Key characteristics
| FSK | PRT | |
|---|---|---|
| YTD Return | 17.71% | -4.12% |
| 1Y Return | 23.90% | -19.93% |
| 3Y Return (Ann) | 13.85% | -9.26% |
| 5Y Return (Ann) | 12.55% | -0.97% |
| Sharpe Ratio | 1.60 | -0.57 |
| Sortino Ratio | 2.06 | -0.62 |
| Omega Ratio | 1.31 | 0.92 |
| Calmar Ratio | 2.12 | -0.30 |
| Martin Ratio | 6.88 | -0.97 |
| Ulcer Index | 3.40% | 19.03% |
| Daily Std Dev | 14.65% | 32.51% |
| Max Drawdown | -67.20% | -91.42% |
| Current Drawdown | -0.33% | -57.32% |
Fundamentals
| FSK | PRT | |
|---|---|---|
| Market Cap | $5.88B | $47.45M |
| EPS | $1.88 | $0.44 |
| PE Ratio | 11.18 | 8.86 |
| Total Revenue (TTM) | $1.47B | $4.50M |
| Gross Profit (TTM) | $1.17B | $2.98M |
| EBITDA (TTM) | $726.57M | $2.47M |
Correlation
The correlation between FSK and PRT is 0.22, 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.
Performance
FSK vs. PRT - Performance Comparison
In the year-to-date period, FSK achieves a 17.71% return, which is significantly higher than PRT's -4.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FSK vs. PRT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) and PermRock Royalty Trust (PRT). 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
FSK vs. PRT - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 14.28%, more than PRT's 10.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 14.28% | 15.02% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.69% | 8.66% | 9.92% | 8.91% |
PRT PermRock Royalty Trust | 10.62% | 11.65% | 13.11% | 8.67% | 5.98% | 13.51% | 21.66% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSK vs. PRT - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, smaller than the maximum PRT drawdown of -91.42%. Use the drawdown chart below to compare losses from any high point for FSK and PRT. For additional features, visit the drawdowns tool.
Volatility
FSK vs. PRT - Volatility Comparison
The current volatility for FS KKR Capital Corp. (FSK) is 4.42%, while PermRock Royalty Trust (PRT) has a volatility of 7.48%. This indicates that FSK experiences smaller price fluctuations and is considered to be less risky than PRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FSK vs. PRT - Financials Comparison
This section allows you to compare key financial metrics between FS KKR Capital Corp. and PermRock Royalty Trust. 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