FSK vs. PRT

Last updated Apr 1, 2026

Compare and contrast key facts about FS KKR Capital Corp. (FSK) and PermRock Royalty Trust (PRT).

Performance

FSK vs. PRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS KKR Capital Corp. (FSK) and PermRock Royalty Trust (PRT). The values are adjusted to include any dividend payments, if applicable.

FSK vs. PRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FSK FS KKR Capital Corp.	-27.89%	-20.38%	25.71%	33.04%	-4.71%	41.59%	-10.27%	33.89%	-24.86%
PRT PermRock Royalty Trust	19.43%	-12.79%	-11.58%	-37.64%	24.09%	194.55%	-49.26%	-0.27%	-57.76%

Fundamentals

EPS FSK : $0.67 PRT : $0.42
PE Ratio FSK : 15.21 PRT : 7.83
PEG Ratio FSK : 0.07 PRT : 0.00
PS Ratio FSK : 3.61 PRT : 6.68
Total Revenue (TTM) FSK : $527.00M PRT : $6.01M
Gross Profit (TTM) FSK : $178.00M PRT : $6.01M
EBITDA (TTM) FSK : $140.00M PRT : $5.13M

Returns By Period

In the year-to-date period, FSK achieves a -27.89% return, which is significantly lower than PRT's 19.43% return.

FSK

• 1D: 2.31%
• 1M: -1.11%
• YTD: -27.89%
• 6M: -25.16%
• 1Y: -42.44%
• 3Y*: -4.44%
• 5Y*: 0.62%
• 10Y*: 1.64%

PRT

• 1D: 0.09%
• 1M: 0.25%
• YTD: 19.43%
• 6M: -14.50%
• 1Y: -17.07%
• 3Y*: -14.70%
• 5Y*: -2.07%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FSK vs. PRT — Risk / Return Rank

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

FSK

FSK Risk / Return Rank: 5
FSK Sharpe Ratio Rank: 1
FSK Sortino Ratio Rank: 3
FSK Omega Ratio Rank: 3
FSK Calmar Ratio Rank: 12
FSK Martin Ratio Rank: 7

PRT

PRT Risk / Return Rank: 19
PRT Sharpe Ratio Rank: 18
PRT Sortino Ratio Rank: 19
PRT Omega Ratio Rank: 19
PRT Calmar Ratio Rank: 27
PRT Martin Ratio Rank: 12

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.

FSK vs. PRT - Risk-Adjusted Trends 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.

	FSK	PRT	Difference
Sharpe ratio Return per unit of total volatility	-1.35	-0.53	-0.82
Sortino ratio Return per unit of downside risk	-1.94	-0.54	-1.39
Omega ratio Gain probability vs. loss probability	0.73	0.93	-0.19
Calmar ratio Return relative to maximum drawdown	-0.83	-0.47	-0.36
Martin ratio Return relative to average drawdown	-1.63	-1.43	-0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSK vs. PRT - Sharpe Ratio Comparison

The current FSK Sharpe Ratio is -1.35, which is lower than the PRT Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of FSK and PRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FSK	PRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.35	-0.53	-0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	-0.05	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	-0.16	+0.24

Correlation

The correlation between FSK and PRT is 0.21, 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

FSK vs. PRT - Dividend Comparison

FSK's dividend yield for the trailing twelve months is around 25.34%, more than PRT's 9.09% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSK FS KKR Capital Corp.	25.34%	18.91%	13.35%	14.77%	15.20%	11.80%	15.46%	12.40%	16.41%	11.68%	8.65%	9.91%
PRT PermRock Royalty Trust	9.09%	13.88%	12.05%	11.65%	13.12%	8.66%	6.01%	13.50%	21.65%	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.

Drawdown Indicators

	FSK	PRT	Difference
Max Drawdown Largest peak-to-trough decline	-67.20%	-91.42%	+24.22%
Max Drawdown (1Y) Largest decline over 1 year	-51.01%	-35.09%	-15.92%
Max Drawdown (5Y) Largest decline over 5 years	-51.03%	-64.06%	+13.03%
Max Drawdown (10Y) Largest decline over 10 years	-67.20%	—	—
Current Drawdown Current decline from peak	-48.17%	-59.00%	+10.83%
Average Drawdown Average peak-to-trough decline	-13.01%	-48.53%	+35.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.14%	11.49%	+14.65%

Volatility

FSK vs. PRT - Volatility Comparison

FS KKR Capital Corp. (FSK) and PermRock Royalty Trust (PRT) have volatilities of 9.94% and 10.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSK	PRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.94%	10.02%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	24.49%	27.07%	-2.58%
Volatility (1Y) Calculated over the trailing 1-year period	31.59%	32.57%	-0.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.44%	40.48%	-17.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.60%	60.52%	-32.92%

Financials