FSK vs. PSEC
Compare and contrast key facts about FS KKR Capital Corp. (FSK) and Prospect Capital Corporation (PSEC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSK or PSEC.
Key characteristics
| FSK | PSEC | |
|---|---|---|
| YTD Return | 17.71% | -20.52% |
| 1Y Return | 23.90% | -12.63% |
| 3Y Return (Ann) | 13.85% | -12.60% |
| 5Y Return (Ann) | 12.55% | 3.07% |
| 10Y Return (Ann) | 5.50% | 3.56% |
| Sharpe Ratio | 1.60 | -0.52 |
| Sortino Ratio | 2.06 | -0.52 |
| Omega Ratio | 1.31 | 0.92 |
| Calmar Ratio | 2.12 | -0.41 |
| Martin Ratio | 6.88 | -1.68 |
| Ulcer Index | 3.40% | 8.27% |
| Daily Std Dev | 14.65% | 26.47% |
| Max Drawdown | -67.20% | -61.51% |
| Current Drawdown | -0.33% | -34.12% |
Fundamentals
| FSK | PSEC | |
|---|---|---|
| Market Cap | $5.90B | $1.91B |
| EPS | $1.88 | $0.34 |
| PE Ratio | 11.21 | 12.88 |
| Total Revenue (TTM) | $1.47B | $566.93M |
| Gross Profit (TTM) | $1.17B | $394.29M |
| EBITDA (TTM) | $726.57M | $311.02M |
Correlation
The correlation between FSK and PSEC is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FSK vs. PSEC - Performance Comparison
In the year-to-date period, FSK achieves a 17.71% return, which is significantly higher than PSEC's -20.52% return. Over the past 10 years, FSK has outperformed PSEC with an annualized return of 5.50%, while PSEC has yielded a comparatively lower 3.56% annualized 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. PSEC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) and Prospect Capital Corporation (PSEC). 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. PSEC - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 14.28%, less than PSEC's 16.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
PSEC Prospect Capital Corporation | 16.86% | 12.02% | 10.30% | 9.27% | 13.31% | 11.18% | 11.41% | 13.41% | 11.93% | 14.67% | 16.04% | 11.76% |
Drawdowns
FSK vs. PSEC - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, which is greater than PSEC's maximum drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for FSK and PSEC. For additional features, visit the drawdowns tool.
Volatility
FSK vs. PSEC - Volatility Comparison
The current volatility for FS KKR Capital Corp. (FSK) is 4.42%, while Prospect Capital Corporation (PSEC) has a volatility of 16.48%. This indicates that FSK experiences smaller price fluctuations and is considered to be less risky than PSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FSK vs. PSEC - Financials Comparison
This section allows you to compare key financial metrics between FS KKR Capital Corp. and Prospect Capital 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