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GECC vs. PBT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

GECC vs. PBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great Elm Capital Corp. (GECC) and Permian Basin Royalty Trust (PBT). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.82%
13.44%
GECC
PBT

Returns By Period

In the year-to-date period, GECC achieves a 5.65% return, which is significantly higher than PBT's 3.55% return.


GECC

YTD

5.65%

1M

-1.17%

6M

5.83%

1Y

16.06%

5Y (annualized)

-16.55%

10Y (annualized)

N/A

PBT

YTD

3.55%

1M

18.57%

6M

13.44%

1Y

-17.70%

5Y (annualized)

37.15%

10Y (annualized)

7.97%

Fundamentals


GECCPBT
Market Cap$106.07M$612.91M
EPS$0.74$0.78
PE Ratio13.7216.86
PEG Ratio0.000.00
Total Revenue (TTM)$34.04M$37.74M
Gross Profit (TTM)$27.02M$37.74M
EBITDA (TTM)$13.19M$36.27M

Key characteristics


GECCPBT
Sharpe Ratio0.66-0.42
Sortino Ratio1.08-0.33
Omega Ratio1.130.96
Calmar Ratio0.23-0.30
Martin Ratio3.30-0.59
Ulcer Index4.87%30.14%
Daily Std Dev24.41%42.63%
Max Drawdown-78.53%-83.08%
Current Drawdown-63.08%-45.52%

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Correlation

-0.50.00.51.00.1

The correlation between GECC and PBT is 0.07, 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.

Risk-Adjusted Performance

GECC vs. PBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Great Elm Capital Corp. (GECC) and Permian Basin Royalty Trust (PBT). 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 GECC, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.66-0.42
The chart of Sortino ratio for GECC, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.08-0.33
The chart of Omega ratio for GECC, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.96
The chart of Calmar ratio for GECC, currently valued at 0.23, compared to the broader market0.002.004.006.000.23-0.30
The chart of Martin ratio for GECC, currently valued at 3.30, compared to the broader market0.0010.0020.0030.003.30-0.59
GECC
PBT

The current GECC Sharpe Ratio is 0.66, which is higher than the PBT Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of GECC and PBT, 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 Ratio-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
0.66
-0.42
GECC
PBT

Dividends

GECC vs. PBT - Dividend Comparison

GECC's dividend yield for the trailing twelve months is around 14.78%, more than PBT's 5.51% yield.


TTM20232022202120202019201820172016201520142013
GECC
Great Elm Capital Corp.
14.78%14.09%23.52%13.00%9.45%13.13%15.88%11.87%1.39%0.00%0.00%0.00%
PBT
Permian Basin Royalty Trust
5.51%4.30%4.56%2.28%7.10%10.83%11.20%7.09%5.40%6.82%10.73%6.75%

Drawdowns

GECC vs. PBT - Drawdown Comparison

The maximum GECC drawdown since its inception was -78.53%, smaller than the maximum PBT drawdown of -83.08%. Use the drawdown chart below to compare losses from any high point for GECC and PBT. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%JuneJulyAugustSeptemberOctoberNovember
-63.08%
-45.52%
GECC
PBT

Volatility

GECC vs. PBT - Volatility Comparison

The current volatility for Great Elm Capital Corp. (GECC) is 5.90%, while Permian Basin Royalty Trust (PBT) has a volatility of 12.02%. This indicates that GECC experiences smaller price fluctuations and is considered to be less risky than PBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
5.90%
12.02%
GECC
PBT

Financials

GECC vs. PBT - Financials Comparison

This section allows you to compare key financial metrics between Great Elm Capital Corp. and Permian Basin 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.


Quarterly
Annual

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


Values in USD except per share items