PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GT vs. PSEC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GT and PSEC is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

GT vs. PSEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Goodyear Tire & Rubber Company (GT) and Prospect Capital Corporation (PSEC). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
5.90%
134.33%
GT
PSEC

Key characteristics

Sharpe Ratio

GT:

-0.37

PSEC:

-0.86

Sortino Ratio

GT:

-0.22

PSEC:

-1.02

Omega Ratio

GT:

0.97

PSEC:

0.84

Calmar Ratio

GT:

-0.23

PSEC:

-0.57

Martin Ratio

GT:

-0.72

PSEC:

-1.86

Ulcer Index

GT:

27.69%

PSEC:

13.32%

Daily Std Dev

GT:

54.16%

PSEC:

28.64%

Max Drawdown

GT:

-94.50%

PSEC:

-61.51%

Current Drawdown

GT:

-82.79%

PSEC:

-42.19%

Fundamentals

Market Cap

GT:

$2.75B

PSEC:

$1.55B

EPS

GT:

$0.24

PSEC:

-$0.21

PEG Ratio

GT:

1.67

PSEC:

1.59

PS Ratio

GT:

0.15

PSEC:

1.95

PB Ratio

GT:

0.58

PSEC:

0.46

Total Revenue (TTM)

GT:

$14.34B

PSEC:

$372.02M

Gross Profit (TTM)

GT:

$2.88B

PSEC:

$313.39M

EBITDA (TTM)

GT:

$1.33B

PSEC:

$114.40M

Returns By Period

In the year-to-date period, GT achieves a 8.33% return, which is significantly higher than PSEC's -14.77% return. Over the past 10 years, GT has underperformed PSEC with an annualized return of -8.94%, while PSEC has yielded a comparatively higher 2.84% annualized return.


GT

YTD

8.33%

1M

9.18%

6M

15.93%

1Y

-18.55%

5Y*

6.09%

10Y*

-8.94%

PSEC

YTD

-14.77%

1M

-16.51%

6M

-28.22%

1Y

-25.27%

5Y*

8.61%

10Y*

2.84%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GT vs. PSEC — Risk-Adjusted Performance Rank

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

GT
The Risk-Adjusted Performance Rank of GT is 3737
Overall Rank
The Sharpe Ratio Rank of GT is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of GT is 3434
Sortino Ratio Rank
The Omega Ratio Rank of GT is 3535
Omega Ratio Rank
The Calmar Ratio Rank of GT is 4040
Calmar Ratio Rank
The Martin Ratio Rank of GT is 4040
Martin Ratio Rank

PSEC
The Risk-Adjusted Performance Rank of PSEC is 1212
Overall Rank
The Sharpe Ratio Rank of PSEC is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of PSEC is 1515
Sortino Ratio Rank
The Omega Ratio Rank of PSEC is 1111
Omega Ratio Rank
The Calmar Ratio Rank of PSEC is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PSEC is 44
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.

GT vs. PSEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Goodyear Tire & Rubber Company (GT) 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.


Sharpe ratio
The chart of Sharpe ratio for GT, currently valued at -0.37, compared to the broader market-2.00-1.000.001.002.003.00
GT: -0.37
PSEC: -0.86
The chart of Sortino ratio for GT, currently valued at -0.22, compared to the broader market-6.00-4.00-2.000.002.004.00
GT: -0.22
PSEC: -1.02
The chart of Omega ratio for GT, currently valued at 0.97, compared to the broader market0.501.001.502.00
GT: 0.97
PSEC: 0.84
The chart of Calmar ratio for GT, currently valued at -0.26, compared to the broader market0.001.002.003.004.00
GT: -0.26
PSEC: -0.57
The chart of Martin ratio for GT, currently valued at -0.72, compared to the broader market-5.000.005.0010.0015.0020.00
GT: -0.72
PSEC: -1.86

The current GT Sharpe Ratio is -0.37, which is higher than the PSEC Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of GT and PSEC, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.37
-0.86
GT
PSEC

Dividends

GT vs. PSEC - Dividend Comparison

GT has not paid dividends to shareholders, while PSEC's dividend yield for the trailing twelve months is around 18.12%.


TTM20242023202220212020201920182017201620152014
GT
The Goodyear Tire & Rubber Company
0.00%0.00%0.00%0.00%0.00%1.47%4.11%2.84%1.36%1.00%0.95%0.77%
PSEC
Prospect Capital Corporation
18.12%16.01%12.02%10.30%9.27%13.31%11.18%11.41%13.41%11.93%14.67%16.04%

Drawdowns

GT vs. PSEC - Drawdown Comparison

The maximum GT drawdown since its inception was -94.50%, which is greater than PSEC's maximum drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for GT and PSEC. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-71.30%
-42.19%
GT
PSEC

Volatility

GT vs. PSEC - Volatility Comparison

The Goodyear Tire & Rubber Company (GT) has a higher volatility of 26.29% compared to Prospect Capital Corporation (PSEC) at 14.26%. This indicates that GT's price experiences larger fluctuations and is considered to be riskier than PSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
26.29%
14.26%
GT
PSEC

Financials

GT vs. PSEC - Financials Comparison

This section allows you to compare key financial metrics between The Goodyear Tire & Rubber Company 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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab