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HRZN vs. ORC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HRZN and ORC 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

HRZN vs. ORC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Technology Finance Corporation (HRZN) and Orchid Island Capital, Inc. (ORC). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%December2025FebruaryMarchAprilMay
69.42%
-31.44%
HRZN
ORC

Key characteristics

Sharpe Ratio

HRZN:

-0.89

ORC:

0.02

Sortino Ratio

HRZN:

-1.02

ORC:

0.20

Omega Ratio

HRZN:

0.82

ORC:

1.03

Calmar Ratio

HRZN:

-0.61

ORC:

0.01

Martin Ratio

HRZN:

-1.60

ORC:

0.07

Ulcer Index

HRZN:

16.65%

ORC:

8.17%

Daily Std Dev

HRZN:

29.72%

ORC:

24.25%

Max Drawdown

HRZN:

-60.45%

ORC:

-75.77%

Current Drawdown

HRZN:

-41.74%

ORC:

-56.32%

Fundamentals

Market Cap

HRZN:

$297.82M

ORC:

$790.32M

EPS

HRZN:

-$0.16

ORC:

$0.57

PEG Ratio

HRZN:

2.07

ORC:

0.00

PS Ratio

HRZN:

2.88

ORC:

14.60

PB Ratio

HRZN:

0.89

ORC:

0.91

Total Revenue (TTM)

HRZN:

$66.62M

ORC:

-$2.17M

Gross Profit (TTM)

HRZN:

$59.77M

ORC:

$147.37M

EBITDA (TTM)

HRZN:

$14.03M

ORC:

$58.72M

Returns By Period

In the year-to-date period, HRZN achieves a -13.83% return, which is significantly lower than ORC's -4.35% return. Over the past 10 years, HRZN has outperformed ORC with an annualized return of 4.20%, while ORC has yielded a comparatively lower -6.08% annualized return.


HRZN

YTD

-13.83%

1M

-12.02%

6M

-15.95%

1Y

-28.82%

5Y*

6.44%

10Y*

4.20%

ORC

YTD

-4.35%

1M

7.18%

6M

2.05%

1Y

-1.99%

5Y*

-3.03%

10Y*

-6.08%

*Annualized

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Risk-Adjusted Performance

HRZN vs. ORC — Risk-Adjusted Performance Rank

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

HRZN
The Risk-Adjusted Performance Rank of HRZN is 99
Overall Rank
The Sharpe Ratio Rank of HRZN is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of HRZN is 1212
Sortino Ratio Rank
The Omega Ratio Rank of HRZN is 77
Omega Ratio Rank
The Calmar Ratio Rank of HRZN is 1313
Calmar Ratio Rank
The Martin Ratio Rank of HRZN is 44
Martin Ratio Rank

ORC
The Risk-Adjusted Performance Rank of ORC is 4747
Overall Rank
The Sharpe Ratio Rank of ORC is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of ORC is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ORC is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ORC is 5050
Calmar Ratio Rank
The Martin Ratio Rank of ORC is 5151
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.

HRZN vs. ORC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Technology Finance Corporation (HRZN) and Orchid Island Capital, Inc. (ORC). 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.


The chart of Sharpe ratio for HRZN, currently valued at -0.89, compared to the broader market-2.00-1.000.001.002.003.00
HRZN: -0.89
ORC: 0.02
The chart of Sortino ratio for HRZN, currently valued at -1.02, compared to the broader market-6.00-4.00-2.000.002.004.00
HRZN: -1.02
ORC: 0.20
The chart of Omega ratio for HRZN, currently valued at 0.82, compared to the broader market0.501.001.502.00
HRZN: 0.82
ORC: 1.03
The chart of Calmar ratio for HRZN, currently valued at -0.61, compared to the broader market0.001.002.003.004.005.00
HRZN: -0.61
ORC: 0.01
The chart of Martin ratio for HRZN, currently valued at -1.60, compared to the broader market-10.000.0010.0020.00
HRZN: -1.60
ORC: 0.07

The current HRZN Sharpe Ratio is -0.89, which is lower than the ORC Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of HRZN and ORC, 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-1.00-0.500.000.501.001.50December2025FebruaryMarchAprilMay
-0.89
0.02
HRZN
ORC

Dividends

HRZN vs. ORC - Dividend Comparison

HRZN's dividend yield for the trailing twelve months is around 17.89%, less than ORC's 20.57% yield.


TTM20242023202220212020201920182017201620152014
HRZN
Horizon Technology Finance Corporation
17.89%14.68%10.02%10.43%7.54%9.44%9.28%10.67%10.70%12.96%11.76%9.86%
ORC
Orchid Island Capital, Inc.
20.57%18.51%21.35%23.57%17.33%15.13%16.41%16.74%18.10%15.51%19.34%16.55%

Drawdowns

HRZN vs. ORC - Drawdown Comparison

The maximum HRZN drawdown since its inception was -60.45%, smaller than the maximum ORC drawdown of -75.77%. Use the drawdown chart below to compare losses from any high point for HRZN and ORC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%December2025FebruaryMarchAprilMay
-41.74%
-56.32%
HRZN
ORC

Volatility

HRZN vs. ORC - Volatility Comparison

Horizon Technology Finance Corporation (HRZN) has a higher volatility of 23.04% compared to Orchid Island Capital, Inc. (ORC) at 15.80%. This indicates that HRZN's price experiences larger fluctuations and is considered to be riskier than ORC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
23.04%
15.80%
HRZN
ORC

Financials

HRZN vs. ORC - Financials Comparison

This section allows you to compare key financial metrics between Horizon Technology Finance Corporation and Orchid Island Capital, Inc.. 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


-200.00M-100.00M0.00100.00M200.00M20212022202320242025
24.52M
21.35M
(HRZN) Total Revenue
(ORC) Total Revenue
Values in USD except per share items

HRZN vs. ORC - Profitability Comparison

The chart below illustrates the profitability comparison between Horizon Technology Finance Corporation and Orchid Island Capital, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%100.0%20212022202320242025
100.0%
100.0%
(HRZN) Gross Margin
(ORC) Gross Margin
HRZN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Horizon Technology Finance Corporation reported a gross profit of 24.52M and revenue of 24.52M. Therefore, the gross margin over that period was 100.0%.
ORC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Orchid Island Capital, Inc. reported a gross profit of 21.35M and revenue of 21.35M. Therefore, the gross margin over that period was 100.0%.
HRZN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Horizon Technology Finance Corporation reported an operating income of 22.96M and revenue of 24.52M, resulting in an operating margin of 93.6%.
ORC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Orchid Island Capital, Inc. reported an operating income of 20.96M and revenue of 21.35M, resulting in an operating margin of 98.2%.
HRZN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Horizon Technology Finance Corporation reported a net income of 11.10M and revenue of 24.52M, resulting in a net margin of 45.3%.
ORC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Orchid Island Capital, Inc. reported a net income of 17.12M and revenue of 21.35M, resulting in a net margin of 80.2%.