HRZN vs. ORC
Compare and contrast key facts about Horizon Technology Finance Corporation (HRZN) and Orchid Island Capital, Inc. (ORC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HRZN or ORC.
Key characteristics
| HRZN | ORC | |
|---|---|---|
| YTD Return | -22.19% | 6.68% |
| 1Y Return | -15.70% | 29.96% |
| 3Y Return (Ann) | -10.67% | -18.55% |
| 5Y Return (Ann) | 3.58% | -8.24% |
| 10Y Return (Ann) | 6.14% | -5.61% |
| Sharpe Ratio | -0.76 | 1.39 |
| Sortino Ratio | -0.91 | 1.96 |
| Omega Ratio | 0.88 | 1.26 |
| Calmar Ratio | -0.45 | 0.54 |
| Martin Ratio | -1.27 | 7.90 |
| Ulcer Index | 11.32% | 4.54% |
| Daily Std Dev | 18.84% | 25.76% |
| Max Drawdown | -60.46% | -75.77% |
| Current Drawdown | -31.62% | -55.66% |
Fundamentals
| HRZN | ORC | |
|---|---|---|
| Market Cap | $352.46M | $617.12M |
| EPS | -$0.15 | $1.20 |
| PEG Ratio | 2.07 | 0.00 |
| Total Revenue (TTM) | $90.34M | $44.63M |
| Gross Profit (TTM) | $76.02M | $31.53M |
| EBITDA (TTM) | $24.89M | $220.96M |
Correlation
The correlation between HRZN and ORC is 0.28, 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.
Performance
HRZN vs. ORC - Performance Comparison
In the year-to-date period, HRZN achieves a -22.19% return, which is significantly lower than ORC's 6.68% return. Over the past 10 years, HRZN has outperformed ORC with an annualized return of 6.14%, while ORC has yielded a comparatively lower -5.61% 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
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.
Dividends
HRZN vs. ORC - Dividend Comparison
HRZN's dividend yield for the trailing twelve months is around 14.15%, less than ORC's 18.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRZN Horizon Technology Finance Corporation | 14.15% | 10.02% | 10.43% | 7.54% | 9.44% | 9.28% | 10.67% | 10.70% | 12.96% | 11.76% | 9.86% | 9.71% |
ORC Orchid Island Capital, Inc. | 18.49% | 21.35% | 23.57% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% | 16.55% | 10.73% |
Drawdowns
HRZN vs. ORC - Drawdown Comparison
The maximum HRZN drawdown since its inception was -60.46%, 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.
Volatility
HRZN vs. ORC - Volatility Comparison
Horizon Technology Finance Corporation (HRZN) has a higher volatility of 6.88% compared to Orchid Island Capital, Inc. (ORC) at 6.13%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities