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HRZN vs. PECO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

HRZN vs. PECO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Technology Finance Corporation (HRZN) and Phillips Edison & Company, Inc. (PECO). The values are adjusted to include any dividend payments, if applicable.

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HRZN vs. PECO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HRZN
Horizon Technology Finance Corporation
-32.19%-14.44%-22.87%26.99%-19.72%-5.99%
PECO
Phillips Edison & Company, Inc.
5.62%-1.59%6.20%18.53%-0.33%20.40%

Fundamentals

Market Cap

HRZN:

$176.59M

PECO:

$5.17B

EPS

HRZN:

$1.05

PECO:

$0.79

PE Ratio

HRZN:

3.96

PECO:

47.12

PEG Ratio

HRZN:

0.08

PECO:

0.69

PS Ratio

HRZN:

4.33

PECO:

6.25

PB Ratio

HRZN:

0.55

PECO:

2.26

Total Revenue (TTM)

HRZN:

$41.52M

PECO:

$838.41M

Gross Profit (TTM)

HRZN:

-$3.93M

PECO:

$516.86M

EBITDA (TTM)

HRZN:

-$10.37M

PECO:

$465.22M

Returns By Period

In the year-to-date period, HRZN achieves a -32.19% return, which is significantly lower than PECO's 5.62% return.


HRZN

1D
-0.95%
1M
-30.17%
YTD
-32.19%
6M
-24.71%
1Y
-46.83%
3Y*
-17.16%
5Y*
-12.04%
10Y*
1.00%

PECO

1D
-0.48%
1M
-6.10%
YTD
5.62%
6M
11.05%
1Y
4.72%
3Y*
8.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HRZN vs. PECO — Risk / Return Rank

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

HRZN
HRZN Risk / Return Rank: 33
Overall Rank
HRZN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HRZN Sortino Ratio Rank: 55
Sortino Ratio Rank
HRZN Omega Ratio Rank: 33
Omega Ratio Rank
HRZN Calmar Ratio Rank: 44
Calmar Ratio Rank
HRZN Martin Ratio Rank: 22
Martin Ratio Rank

PECO
PECO Risk / Return Rank: 4848
Overall Rank
PECO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PECO Sortino Ratio Rank: 4242
Sortino Ratio Rank
PECO Omega Ratio Rank: 4040
Omega Ratio Rank
PECO Calmar Ratio Rank: 5454
Calmar Ratio Rank
PECO Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HRZN vs. PECO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Technology Finance Corporation (HRZN) and Phillips Edison & Company, Inc. (PECO). 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.


HRZNPECODifference

Sharpe ratio

Return per unit of total volatility

-1.13

0.27

-1.40

Sortino ratio

Return per unit of downside risk

-1.48

0.52

-2.00

Omega ratio

Gain probability vs. loss probability

0.75

1.06

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.96

0.55

-1.51

Martin ratio

Return relative to average drawdown

-1.97

1.12

-3.09

HRZN vs. PECO - Sharpe Ratio Comparison

The current HRZN Sharpe Ratio is -1.13, which is lower than the PECO Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of HRZN and PECO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HRZNPECODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.13

0.27

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.44

-0.37

Correlation

The correlation between HRZN and PECO is 0.29, 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.


Dividends

HRZN vs. PECO - Dividend Comparison

HRZN's dividend yield for the trailing twelve months is around 30.46%, more than PECO's 3.41% yield.


TTM20252024202320222021202020192018201720162015
HRZN
Horizon Technology Finance Corporation
30.46%20.47%15.24%10.40%10.86%7.85%9.44%9.28%10.67%10.70%12.96%11.76%
PECO
Phillips Edison & Company, Inc.
3.41%3.52%3.18%3.12%3.43%1.33%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HRZN vs. PECO - Drawdown Comparison

The maximum HRZN drawdown since its inception was -61.42%, which is greater than PECO's maximum drawdown of -23.11%. Use the drawdown chart below to compare losses from any high point for HRZN and PECO.


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Drawdown Indicators


HRZNPECODifference

Max Drawdown

Largest peak-to-trough decline

-61.42%

-23.11%

-38.31%

Max Drawdown (1Y)

Largest decline over 1 year

-48.21%

-10.46%

-37.75%

Max Drawdown (5Y)

Largest decline over 5 years

-61.42%

Max Drawdown (10Y)

Largest decline over 10 years

-61.42%

Current Drawdown

Current decline from peak

-60.18%

-6.10%

-54.08%

Average Drawdown

Average peak-to-trough decline

-12.76%

-6.68%

-6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.59%

5.18%

+18.41%

Volatility

HRZN vs. PECO - Volatility Comparison

Horizon Technology Finance Corporation (HRZN) has a higher volatility of 30.22% compared to Phillips Edison & Company, Inc. (PECO) at 3.06%. This indicates that HRZN's price experiences larger fluctuations and is considered to be riskier than PECO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRZNPECODifference

Volatility (1M)

Calculated over the trailing 1-month period

30.22%

3.06%

+27.16%

Volatility (6M)

Calculated over the trailing 6-month period

34.94%

9.58%

+25.36%

Volatility (1Y)

Calculated over the trailing 1-year period

41.59%

17.46%

+24.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.50%

22.75%

+7.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.80%

22.75%

+13.05%

Financials

HRZN vs. PECO - Financials Comparison

This section allows you to compare key financial metrics between Horizon Technology Finance Corporation and Phillips Edison & Company, 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


-50.00M0.0050.00M100.00M150.00M200.00M250.00M300.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
20.67M
187.86M
(HRZN) Total Revenue
(PECO) Total Revenue
Values in USD except per share items