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HTGC vs. KBWY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HTGC vs. KBWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hercules Capital, Inc. (HTGC) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). The values are adjusted to include any dividend payments, if applicable.

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HTGC vs. KBWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTGC
Hercules Capital, Inc.
-18.99%3.54%33.33%42.91%-10.42%26.50%14.49%39.86%-6.86%1.86%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
1.36%-5.30%-3.49%12.88%-19.00%31.22%-25.83%23.36%-18.20%0.81%

Returns By Period

In the year-to-date period, HTGC achieves a -18.99% return, which is significantly lower than KBWY's 1.36% return. Over the past 10 years, HTGC has outperformed KBWY with an annualized return of 12.98%, while KBWY has yielded a comparatively lower 0.27% annualized return.


HTGC

1D
4.01%
1M
3.94%
YTD
-18.99%
6M
-17.22%
1Y
-14.23%
3Y*
16.72%
5Y*
9.21%
10Y*
12.98%

KBWY

1D
1.46%
1M
-5.95%
YTD
1.36%
6M
0.50%
1Y
0.75%
3Y*
2.80%
5Y*
-0.24%
10Y*
0.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HTGC vs. KBWY — Risk / Return Rank

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

HTGC
HTGC Risk / Return Rank: 1717
Overall Rank
HTGC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HTGC Sortino Ratio Rank: 1818
Sortino Ratio Rank
HTGC Omega Ratio Rank: 1818
Omega Ratio Rank
HTGC Calmar Ratio Rank: 2323
Calmar Ratio Rank
HTGC Martin Ratio Rank: 99
Martin Ratio Rank

KBWY
KBWY Risk / Return Rank: 1313
Overall Rank
KBWY Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
KBWY Sortino Ratio Rank: 1313
Sortino Ratio Rank
KBWY Omega Ratio Rank: 1313
Omega Ratio Rank
KBWY Calmar Ratio Rank: 1414
Calmar Ratio Rank
KBWY Martin Ratio Rank: 1414
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.

HTGC vs. KBWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hercules Capital, Inc. (HTGC) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). 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.


HTGCKBWYDifference

Sharpe ratio

Return per unit of total volatility

-0.56

0.04

-0.60

Sortino ratio

Return per unit of downside risk

-0.62

0.19

-0.81

Omega ratio

Gain probability vs. loss probability

0.92

1.02

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.58

0.08

-0.67

Martin ratio

Return relative to average drawdown

-1.54

0.23

-1.77

HTGC vs. KBWY - Sharpe Ratio Comparison

The current HTGC Sharpe Ratio is -0.56, which is lower than the KBWY Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of HTGC and KBWY, 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


HTGCKBWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

0.04

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

-0.01

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.01

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.16

+0.19

Correlation

The correlation between HTGC and KBWY is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HTGC vs. KBWY - Dividend Comparison

HTGC's dividend yield for the trailing twelve months is around 12.73%, more than KBWY's 9.87% yield.


TTM20252024202320222021202020192018201720162015
HTGC
Hercules Capital, Inc.
12.73%9.99%9.56%11.40%13.77%9.76%9.02%9.49%11.40%9.45%8.79%10.17%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
9.87%9.79%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%

Drawdowns

HTGC vs. KBWY - Drawdown Comparison

The maximum HTGC drawdown since its inception was -68.21%, which is greater than KBWY's maximum drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for HTGC and KBWY.


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Drawdown Indicators


HTGCKBWYDifference

Max Drawdown

Largest peak-to-trough decline

-68.21%

-57.68%

-10.53%

Max Drawdown (1Y)

Largest decline over 1 year

-24.74%

-13.71%

-11.03%

Max Drawdown (5Y)

Largest decline over 5 years

-36.11%

-32.29%

-3.82%

Max Drawdown (10Y)

Largest decline over 10 years

-57.54%

-57.68%

+0.14%

Current Drawdown

Current decline from peak

-23.41%

-22.78%

-0.63%

Average Drawdown

Average peak-to-trough decline

-10.79%

-14.17%

+3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.38%

4.89%

+4.49%

Volatility

HTGC vs. KBWY - Volatility Comparison

Hercules Capital, Inc. (HTGC) has a higher volatility of 8.67% compared to Invesco KBW Premium Yield Equity REIT ETF (KBWY) at 5.91%. This indicates that HTGC's price experiences larger fluctuations and is considered to be riskier than KBWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTGCKBWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

5.91%

+2.76%

Volatility (6M)

Calculated over the trailing 6-month period

19.68%

11.75%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

25.56%

19.26%

+6.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.66%

21.58%

+4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.76%

27.04%

+0.72%