HTGC vs. KBWY

In the year-to-date period, HTGC achieves a -9.04% return, which is significantly higher than KBWY's -11.59% return. Over the past 10 years, HTGC has outperformed KBWY with an annualized return of 13.75%, while KBWY has yielded a comparatively lower -0.66% annualized return.

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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.

The current HTGC Sharpe Ratio is 0.16, which is higher than the KBWY Sharpe Ratio of -0.13. 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.

HTGC's dividend yield for the trailing twelve months is around 8.92%, less than KBWY's 10.04% yield.

The maximum HTGC drawdown since its inception was -68.50%, 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. For additional features, visit the drawdowns tool.

Hercules Capital, Inc. (HTGC) has a higher volatility of 13.55% compared to Invesco KBW Premium Yield Equity REIT ETF (KBWY) at 11.07%. 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.