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KREF vs. PFLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KREF and PFLT is 0.45, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

KREF vs. PFLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KKR Real Estate Finance Trust Inc. (KREF) and PennantPark Floating Rate Capital Ltd. (PFLT). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
-12.57%
64.60%
KREF
PFLT

Key characteristics

Sharpe Ratio

KREF:

-0.08

PFLT:

-0.09

Sortino Ratio

KREF:

0.13

PFLT:

0.02

Omega Ratio

KREF:

1.02

PFLT:

1.00

Calmar Ratio

KREF:

-0.05

PFLT:

-0.09

Martin Ratio

KREF:

-0.24

PFLT:

-0.32

Ulcer Index

KREF:

10.45%

PFLT:

5.43%

Daily Std Dev

KREF:

32.11%

PFLT:

20.24%

Max Drawdown

KREF:

-55.29%

PFLT:

-69.77%

Current Drawdown

KREF:

-42.98%

PFLT:

-10.16%

Fundamentals

Market Cap

KREF:

$606.19M

PFLT:

$876.92M

EPS

KREF:

$0.17

PFLT:

$1.37

PE Ratio

KREF:

52.59

PFLT:

7.28

PEG Ratio

KREF:

5.13

PFLT:

0.27

PS Ratio

KREF:

6.22

PFLT:

4.07

PB Ratio

KREF:

0.46

PFLT:

0.91

Total Revenue (TTM)

KREF:

$258.17M

PFLT:

$110.59M

Gross Profit (TTM)

KREF:

$239.97M

PFLT:

$134.04M

EBITDA (TTM)

KREF:

$234.58M

PFLT:

$33.31M

Returns By Period

In the year-to-date period, KREF achieves a -10.02% return, which is significantly lower than PFLT's -3.48% return.


KREF

YTD

-10.02%

1M

-18.93%

6M

-20.30%

1Y

2.24%

5Y*

1.04%

10Y*

N/A

PFLT

YTD

-3.48%

1M

-9.93%

6M

-6.29%

1Y

-0.72%

5Y*

21.66%

10Y*

6.78%

*Annualized

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Risk-Adjusted Performance

KREF vs. PFLT — Risk-Adjusted Performance Rank

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

KREF
The Risk-Adjusted Performance Rank of KREF is 4545
Overall Rank
The Sharpe Ratio Rank of KREF is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of KREF is 4040
Sortino Ratio Rank
The Omega Ratio Rank of KREF is 4141
Omega Ratio Rank
The Calmar Ratio Rank of KREF is 4949
Calmar Ratio Rank
The Martin Ratio Rank of KREF is 4848
Martin Ratio Rank

PFLT
The Risk-Adjusted Performance Rank of PFLT is 4343
Overall Rank
The Sharpe Ratio Rank of PFLT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of PFLT is 3838
Sortino Ratio Rank
The Omega Ratio Rank of PFLT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of PFLT is 4747
Calmar Ratio Rank
The Martin Ratio Rank of PFLT is 4545
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.

KREF vs. PFLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KKR Real Estate Finance Trust Inc. (KREF) and PennantPark Floating Rate Capital Ltd. (PFLT). 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 KREF, currently valued at -0.08, compared to the broader market-2.00-1.000.001.002.003.00
KREF: -0.08
PFLT: -0.09
The chart of Sortino ratio for KREF, currently valued at 0.13, compared to the broader market-6.00-4.00-2.000.002.004.00
KREF: 0.13
PFLT: 0.02
The chart of Omega ratio for KREF, currently valued at 1.02, compared to the broader market0.501.001.502.00
KREF: 1.02
PFLT: 1.00
The chart of Calmar ratio for KREF, currently valued at -0.05, compared to the broader market0.001.002.003.004.005.00
KREF: -0.05
PFLT: -0.09
The chart of Martin ratio for KREF, currently valued at -0.24, compared to the broader market-5.000.005.0010.0015.0020.00
KREF: -0.24
PFLT: -0.32

The current KREF Sharpe Ratio is -0.08, which is comparable to the PFLT Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of KREF and PFLT, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.08
-0.09
KREF
PFLT

Dividends

KREF vs. PFLT - Dividend Comparison

KREF's dividend yield for the trailing twelve months is around 11.26%, less than PFLT's 12.12% yield.


TTM20242023202220212020201920182017201620152014
KREF
KKR Real Estate Finance Trust Inc.
11.26%9.90%13.00%12.32%9.53%9.60%8.42%8.83%4.95%0.00%0.00%0.00%
PFLT
PennantPark Floating Rate Capital Ltd.
12.12%11.25%9.98%10.38%8.93%10.83%9.36%9.85%8.31%8.08%10.04%7.87%

Drawdowns

KREF vs. PFLT - Drawdown Comparison

The maximum KREF drawdown since its inception was -55.29%, smaller than the maximum PFLT drawdown of -69.77%. Use the drawdown chart below to compare losses from any high point for KREF and PFLT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.98%
-10.16%
KREF
PFLT

Volatility

KREF vs. PFLT - Volatility Comparison

KKR Real Estate Finance Trust Inc. (KREF) and PennantPark Floating Rate Capital Ltd. (PFLT) have volatilities of 15.25% and 15.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.25%
15.56%
KREF
PFLT

Financials

KREF vs. PFLT - Financials Comparison

This section allows you to compare key financial metrics between KKR Real Estate Finance Trust Inc. and PennantPark Floating Rate Capital Ltd.. 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


Values in USD except per share items