KREF vs. PFLT
Compare and contrast key facts about KKR Real Estate Finance Trust Inc. (KREF) and PennantPark Floating Rate Capital Ltd. (PFLT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KREF or PFLT.
Key characteristics
| KREF | PFLT | |
|---|---|---|
| YTD Return | -3.32% | 2.83% |
| 1Y Return | 15.26% | 18.30% |
| 3Y Return (Ann) | -8.65% | 4.31% |
| 5Y Return (Ann) | 0.49% | 10.61% |
| Sharpe Ratio | 0.40 | 1.33 |
| Sortino Ratio | 0.79 | 1.75 |
| Omega Ratio | 1.11 | 1.24 |
| Calmar Ratio | 0.28 | 1.59 |
| Martin Ratio | 0.69 | 3.27 |
| Ulcer Index | 19.57% | 5.67% |
| Daily Std Dev | 33.38% | 13.97% |
| Max Drawdown | -55.29% | -69.77% |
| Current Drawdown | -27.24% | -4.29% |
Fundamentals
| KREF | PFLT | |
|---|---|---|
| Market Cap | $827.22M | $835.53M |
| EPS | -$0.29 | $1.68 |
| PEG Ratio | 5.13 | 0.27 |
| Total Revenue (TTM) | $398.97M | $120.75M |
| Gross Profit (TTM) | $359.40M | $93.87M |
| EBITDA (TTM) | $249.91M | $101.73M |
Correlation
The correlation between KREF and PFLT 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.
Performance
KREF vs. PFLT - Performance Comparison
In the year-to-date period, KREF achieves a -3.32% return, which is significantly lower than PFLT's 2.83% 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
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.
Dividends
KREF vs. PFLT - Dividend Comparison
KREF's dividend yield for the trailing twelve months is around 9.92%, less than PFLT's 10.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KREF KKR Real Estate Finance Trust Inc. | 9.92% | 13.00% | 12.32% | 9.53% | 9.60% | 8.42% | 8.83% | 4.95% | 0.00% | 0.00% | 0.00% | 0.00% |
PFLT PennantPark Floating Rate Capital Ltd. | 10.81% | 9.98% | 10.38% | 8.93% | 10.83% | 9.36% | 9.85% | 8.31% | 8.08% | 10.04% | 7.87% | 7.63% |
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.
Volatility
KREF vs. PFLT - Volatility Comparison
KKR Real Estate Finance Trust Inc. (KREF) has a higher volatility of 5.92% compared to PennantPark Floating Rate Capital Ltd. (PFLT) at 5.52%. This indicates that KREF's price experiences larger fluctuations and is considered to be riskier than PFLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities