LGEN.L vs. PSEC
Compare and contrast key facts about Legal & General Group plc (LGEN.L) and Prospect Capital Corporation (PSEC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LGEN.L or PSEC.
Key characteristics
| LGEN.L | PSEC | |
|---|---|---|
| YTD Return | -5.29% | -2.65% |
| 1Y Return | 7.75% | 12.68% |
| 3Y Return (Ann) | -1.84% | -6.07% |
| 5Y Return (Ann) | 3.57% | 7.35% |
| 10Y Return (Ann) | 5.98% | 5.82% |
| Sharpe Ratio | 0.35 | 0.44 |
| Sortino Ratio | 0.61 | 0.84 |
| Omega Ratio | 1.07 | 1.11 |
| Calmar Ratio | 0.40 | 0.38 |
| Martin Ratio | 0.96 | 1.41 |
| Ulcer Index | 6.98% | 7.95% |
| Daily Std Dev | 18.86% | 25.49% |
| Max Drawdown | -85.42% | -61.51% |
| Current Drawdown | -12.13% | -19.31% |
Fundamentals
| LGEN.L | PSEC | |
|---|---|---|
| Market Cap | £12.77B | $2.22B |
| EPS | £0.05 | $0.34 |
| PE Ratio | 43.80 | 15.09 |
| PEG Ratio | 0.00 | 1.59 |
| Total Revenue (TTM) | £36.93B | $415.46M |
| Gross Profit (TTM) | £51.35B | $242.82M |
| EBITDA (TTM) | -£552.00M | $265.98M |
Correlation
The correlation between LGEN.L and PSEC is 0.27, 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.
Performance
LGEN.L vs. PSEC - Performance Comparison
In the year-to-date period, LGEN.L achieves a -5.29% return, which is significantly lower than PSEC's -2.65% return. Both investments have delivered pretty close results over the past 10 years, with LGEN.L having a 5.98% annualized return and PSEC not far behind at 5.82%. 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
LGEN.L vs. PSEC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Legal & General Group plc (LGEN.L) and Prospect Capital Corporation (PSEC). 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
LGEN.L vs. PSEC - Dividend Comparison
LGEN.L's dividend yield for the trailing twelve months is around 9.46%, less than PSEC's 13.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGEN.L Legal & General Group plc | 9.46% | 7.82% | 7.50% | 5.99% | 6.60% | 5.53% | 6.77% | 5.36% | 5.63% | 4.41% | 3.94% | 3.63% |
PSEC Prospect Capital Corporation | 13.77% | 12.02% | 10.30% | 9.27% | 13.31% | 11.18% | 11.41% | 13.41% | 11.93% | 14.67% | 16.04% | 11.76% |
Drawdowns
LGEN.L vs. PSEC - Drawdown Comparison
The maximum LGEN.L drawdown since its inception was -85.42%, which is greater than PSEC's maximum drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for LGEN.L and PSEC. For additional features, visit the drawdowns tool.
Volatility
LGEN.L vs. PSEC - Volatility Comparison
Legal & General Group plc (LGEN.L) has a higher volatility of 5.27% compared to Prospect Capital Corporation (PSEC) at 4.27%. This indicates that LGEN.L's price experiences larger fluctuations and is considered to be riskier than PSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LGEN.L vs. PSEC - Financials Comparison
This section allows you to compare key financial metrics between Legal & General Group plc and Prospect Capital Corporation. 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