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MPV vs. PCN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MPV and PCN is 0.08, 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.


-0.50.00.51.00.1

Performance

MPV vs. PCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barings Participation Investors (MPV) and PIMCO Corporate & Income Strategy Fund (PCN). The values are adjusted to include any dividend payments, if applicable.

800.00%900.00%1,000.00%1,100.00%AugustSeptemberOctoberNovemberDecember2025
1,110.74%
824.20%
MPV
PCN

Key characteristics

Sharpe Ratio

MPV:

1.53

PCN:

1.52

Sortino Ratio

MPV:

2.22

PCN:

1.76

Omega Ratio

MPV:

1.28

PCN:

1.37

Calmar Ratio

MPV:

2.28

PCN:

1.04

Martin Ratio

MPV:

7.58

PCN:

4.08

Ulcer Index

MPV:

3.11%

PCN:

4.03%

Daily Std Dev

MPV:

15.39%

PCN:

10.83%

Max Drawdown

MPV:

-54.02%

PCN:

-61.13%

Current Drawdown

MPV:

0.00%

PCN:

-2.73%

Returns By Period

In the year-to-date period, MPV achieves a 2.40% return, which is significantly higher than PCN's 1.52% return. Over the past 10 years, MPV has outperformed PCN with an annualized return of 11.02%, while PCN has yielded a comparatively lower 8.36% annualized return.


MPV

YTD

2.40%

1M

5.03%

6M

14.91%

1Y

22.39%

5Y*

9.46%

10Y*

11.02%

PCN

YTD

1.52%

1M

0.25%

6M

5.52%

1Y

16.47%

5Y*

1.93%

10Y*

8.36%

*Annualized

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Risk-Adjusted Performance

MPV vs. PCN — Risk-Adjusted Performance Rank

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

MPV
The Risk-Adjusted Performance Rank of MPV is 8686
Overall Rank
The Sharpe Ratio Rank of MPV is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of MPV is 8484
Sortino Ratio Rank
The Omega Ratio Rank of MPV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MPV is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MPV is 8787
Martin Ratio Rank

PCN
The Risk-Adjusted Performance Rank of PCN is 6868
Overall Rank
The Sharpe Ratio Rank of PCN is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of PCN is 6262
Sortino Ratio Rank
The Omega Ratio Rank of PCN is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PCN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of PCN is 5151
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.

MPV vs. PCN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barings Participation Investors (MPV) and PIMCO Corporate & Income Strategy Fund (PCN). 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.


Sharpe ratio
The chart of Sharpe ratio for MPV, currently valued at 1.53, compared to the broader market-2.000.002.004.001.531.52
The chart of Sortino ratio for MPV, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.221.76
The chart of Omega ratio for MPV, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.37
The chart of Calmar ratio for MPV, currently valued at 2.28, compared to the broader market0.002.004.006.002.281.04
The chart of Martin ratio for MPV, currently valued at 7.58, compared to the broader market-10.000.0010.0020.007.584.08
MPV
PCN

The current MPV Sharpe Ratio is 1.53, which is comparable to the PCN Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of MPV and PCN, 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.53
1.52
MPV
PCN

Dividends

MPV vs. PCN - Dividend Comparison

MPV's dividend yield for the trailing twelve months is around 8.97%, less than PCN's 10.04% yield.


TTM20242023202220212020201920182017201620152014
MPV
Barings Participation Investors
8.97%9.19%8.27%6.98%5.41%6.73%6.70%7.18%7.66%7.61%9.82%8.16%
PCN
PIMCO Corporate & Income Strategy Fund
10.04%10.10%10.93%12.71%7.93%7.87%7.41%9.64%7.88%12.02%10.27%11.31%

Drawdowns

MPV vs. PCN - Drawdown Comparison

The maximum MPV drawdown since its inception was -54.02%, smaller than the maximum PCN drawdown of -61.13%. Use the drawdown chart below to compare losses from any high point for MPV and PCN. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-2.73%
MPV
PCN

Volatility

MPV vs. PCN - Volatility Comparison

Barings Participation Investors (MPV) has a higher volatility of 5.81% compared to PIMCO Corporate & Income Strategy Fund (PCN) at 3.18%. This indicates that MPV's price experiences larger fluctuations and is considered to be riskier than PCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.81%
3.18%
MPV
PCN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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