MPV vs. PCN
Compare and contrast key facts about Barings Participation Investors (MPV) and PIMCO Corporate & Income Strategy Fund (PCN).
PCN is managed by PIMCO. It was launched on Dec 20, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPV or PCN.
Key characteristics
| MPV | PCN | |
|---|---|---|
| YTD Return | 12.18% | 22.50% |
| 1Y Return | 36.20% | 27.41% |
| 3Y Return (Ann) | 14.31% | 0.92% |
| 5Y Return (Ann) | 7.06% | 3.22% |
| 10Y Return (Ann) | 9.82% | 8.32% |
| Sharpe Ratio | 2.25 | 2.21 |
| Sortino Ratio | 3.04 | 2.63 |
| Omega Ratio | 1.40 | 1.52 |
| Calmar Ratio | 3.57 | 1.19 |
| Martin Ratio | 11.77 | 6.69 |
| Ulcer Index | 3.13% | 3.94% |
| Daily Std Dev | 16.39% | 11.90% |
| Max Drawdown | -54.02% | -61.14% |
| Current Drawdown | -3.64% | -1.51% |
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.
Performance
MPV vs. PCN - Performance Comparison
In the year-to-date period, MPV achieves a 12.18% return, which is significantly lower than PCN's 22.50% return. Over the past 10 years, MPV has outperformed PCN with an annualized return of 9.82%, while PCN has yielded a comparatively lower 8.32% annualized 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
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.
Dividends
MPV vs. PCN - Dividend Comparison
MPV's dividend yield for the trailing twelve months is around 8.87%, less than PCN's 9.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 8.87% | 8.27% | 6.98% | 5.41% | 6.73% | 6.70% | 7.18% | 7.66% | 7.61% | 7.86% | 8.16% | 8.39% |
PCN PIMCO Corporate & Income Strategy Fund | 9.78% | 10.93% | 12.71% | 7.93% | 7.87% | 7.41% | 9.64% | 7.88% | 12.02% | 10.27% | 11.31% | 14.59% |
Drawdowns
MPV vs. PCN - Drawdown Comparison
The maximum MPV drawdown since its inception was -54.02%, smaller than the maximum PCN drawdown of -61.14%. Use the drawdown chart below to compare losses from any high point for MPV and PCN. For additional features, visit the drawdowns tool.
Volatility
MPV vs. PCN - Volatility Comparison
Barings Participation Investors (MPV) and PIMCO Corporate & Income Strategy Fund (PCN) have volatilities of 2.81% and 2.72%, 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.