PortfoliosLab logoPortfoliosLab logo
MRCC vs. PNNT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MRCC vs. PNNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monroe Capital Corporation (MRCC) and PennantPark Investment Corporation (PNNT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


MRCC

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

PNNT

1D
0.76%
1M
-15.17%
YTD
-27.65%
6M
-24.23%
1Y
-30.13%
3Y*
3.66%
5Y*
1.95%
10Y*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRCC vs. PNNT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRCC
Monroe Capital Corporation
-8.19%-14.59%36.74%-5.68%-15.37%53.23%-15.17%27.79%-22.10%-1.64%
PNNT
PennantPark Investment Corporation
-27.65%-2.96%16.56%37.25%-8.90%61.71%-17.99%14.30%2.05%-0.65%

Correlation

The correlation between MRCC and PNNT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2012

0.30

Fundamentals

EPS

MRCC:

$0.53

PNNT:

$302.41

PE Ratio

MRCC:

9.65

PNNT:

0.01

PEG Ratio

MRCC:

0.01

PNNT:

0.00

PS Ratio

MRCC:

3.55

PNNT:

2.27

Total Revenue (TTM)

MRCC:

$31.01M

PNNT:

$85.01M

Gross Profit (TTM)

MRCC:

$1.44M

PNNT:

$24.12M

EBITDA (TTM)

MRCC:

-$2.33M

PNNT:

$16.10M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MRCC vs. PNNT — Risk / Return Rank

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

MRCC

PNNT
PNNT Risk / Return Rank: 66
Overall Rank
PNNT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PNNT Sortino Ratio Rank: 55
Sortino Ratio Rank
PNNT Omega Ratio Rank: 55
Omega Ratio Rank
PNNT Calmar Ratio Rank: 1515
Calmar Ratio Rank
PNNT Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRCC vs. PNNT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monroe Capital Corporation (MRCC) and PennantPark Investment Corporation (PNNT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MRCC vs. PNNT - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


MRCCPNNTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

Drawdowns

MRCC vs. PNNT - Drawdown Comparison


Loading charts...

Drawdown Indicators


MRCCPNNTDifference

Max Drawdown

Largest peak-to-trough decline

-82.16%

Max Drawdown (1Y)

Largest decline over 1 year

-42.61%

Max Drawdown (3Y)

Largest decline over 3 years

-42.61%

Max Drawdown (5Y)

Largest decline over 5 years

-42.61%

Max Drawdown (10Y)

Largest decline over 10 years

-69.14%

Current Drawdown

Current decline from peak

-38.42%

Average Drawdown

Average peak-to-trough decline

-15.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.29%

Volatility

MRCC vs. PNNT - Volatility Comparison


Loading charts...

Volatility by Period


MRCCPNNTDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.69%

Volatility (6M)

Calculated over the trailing 6-month period

23.50%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.72%

Dividends

MRCC vs. PNNT - Dividend Comparison

MRCC's dividend yield for the trailing twelve months is around 26.97%, more than PNNT's 24.18% yield.


PositionTTM20252024202320222021202020192018201720162015
MRCC
Monroe Capital Corporation
26.97%14.60%11.76%14.15%11.71%8.91%13.70%12.89%14.58%10.18%9.10%10.70%
PNNT
PennantPark Investment Corporation
24.18%16.11%12.85%11.65%10.43%6.93%11.71%11.03%11.30%10.42%14.62%18.12%

Financials

MRCC vs. PNNT - Financials Comparison

This section allows you to compare key financial metrics between Monroe Capital Corporation and PennantPark Investment 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-60.00M-40.00M-20.00M0.0020.00M40.00M20222023202420252026
18.21M
27.25M
(MRCC) Total Revenue
(PNNT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MRCC and PNNT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MRCC and PNNT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer