MRCC vs. USD
Compare and contrast key facts about Monroe Capital Corporation (MRCC) and ProShares Ultra Semiconductors (USD).
USD is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Semiconductors Index (200%). It was launched on Jan 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRCC or USD.
Key characteristics
| MRCC | USD | |
|---|---|---|
| YTD Return | 28.84% | 155.35% |
| 1Y Return | 32.51% | 201.08% |
| 3Y Return (Ann) | 2.65% | 39.80% |
| 5Y Return (Ann) | 6.30% | 59.09% |
| 10Y Return (Ann) | 5.91% | 47.89% |
| Sharpe Ratio | 1.69 | 2.76 |
| Sortino Ratio | 2.29 | 2.81 |
| Omega Ratio | 1.29 | 1.37 |
| Calmar Ratio | 1.35 | 4.58 |
| Martin Ratio | 13.44 | 12.15 |
| Ulcer Index | 2.62% | 18.03% |
| Daily Std Dev | 20.82% | 79.35% |
| Max Drawdown | -57.63% | -88.60% |
| Current Drawdown | -1.55% | -15.57% |
Correlation
The correlation between MRCC and USD is 0.18, 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
MRCC vs. USD - Performance Comparison
In the year-to-date period, MRCC achieves a 28.84% return, which is significantly lower than USD's 155.35% return. Over the past 10 years, MRCC has underperformed USD with an annualized return of 5.91%, while USD has yielded a comparatively higher 47.89% 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
MRCC vs. USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Monroe Capital Corporation (MRCC) and ProShares Ultra Semiconductors (USD). 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
MRCC vs. USD - Dividend Comparison
MRCC's dividend yield for the trailing twelve months is around 12.12%, more than USD's 0.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRCC Monroe Capital Corporation | 12.12% | 14.15% | 11.71% | 8.91% | 13.70% | 12.89% | 14.58% | 10.18% | 9.10% | 10.70% | 9.41% | 11.15% |
USD ProShares Ultra Semiconductors | 0.04% | 0.10% | 0.30% | 0.00% | 0.21% | 1.29% | 1.54% | 0.32% | 7.33% | 0.39% | 3.60% | 0.76% |
Drawdowns
MRCC vs. USD - Drawdown Comparison
The maximum MRCC drawdown since its inception was -57.63%, smaller than the maximum USD drawdown of -88.60%. Use the drawdown chart below to compare losses from any high point for MRCC and USD. For additional features, visit the drawdowns tool.
Volatility
MRCC vs. USD - Volatility Comparison
The current volatility for Monroe Capital Corporation (MRCC) is 6.85%, while ProShares Ultra Semiconductors (USD) has a volatility of 17.76%. This indicates that MRCC experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.