OBDC vs. PSEC
OBDC (Blue Owl Capital Corporation) and PSEC (Prospect Capital Corporation) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, OBDC returned 5.43%/yr vs -13.87%/yr for PSEC. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
OBDC vs. PSEC - Performance Comparison
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Returns By Period
In the year-to-date period, OBDC achieves a -6.89% return, which is significantly lower than PSEC's -3.27% return.
OBDC
- 1D
- 0.09%
- 1M
- -0.71%
- YTD
- -6.89%
- 6M
- -8.67%
- 1Y
- -13.64%
- 3Y*
- 5.28%
- 5Y*
- 5.43%
- 10Y*
- —
PSEC
- 1D
- 1.32%
- 1M
- 7.59%
- YTD
- -3.27%
- 6M
- -2.63%
- 1Y
- -14.85%
- 3Y*
- -16.85%
- 5Y*
- -13.87%
- 10Y*
- 0.41%
OBDC vs. PSEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OBDC Blue Owl Capital Corporation | -6.89% | -7.87% | 14.69% | 43.51% | -9.48% | 21.99% | -19.52% | 20.00% |
PSEC Prospect Capital Corporation | -3.27% | -28.86% | -18.16% | -4.13% | -8.61% | 70.00% | -3.54% | 2.64% |
Correlation
The correlation between OBDC and PSEC is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2019 | 0.51 |
The correlation between OBDC and PSEC shifts across timeframes, from 0.46 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
OBDC:
$1.07
PSEC:
-$0.28
OBDC:
4.23
PSEC:
5.20
OBDC:
$1.34B
PSEC:
$151.90M
OBDC:
$616.29M
PSEC:
-$59.07M
OBDC:
$539.15M
PSEC:
-$94.23M
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Return for Risk
OBDC vs. PSEC — Risk / Return Rank
OBDC
PSEC
OBDC vs. PSEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Corporation (OBDC) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OBDC | PSEC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.94 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | -0.63 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.03 | -1.13 | +0.10 |
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Drawdowns
OBDC vs. PSEC - Drawdown Comparison
The maximum OBDC drawdown since its inception was -56.07%, smaller than the maximum PSEC drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for OBDC and PSEC.
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Drawdown Indicators
| OBDC | PSEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.07% | -61.51% | +5.44% |
Max Drawdown (1Y)Largest decline over 1 year | -23.90% | -27.04% | +3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.90% | -50.64% | +26.74% |
Max Drawdown (5Y)Largest decline over 5 years | -28.26% | -57.21% | +28.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.21% | — |
Current DrawdownCurrent decline from peak | -18.68% | -53.33% | +34.65% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -15.65% | +4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.20% | 15.04% | -0.84% |
Volatility
OBDC vs. PSEC - Volatility Comparison
The current volatility for Blue Owl Capital Corporation (OBDC) is 6.58%, while Prospect Capital Corporation (PSEC) has a volatility of 10.61%. This indicates that OBDC experiences smaller price fluctuations and is considered to be less risky than PSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OBDC | PSEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 10.61% | -4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 18.87% | 27.53% | -8.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.15% | 33.82% | -10.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.77% | 28.06% | -7.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 27.36% | -0.30% |
Dividends
OBDC vs. PSEC - Dividend Comparison
OBDC's dividend yield for the trailing twelve months is around 13.42%, less than PSEC's 22.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OBDC Blue Owl Capital Corporation | 13.42% | 12.55% | 11.38% | 10.77% | 11.17% | 8.76% | 12.32% | 3.80% | 0.00% | 0.00% | 0.00% | 0.00% |
PSEC Prospect Capital Corporation | 22.94% | 20.85% | 16.01% | 12.02% | 10.30% | 8.56% | 13.31% | 11.18% | 11.41% | 13.45% | 11.98% | 14.72% |
Financials
OBDC vs. PSEC - Financials Comparison
This section allows you to compare key financial metrics between Blue Owl Capital Corporation 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
OBDC vs. PSEC - Profitability Comparison
OBDC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Corporation reported a gross profit of 0.00 and revenue of 342.53M. Therefore, the gross margin over that period was 0.0%.
PSEC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Prospect Capital Corporation reported a gross profit of 0.00 and revenue of 123.07M. Therefore, the gross margin over that period was 0.0%.
OBDC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Corporation reported an operating income of 0.00 and revenue of 342.53M, resulting in an operating margin of 0.0%.
PSEC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Prospect Capital Corporation reported an operating income of 0.00 and revenue of 123.07M, resulting in an operating margin of 0.0%.
OBDC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Corporation reported a net income of 159.17M and revenue of 342.53M, resulting in a net margin of 46.5%.
PSEC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Prospect Capital Corporation reported a net income of 0.00 and revenue of 123.07M, resulting in a net margin of 0.0%.
Frequently Asked Questions
OBDC and PSEC have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSEC has higher volatility (10.61%) compared to OBDC (6.58%). In terms of maximum drawdown, OBDC dropped -56.07% vs PSEC's -61.51%.
PSEC currently has the higher Sharpe Ratio (-0.50 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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