OCSL vs. PFLT
Compare and contrast key facts about Oaktree Specialty Lending Corporation (OCSL) and PennantPark Floating Rate Capital Ltd. (PFLT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OCSL or PFLT.
Performance
OCSL vs. PFLT - Performance Comparison
Returns By Period
In the year-to-date period, OCSL achieves a -16.29% return, which is significantly lower than PFLT's 1.14% return. Over the past 10 years, OCSL has underperformed PFLT with an annualized return of 4.41%, while PFLT has yielded a comparatively higher 7.60% annualized return.
OCSL
-16.29%
-6.08%
-13.54%
-11.30%
10.44%
4.41%
PFLT
1.14%
-5.30%
3.74%
13.05%
10.07%
7.60%
Fundamentals
| OCSL | PFLT | |
|---|---|---|
| Market Cap | $1.31B | $821.58M |
| EPS | $0.88 | $1.66 |
| PE Ratio | 18.15 | 6.74 |
| PEG Ratio | 0.93 | 0.27 |
| Total Revenue (TTM) | $124.77M | $120.75M |
| Gross Profit (TTM) | $169.67M | $93.87M |
| EBITDA (TTM) | $119.42M | $101.73M |
Key characteristics
| OCSL | PFLT | |
|---|---|---|
| Sharpe Ratio | -0.67 | 0.99 |
| Sortino Ratio | -0.74 | 1.35 |
| Omega Ratio | 0.89 | 1.18 |
| Calmar Ratio | -0.51 | 1.20 |
| Martin Ratio | -1.00 | 2.40 |
| Ulcer Index | 11.52% | 5.75% |
| Daily Std Dev | 17.27% | 13.88% |
| Max Drawdown | -60.04% | -69.77% |
| Current Drawdown | -20.64% | -5.86% |
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Correlation
The correlation between OCSL and PFLT is 0.39, 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.
Risk-Adjusted Performance
OCSL vs. PFLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oaktree Specialty Lending Corporation (OCSL) and PennantPark Floating Rate Capital Ltd. (PFLT). 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
OCSL vs. PFLT - Dividend Comparison
OCSL's dividend yield for the trailing twelve months is around 14.54%, more than PFLT's 11.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OCSL Oaktree Specialty Lending Corporation | 14.54% | 11.12% | 11.86% | 7.37% | 7.27% | 6.96% | 8.75% | 8.38% | 13.41% | 10.85% | 12.88% | 11.96% |
PFLT PennantPark Floating Rate Capital Ltd. | 11.09% | 9.98% | 10.38% | 8.93% | 10.83% | 9.36% | 9.85% | 8.31% | 8.08% | 10.04% | 7.87% | 7.63% |
Drawdowns
OCSL vs. PFLT - Drawdown Comparison
The maximum OCSL drawdown since its inception was -60.04%, smaller than the maximum PFLT drawdown of -69.77%. Use the drawdown chart below to compare losses from any high point for OCSL and PFLT. For additional features, visit the drawdowns tool.
Volatility
OCSL vs. PFLT - Volatility Comparison
Oaktree Specialty Lending Corporation (OCSL) has a higher volatility of 6.16% compared to PennantPark Floating Rate Capital Ltd. (PFLT) at 5.52%. This indicates that OCSL's price experiences larger fluctuations and is considered to be riskier than PFLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
OCSL vs. PFLT - Financials Comparison
This section allows you to compare key financial metrics between Oaktree Specialty Lending Corporation and PennantPark Floating Rate Capital Ltd.. 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