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OCSL vs. PFLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OCSL vs. PFLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oaktree Specialty Lending Corporation (OCSL) and PennantPark Floating Rate Capital Ltd. (PFLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OCSL achieves a -0.90% return, which is significantly higher than PFLT's -4.55% return. Over the past 10 years, OCSL has outperformed PFLT with an annualized return of 8.07%, while PFLT has yielded a comparatively lower 6.73% annualized return.


OCSL

1D
0.83%
1M
-5.37%
YTD
-0.90%
6M
-4.35%
1Y
-4.23%
3Y*
-2.09%
5Y*
1.36%
10Y*
8.07%

PFLT

1D
0.12%
1M
-6.95%
YTD
-4.55%
6M
-2.45%
1Y
-5.83%
3Y*
3.33%
5Y*
2.42%
10Y*
6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OCSL vs. PFLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OCSL
Oaktree Specialty Lending Corporation
-0.90%-6.06%-15.15%11.25%3.74%44.99%11.00%38.74%-6.31%-1.09%
PFLT
PennantPark Floating Rate Capital Ltd.
-4.55%-4.17%0.62%23.05%-5.53%32.64%-1.41%15.52%-8.29%5.49%

Correlation

The correlation between OCSL and PFLT is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.63

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

0.65

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

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2011

0.43

Over the past year, OCSL and PFLT have become more correlated (0.71) than their long-term average of 0.43, meaning their price movements have been converging.

Fundamentals

EPS

OCSL:

$1.17

PFLT:

$1.69

PE Ratio

OCSL:

10.42

PFLT:

4.93

PEG Ratio

OCSL:

0.85

PFLT:

0.03

PS Ratio

OCSL:

3.65

PFLT:

2.54

Total Revenue (TTM)

OCSL:

$293.40M

PFLT:

$229.78M

Gross Profit (TTM)

OCSL:

$174.66M

PFLT:

$45.40M

EBITDA (TTM)

OCSL:

$121.85M

PFLT:

$38.59M

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Return for Risk

OCSL vs. PFLT — Risk / Return Rank

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

OCSL
OCSL Risk / Return Rank: 2929
Overall Rank
OCSL Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
OCSL Sortino Ratio Rank: 2626
Sortino Ratio Rank
OCSL Omega Ratio Rank: 2727
Omega Ratio Rank
OCSL Calmar Ratio Rank: 3131
Calmar Ratio Rank
OCSL Martin Ratio Rank: 2929
Martin Ratio Rank

PFLT
PFLT Risk / Return Rank: 2626
Overall Rank
PFLT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PFLT Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFLT Omega Ratio Rank: 2424
Omega Ratio Rank
PFLT Calmar Ratio Rank: 2929
Calmar Ratio Rank
PFLT Martin Ratio Rank: 2828
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.

OCSL vs. PFLT - Risk-Adjusted Trends 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.


OCSLPFLTDifference

Sharpe ratio

Return per unit of total volatility

-0.20

-0.30

+0.10

Sortino ratio

Return per unit of downside risk

-0.14

-0.29

+0.15

Omega ratio

Gain probability vs. loss probability

0.98

0.97

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.29

-0.35

+0.06

Martin ratio

Return relative to average drawdown

-0.64

-0.67

+0.03

OCSL vs. PFLT - Sharpe Ratio Comparison

The current OCSL Sharpe Ratio is -0.20, which is higher than the PFLT Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of OCSL and PFLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


OCSLPFLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

-0.30

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.12

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.23

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.26

-0.11

Drawdowns

OCSL vs. PFLT - Drawdown Comparison

The maximum OCSL drawdown since its inception was -59.52%, 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.


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Drawdown Indicators


OCSLPFLTDifference

Max Drawdown

Largest peak-to-trough decline

-59.52%

-69.77%

+10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-21.90%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-34.16%

-22.96%

-11.20%

Max Drawdown (5Y)

Largest decline over 5 years

-34.16%

-29.64%

-4.52%

Max Drawdown (10Y)

Largest decline over 10 years

-57.32%

-69.77%

+12.45%

Current Drawdown

Current decline from peak

-25.11%

-14.87%

-10.24%

Average Drawdown

Average peak-to-trough decline

-16.42%

-8.06%

-8.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.89%

11.28%

-2.39%

Volatility

OCSL vs. PFLT - Volatility Comparison

Oaktree Specialty Lending Corporation (OCSL) has a higher volatility of 7.90% compared to PennantPark Floating Rate Capital Ltd. (PFLT) at 5.07%. 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.


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Volatility by Period


OCSLPFLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

5.07%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

17.03%

15.67%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.42%

19.63%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.83%

21.05%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.82%

28.90%

-2.08%

Dividends

OCSL vs. PFLT - Dividend Comparison

OCSL's dividend yield for the trailing twelve months is around 13.31%, less than PFLT's 14.75% yield.


PositionTTM20252024202320222021202020192018201720162015
OCSL
Oaktree Specialty Lending Corporation
13.31%13.27%14.40%11.12%11.86%7.37%7.27%6.96%8.75%8.38%13.41%10.84%
PFLT
PennantPark Floating Rate Capital Ltd.
14.75%13.27%11.25%9.98%10.38%8.93%10.83%9.24%9.59%8.31%8.08%10.04%

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.


Quarterly
Annual

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


0.0050.00M100.00M20222023202420252026
65.25M
110.28M
(OCSL) Total Revenue
(PFLT) Total Revenue
Values in USD except per share items

OCSL vs. PFLT - Profitability Comparison

The chart below illustrates the profitability comparison between Oaktree Specialty Lending Corporation and PennantPark Floating Rate Capital Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
1.3%
Portfolio components
OCSL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Oaktree Specialty Lending Corporation reported a gross profit of 0.00 and revenue of 65.25M. Therefore, the gross margin over that period was 0.0%.

PFLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PennantPark Floating Rate Capital Ltd. reported a gross profit of 1.39M and revenue of 110.28M. Therefore, the gross margin over that period was 1.3%.

OCSL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Oaktree Specialty Lending Corporation reported an operating income of 0.00 and revenue of 65.25M, resulting in an operating margin of 0.0%.

PFLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PennantPark Floating Rate Capital Ltd. reported an operating income of 3.99M and revenue of 110.28M, resulting in an operating margin of 3.6%.

OCSL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Oaktree Specialty Lending Corporation reported a net income of 34.37M and revenue of 65.25M, resulting in a net margin of 52.7%.

PFLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PennantPark Floating Rate Capital Ltd. reported a net income of 85.16M and revenue of 110.28M, resulting in a net margin of 77.2%.


Frequently Asked Questions


OCSL and PFLT have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OCSL has higher volatility (7.90%) compared to PFLT (5.07%). In terms of maximum drawdown, OCSL dropped -59.52% vs PFLT's -69.77%.

OCSL currently has the higher Sharpe Ratio (-0.20 vs -0.30), 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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