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OFS vs. MRCC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

OFS vs. MRCC - Performance Comparison

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

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OFS vs. MRCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OFS
OFS Capital Corporation
-21.14%-31.59%-20.19%29.93%3.28%66.92%-25.16%17.95%-0.24%-4.40%
MRCC
Monroe Capital Corporation
-26.35%-14.59%36.74%-5.68%-15.37%53.23%-15.17%27.79%-22.10%-1.64%

Fundamentals

Market Cap

OFS:

$47.56M

MRCC:

$99.66M

EPS

OFS:

-$2.92

MRCC:

$0.53

PS Ratio

OFS:

1.22

MRCC:

3.21

PB Ratio

OFS:

0.39

MRCC:

0.60

Total Revenue (TTM)

OFS:

$39.05M

MRCC:

$31.01M

Gross Profit (TTM)

OFS:

$1.91M

MRCC:

$1.44M

EBITDA (TTM)

OFS:

-$9.45M

MRCC:

-$2.33M

Returns By Period

In the year-to-date period, OFS achieves a -21.14% return, which is significantly higher than MRCC's -26.35% return. Over the past 10 years, OFS has underperformed MRCC with an annualized return of -0.73%, while MRCC has yielded a comparatively higher 0.81% annualized return.


OFS

1D
10.94%
1M
-10.62%
YTD
-21.14%
6M
-49.49%
1Y
-54.79%
3Y*
-18.86%
5Y*
-5.37%
10Y*
-0.73%

MRCC

1D
3.14%
1M
-20.08%
YTD
-26.35%
6M
-31.27%
1Y
-33.58%
3Y*
-4.28%
5Y*
-4.31%
10Y*
0.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

OFS vs. MRCC — Risk / Return Rank

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

OFS
OFS Risk / Return Rank: 55
Overall Rank
OFS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
OFS Sortino Ratio Rank: 22
Sortino Ratio Rank
OFS Omega Ratio Rank: 22
Omega Ratio Rank
OFS Calmar Ratio Rank: 1212
Calmar Ratio Rank
OFS Martin Ratio Rank: 55
Martin Ratio Rank

MRCC
MRCC Risk / Return Rank: 88
Overall Rank
MRCC Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MRCC Sortino Ratio Rank: 1010
Sortino Ratio Rank
MRCC Omega Ratio Rank: 88
Omega Ratio Rank
MRCC Calmar Ratio Rank: 1414
Calmar Ratio Rank
MRCC Martin Ratio Rank: 11
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.

OFS vs. MRCC - Risk-Adjusted Trends Comparison

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


OFSMRCCDifference

Sharpe ratio

Return per unit of total volatility

-1.26

-0.85

-0.41

Sortino ratio

Return per unit of downside risk

-2.07

-1.09

-0.98

Omega ratio

Gain probability vs. loss probability

0.73

0.84

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.82

-0.78

-0.04

Martin ratio

Return relative to average drawdown

-1.69

-2.11

+0.42

OFS vs. MRCC - Sharpe Ratio Comparison

The current OFS Sharpe Ratio is -1.26, which is lower than the MRCC Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of OFS and MRCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OFSMRCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.26

-0.85

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.15

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.02

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.07

-0.03

Correlation

The correlation between OFS and MRCC is 0.19, 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.


Dividends

OFS vs. MRCC - Dividend Comparison

OFS's dividend yield for the trailing twelve months is around 28.73%, more than MRCC's 16.74% yield.


TTM20252024202320222021202020192018201720162015
OFS
OFS Capital Corporation
28.73%25.00%16.85%11.45%11.43%8.35%12.03%12.18%12.83%11.43%9.88%11.85%
MRCC
Monroe Capital Corporation
16.74%14.60%11.76%14.15%11.71%8.91%13.70%12.89%14.58%10.18%9.10%10.70%

Drawdowns

OFS vs. MRCC - Drawdown Comparison

The maximum OFS drawdown since its inception was -69.09%, which is greater than MRCC's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for OFS and MRCC.


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Drawdown Indicators


OFSMRCCDifference

Max Drawdown

Largest peak-to-trough decline

-69.09%

-57.63%

-11.46%

Max Drawdown (1Y)

Largest decline over 1 year

-65.06%

-42.08%

-22.98%

Max Drawdown (5Y)

Largest decline over 5 years

-66.97%

-45.80%

-21.17%

Max Drawdown (10Y)

Largest decline over 10 years

-69.09%

-57.63%

-11.46%

Current Drawdown

Current decline from peak

-58.12%

-39.31%

-18.81%

Average Drawdown

Average peak-to-trough decline

-13.72%

-11.07%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.49%

15.51%

+15.98%

Volatility

OFS vs. MRCC - Volatility Comparison

The current volatility for OFS Capital Corporation (OFS) is 21.93%, while Monroe Capital Corporation (MRCC) has a volatility of 29.54%. This indicates that OFS experiences smaller price fluctuations and is considered to be less risky than MRCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OFSMRCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.93%

29.54%

-7.61%

Volatility (6M)

Calculated over the trailing 6-month period

40.39%

34.32%

+6.07%

Volatility (1Y)

Calculated over the trailing 1-year period

43.82%

39.56%

+4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.40%

27.98%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.63%

33.29%

+6.34%

Financials

OFS vs. MRCC - Financials Comparison

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


Quarterly
Annual

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


-10.00M0.0010.00M20.00M30.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
12.37M
18.21M
(OFS) Total Revenue
(MRCC) Total Revenue
Values in USD except per share items