PCN vs. MPV
Compare and contrast key facts about PIMCO Corporate & Income Strategy Fund (PCN) and Barings Participation Investors (MPV).
PCN is managed by PIMCO. It was launched on Dec 20, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCN or MPV.
Key characteristics
| PCN | MPV | |
|---|---|---|
| YTD Return | 22.50% | 12.18% |
| 1Y Return | 27.41% | 36.20% |
| 3Y Return (Ann) | 0.92% | 14.31% |
| 5Y Return (Ann) | 3.22% | 7.06% |
| 10Y Return (Ann) | 8.32% | 9.82% |
| Sharpe Ratio | 2.21 | 2.25 |
| Sortino Ratio | 2.63 | 3.04 |
| Omega Ratio | 1.52 | 1.40 |
| Calmar Ratio | 1.19 | 3.57 |
| Martin Ratio | 6.69 | 11.77 |
| Ulcer Index | 3.94% | 3.13% |
| Daily Std Dev | 11.90% | 16.39% |
| Max Drawdown | -61.14% | -54.02% |
| Current Drawdown | -1.51% | -3.64% |
Correlation
The correlation between PCN and MPV is 0.08, 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
PCN vs. MPV - Performance Comparison
In the year-to-date period, PCN achieves a 22.50% return, which is significantly higher than MPV's 12.18% return. Over the past 10 years, PCN has underperformed MPV with an annualized return of 8.32%, while MPV has yielded a comparatively higher 9.82% 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
PCN vs. MPV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Strategy Fund (PCN) and Barings Participation Investors (MPV). 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
PCN vs. MPV - Dividend Comparison
PCN's dividend yield for the trailing twelve months is around 9.78%, more than MPV's 8.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCN PIMCO Corporate & Income Strategy Fund | 9.78% | 10.93% | 12.71% | 7.93% | 7.87% | 7.41% | 9.64% | 7.88% | 12.02% | 10.27% | 11.31% | 14.59% |
MPV Barings Participation Investors | 8.87% | 8.27% | 6.98% | 5.41% | 6.73% | 6.70% | 7.18% | 7.66% | 7.61% | 7.86% | 8.16% | 8.39% |
Drawdowns
PCN vs. MPV - Drawdown Comparison
The maximum PCN drawdown since its inception was -61.14%, which is greater than MPV's maximum drawdown of -54.02%. Use the drawdown chart below to compare losses from any high point for PCN and MPV. For additional features, visit the drawdowns tool.
Volatility
PCN vs. MPV - Volatility Comparison
PIMCO Corporate & Income Strategy Fund (PCN) and Barings Participation Investors (MPV) have volatilities of 2.72% and 2.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.