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PECO vs. HRZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PECO vs. HRZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Phillips Edison & Company, Inc. (PECO) and Horizon Technology Finance Corporation (HRZN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PECO achieves a 12.17% return, which is significantly higher than HRZN's -22.82% return.


PECO

1D
0.10%
1M
-1.08%
YTD
12.17%
6M
14.44%
1Y
13.38%
3Y*
13.05%
5Y*
10Y*

HRZN

1D
1.32%
1M
11.05%
YTD
-22.82%
6M
-23.86%
1Y
-25.40%
3Y*
-15.91%
5Y*
-12.44%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PECO vs. HRZN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PECO
Phillips Edison & Company, Inc.
12.17%-1.59%6.20%18.53%-0.33%20.40%
HRZN
Horizon Technology Finance Corporation
-22.82%-14.44%-22.87%26.99%-19.72%-5.99%

Correlation

The correlation between PECO and HRZN is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

0.28

The correlation between PECO and HRZN shifts across timeframes, from 0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

PECO:

$1.15

HRZN:

$0.63

PE Ratio

PECO:

34.33

HRZN:

7.29

PEG Ratio

PECO:

0.50

HRZN:

0.15

PS Ratio

PECO:

5.36

HRZN:

3.84

Total Revenue (TTM)

PECO:

$739.02M

HRZN:

$53.12M

Gross Profit (TTM)

PECO:

$525.25M

HRZN:

$47.15M

EBITDA (TTM)

PECO:

$502.64M

HRZN:

$51.20M

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Return for Risk

PECO vs. HRZN — Risk / Return Rank

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

PECO
PECO Risk / Return Rank: 6666
Overall Rank
PECO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PECO Sortino Ratio Rank: 6262
Sortino Ratio Rank
PECO Omega Ratio Rank: 5757
Omega Ratio Rank
PECO Calmar Ratio Rank: 7272
Calmar Ratio Rank
PECO Martin Ratio Rank: 7171
Martin Ratio Rank

HRZN
HRZN Risk / Return Rank: 1616
Overall Rank
HRZN Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
HRZN Sortino Ratio Rank: 1616
Sortino Ratio Rank
HRZN Omega Ratio Rank: 1313
Omega Ratio Rank
HRZN Calmar Ratio Rank: 2020
Calmar Ratio Rank
HRZN Martin Ratio Rank: 1818
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.

PECO vs. HRZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Phillips Edison & Company, Inc. (PECO) and Horizon Technology Finance Corporation (HRZN). 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.


PECOHRZNDifference

Sharpe ratio

Return per unit of total volatility

0.88

-0.63

+1.51

Sortino ratio

Return per unit of downside risk

1.41

-0.64

+2.05

Omega ratio

Gain probability vs. loss probability

1.15

0.90

+0.26

Calmar ratio

Return relative to maximum drawdown

1.80

-0.56

+2.36

Martin ratio

Return relative to average drawdown

4.15

-1.06

+5.21

PECO vs. HRZN - Sharpe Ratio Comparison

The current PECO Sharpe Ratio is 0.88, which is higher than the HRZN Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of PECO and HRZN, 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


PECOHRZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

-0.63

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.10

+0.39

Drawdowns

PECO vs. HRZN - Drawdown Comparison

The maximum PECO drawdown since its inception was -23.11%, smaller than the maximum HRZN drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for PECO and HRZN.


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Drawdown Indicators


PECOHRZNDifference

Max Drawdown

Largest peak-to-trough decline

-23.11%

-62.57%

+39.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-46.88%

+38.58%

Max Drawdown (3Y)

Largest decline over 3 years

-15.78%

-59.36%

+43.58%

Max Drawdown (5Y)

Largest decline over 5 years

-62.57%

Max Drawdown (10Y)

Largest decline over 10 years

-62.57%

Current Drawdown

Current decline from peak

-3.72%

-54.68%

+50.96%

Average Drawdown

Average peak-to-trough decline

-6.51%

-13.25%

+6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

24.93%

-21.33%

Volatility

PECO vs. HRZN - Volatility Comparison

The current volatility for Phillips Edison & Company, Inc. (PECO) is 4.56%, while Horizon Technology Finance Corporation (HRZN) has a volatility of 13.14%. This indicates that PECO experiences smaller price fluctuations and is considered to be less risky than HRZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PECOHRZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

13.14%

-8.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

37.73%

-27.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

40.28%

-24.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

31.03%

-8.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

36.27%

-13.69%

Dividends

PECO vs. HRZN - Dividend Comparison

PECO's dividend yield for the trailing twelve months is around 3.26%, less than HRZN's 25.32% yield.


PositionTTM20252024202320222021202020192018201720162015
HRZN
Horizon Technology Finance Corporation
25.32%20.47%15.24%10.40%10.86%7.85%9.44%9.28%10.67%10.70%12.96%11.76%
PECO
Phillips Edison & Company, Inc.
3.26%3.52%3.18%3.12%3.43%1.33%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PECO vs. HRZN - Financials Comparison

This section allows you to compare key financial metrics between Phillips Edison & Company, Inc. and Horizon Technology Finance 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


0.0050.00M100.00M150.00M200.00M20222023202420252026
190.74M
24.08M
(PECO) Total Revenue
(HRZN) Total Revenue
Values in USD except per share items

PECO vs. HRZN - Profitability Comparison

The chart below illustrates the profitability comparison between Phillips Edison & Company, Inc. and Horizon Technology Finance Corporation 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%20222023202420252026
71.1%
0
Portfolio components
PECO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Phillips Edison & Company, Inc. reported a gross profit of 135.68M and revenue of 190.74M. Therefore, the gross margin over that period was 71.1%.

HRZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Horizon Technology Finance Corporation reported a gross profit of 0.00 and revenue of 24.08M. Therefore, the gross margin over that period was 0.0%.

PECO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Phillips Edison & Company, Inc. reported an operating income of 58.21M and revenue of 190.74M, resulting in an operating margin of 30.5%.

HRZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Horizon Technology Finance Corporation reported an operating income of 0.00 and revenue of 24.08M, resulting in an operating margin of 0.0%.

PECO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Phillips Edison & Company, Inc. reported a net income of 30.38M and revenue of 190.74M, resulting in a net margin of 15.9%.

HRZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Horizon Technology Finance Corporation reported a net income of 9.24M and revenue of 24.08M, resulting in a net margin of 38.4%.


Frequently Asked Questions


PECO and HRZN have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HRZN has higher volatility (13.14%) compared to PECO (4.56%). In terms of maximum drawdown, PECO dropped -23.11% vs HRZN's -62.57%.

PECO currently has the higher Sharpe Ratio (0.88 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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