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PFLT vs. OCSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PFLTOCSL
YTD Return1.66%-13.12%
1Y Return26.51%-3.28%
3Y Return (Ann)4.38%1.18%
5Y Return (Ann)10.78%11.61%
10Y Return (Ann)7.79%4.79%
Sharpe Ratio2.00-0.12
Sortino Ratio2.62-0.05
Omega Ratio1.370.99
Calmar Ratio1.58-0.09
Martin Ratio5.21-0.19
Ulcer Index5.56%10.56%
Daily Std Dev14.48%16.76%
Max Drawdown-69.77%-60.04%
Current Drawdown-5.38%-17.64%

Fundamentals


PFLTOCSL
Market Cap$843.60M$1.35B
EPS$1.63$0.87
PE Ratio6.9018.62
PEG Ratio0.270.93
Total Revenue (TTM)$120.75M$124.77M
Gross Profit (TTM)$93.87M$169.67M
EBITDA (TTM)$101.73M$119.42M

Correlation

-0.50.00.51.00.4

The correlation between PFLT and OCSL 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.

Performance

PFLT vs. OCSL - Performance Comparison

In the year-to-date period, PFLT achieves a 1.66% return, which is significantly higher than OCSL's -13.12% return. Over the past 10 years, PFLT has outperformed OCSL with an annualized return of 7.79%, while OCSL has yielded a comparatively lower 4.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
4.38%
-10.00%
PFLT
OCSL

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Risk-Adjusted Performance

PFLT vs. OCSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PennantPark Floating Rate Capital Ltd. (PFLT) and Oaktree Specialty Lending Corporation (OCSL). 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.


PFLT
Sharpe ratio
The chart of Sharpe ratio for PFLT, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.002.00
Sortino ratio
The chart of Sortino ratio for PFLT, currently valued at 2.62, compared to the broader market-4.00-2.000.002.004.006.002.62
Omega ratio
The chart of Omega ratio for PFLT, currently valued at 1.37, compared to the broader market0.501.001.502.001.37
Calmar ratio
The chart of Calmar ratio for PFLT, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Martin ratio
The chart of Martin ratio for PFLT, currently valued at 5.21, compared to the broader market-10.000.0010.0020.0030.005.21
OCSL
Sharpe ratio
The chart of Sharpe ratio for OCSL, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.00-0.12
Sortino ratio
The chart of Sortino ratio for OCSL, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.006.00-0.05
Omega ratio
The chart of Omega ratio for OCSL, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for OCSL, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09
Martin ratio
The chart of Martin ratio for OCSL, currently valued at -0.19, compared to the broader market-10.000.0010.0020.0030.00-0.19

PFLT vs. OCSL - Sharpe Ratio Comparison

The current PFLT Sharpe Ratio is 2.00, which is higher than the OCSL Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of PFLT and OCSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
2.00
-0.12
PFLT
OCSL

Dividends

PFLT vs. OCSL - Dividend Comparison

PFLT's dividend yield for the trailing twelve months is around 10.93%, less than OCSL's 14.01% yield.


TTM20232022202120202019201820172016201520142013
PFLT
PennantPark Floating Rate Capital Ltd.
10.93%9.98%10.38%8.93%10.83%9.36%9.85%8.31%8.08%10.04%7.87%7.63%
OCSL
Oaktree Specialty Lending Corporation
14.01%11.09%11.85%7.30%7.10%6.80%8.55%8.19%13.10%10.59%12.60%11.66%

Drawdowns

PFLT vs. OCSL - Drawdown Comparison

The maximum PFLT drawdown since its inception was -69.77%, which is greater than OCSL's maximum drawdown of -60.04%. Use the drawdown chart below to compare losses from any high point for PFLT and OCSL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.38%
-17.64%
PFLT
OCSL

Volatility

PFLT vs. OCSL - Volatility Comparison

PennantPark Floating Rate Capital Ltd. (PFLT) has a higher volatility of 5.35% compared to Oaktree Specialty Lending Corporation (OCSL) at 3.67%. This indicates that PFLT's price experiences larger fluctuations and is considered to be riskier than OCSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
5.35%
3.67%
PFLT
OCSL

Financials

PFLT vs. OCSL - Financials Comparison

This section allows you to compare key financial metrics between PennantPark Floating Rate Capital Ltd. and Oaktree Specialty Lending 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



Values in USD except per share items