PFX vs. ICMB
PFX (PhenixFIN Corporation) and ICMB (Investcorp Credit Management BDC, Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, PFX returned -7.02%/yr vs -5.82%/yr for ICMB. At a 0.10 correlation, their price movements are largely independent.
Performance
PFX vs. ICMB - Performance Comparison
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Returns By Period
In the year-to-date period, PFX achieves a -1.59% return, which is significantly higher than ICMB's -55.56% return. Over the past 10 years, PFX has underperformed ICMB with an annualized return of -7.02%, while ICMB has yielded a comparatively higher -5.82% annualized return.
PFX
- 1D
- -1.03%
- 1M
- -2.47%
- YTD
- -1.59%
- 6M
- -3.49%
- 1Y
- -12.65%
- 3Y*
- 6.86%
- 5Y*
- 1.94%
- 10Y*
- -7.02%
ICMB
- 1D
- 1.69%
- 1M
- -13.67%
- YTD
- -55.56%
- 6M
- -57.60%
- 1Y
- -54.55%
- 3Y*
- -20.79%
- 5Y*
- -15.75%
- 10Y*
- -5.82%
PFX vs. ICMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFX PhenixFIN Corporation | -1.59% | -10.14% | 23.30% | 36.06% | -25.52% | 47.74% | -35.07% | -14.53% | -42.50% | -22.50% |
ICMB Investcorp Credit Management BDC, Inc. | -55.56% | 5.92% | 0.74% | 19.01% | -18.96% | 15.99% | -16.38% | 23.01% | -13.98% | -2.71% |
Correlation
The correlation between PFX and ICMB is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2014 | 0.10 |
Fundamentals
PFX:
-$1.09
ICMB:
-$0.74
PFX:
0.02
ICMB:
1.77
PFX:
$4.15B
ICMB:
$6.51M
PFX:
$3.13B
ICMB:
$729.57K
PFX:
$2.35B
ICMB:
-$9.28M
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Return for Risk
PFX vs. ICMB — Risk / Return Rank
PFX
ICMB
PFX vs. ICMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PhenixFIN Corporation (PFX) and Investcorp Credit Management BDC, Inc. (ICMB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PFX | ICMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.76 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.88 | +0.36 |
| Martin ratioReturn relative to average drawdown | -0.95 | -2.07 | +1.11 |
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Drawdowns
PFX vs. ICMB - Drawdown Comparison
The maximum PFX drawdown since its inception was -95.38%, which is greater than ICMB's maximum drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for PFX and ICMB.
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Drawdown Indicators
| PFX | ICMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.38% | -80.34% | -15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -24.38% | -62.14% | +37.76% |
Max Drawdown (3Y)Largest decline over 3 years | -29.57% | -62.14% | +32.57% |
Max Drawdown (5Y)Largest decline over 5 years | -29.57% | -63.71% | +34.14% |
Max Drawdown (10Y)Largest decline over 10 years | -94.31% | -80.34% | -13.97% |
Current DrawdownCurrent decline from peak | -69.47% | -62.78% | -6.69% |
Average DrawdownAverage peak-to-trough decline | -46.88% | -19.48% | -27.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.30% | 26.41% | -13.11% |
Volatility
PFX vs. ICMB - Volatility Comparison
The current volatility for PhenixFIN Corporation (PFX) is 9.07%, while Investcorp Credit Management BDC, Inc. (ICMB) has a volatility of 12.22%. This indicates that PFX experiences smaller price fluctuations and is considered to be less risky than ICMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFX | ICMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 12.22% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 28.55% | 46.85% | -18.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.96% | 49.64% | -17.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.19% | 39.13% | -13.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.26% | 44.40% | +5.86% |
Dividends
PFX vs. ICMB - Dividend Comparison
PFX's dividend yield for the trailing twelve months is around 0.17%, less than ICMB's 23.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMB Investcorp Credit Management BDC, Inc. | 23.33% | 19.26% | 17.82% | 17.72% | 17.02% | 12.73% | 15.93% | 14.93% | 16.00% | 12.27% | 15.12% | 18.14% |
PFX PhenixFIN Corporation | 0.17% | 3.24% | 2.59% | 0.00% | 0.39% | 0.00% | 0.00% | 4.72% | 17.29% | 13.41% | 13.85% | 15.96% |
Financials
PFX vs. ICMB - Financials Comparison
This section allows you to compare key financial metrics between PhenixFIN Corporation and Investcorp Credit Management BDC, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PFX and ICMB have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICMB has higher volatility (12.22%) compared to PFX (9.07%). In terms of maximum drawdown, PFX dropped -95.38% vs ICMB's -80.34%.
PFX currently has the higher Sharpe Ratio (-0.40 vs -1.10), 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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