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PFX vs. SLRC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PFX vs. SLRC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PhenixFIN Corporation (PFX) and SLR Investment Corp. (SLRC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFX achieves a -1.59% return, which is significantly higher than SLRC's -16.34% return. Over the past 10 years, PFX has underperformed SLRC with an annualized return of -7.02%, while SLRC has yielded a comparatively higher 5.06% 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%

SLRC

1D
-1.29%
1M
-3.15%
YTD
-16.34%
6M
-15.30%
1Y
-15.90%
3Y*
6.07%
5Y*
1.53%
10Y*
5.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFX vs. SLRC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFX
PhenixFIN Corporation
-1.59%-10.14%23.30%36.06%-25.52%47.74%-35.07%-14.53%-42.50%-22.50%
SLRC
SLR Investment Corp.
-16.34%5.72%19.15%20.57%-16.13%14.74%-5.63%16.18%2.78%4.72%

Correlation

The correlation between PFX and SLRC is 0.04, 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

0.04

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

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2011

0.27

Over the past year, the correlation between PFX and SLRC has dropped to 0.04 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

Fundamentals

EPS

PFX:

-$1.09

SLRC:

$1.77

PS Ratio

PFX:

0.02

SLRC:

2.60

Total Revenue (TTM)

PFX:

$4.15B

SLRC:

$192.87M

Gross Profit (TTM)

PFX:

$3.13B

SLRC:

$139.32M

EBITDA (TTM)

PFX:

$2.35B

SLRC:

$143.65M

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Return for Risk

PFX vs. SLRC — Risk / Return Rank

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

PFX
PFX Risk / Return Rank: 2323
Overall Rank
PFX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PFX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PFX Omega Ratio Rank: 2121
Omega Ratio Rank
PFX Calmar Ratio Rank: 2424
Calmar Ratio Rank
PFX Martin Ratio Rank: 2323
Martin Ratio Rank

SLRC
SLRC Risk / Return Rank: 1212
Overall Rank
SLRC Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SLRC Sortino Ratio Rank: 1515
Sortino Ratio Rank
SLRC Omega Ratio Rank: 1414
Omega Ratio Rank
SLRC Calmar Ratio Rank: 1515
Calmar Ratio Rank
SLRC Martin Ratio Rank: 22
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.

PFX vs. SLRC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PhenixFIN Corporation (PFX) and SLR Investment Corp. (SLRC). 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.


PFXSLRCDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

0.94

0.89

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.52

-0.72

+0.20

Martin ratioReturn relative to average drawdown

-0.95

-1.84

+0.89

PFX vs. SLRC - Sharpe Ratio Comparison

The current PFX Sharpe Ratio is -0.40, which is higher than the SLRC Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of PFX and SLRC, 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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Drawdowns

PFX vs. SLRC - Drawdown Comparison

The maximum PFX drawdown since its inception was -95.38%, which is greater than SLRC's maximum drawdown of -63.06%. Use the drawdown chart below to compare losses from any high point for PFX and SLRC.


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Drawdown Indicators


PFXSLRCDifference

Max Drawdown

Largest peak-to-trough decline

-95.38%

-63.06%

-32.32%

Max Drawdown (1Y)

Largest decline over 1 year

-24.38%

-22.12%

-2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-29.57%

-22.12%

-7.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.57%

-31.72%

+2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-94.31%

-63.06%

-31.25%

Current Drawdown

Current decline from peak

-69.47%

-22.12%

-47.35%

Average Drawdown

Average peak-to-trough decline

-46.88%

-7.51%

-39.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.30%

8.64%

+4.66%

Volatility

PFX vs. SLRC - Volatility Comparison

PhenixFIN Corporation (PFX) has a higher volatility of 9.07% compared to SLR Investment Corp. (SLRC) at 5.85%. This indicates that PFX's price experiences larger fluctuations and is considered to be riskier than SLRC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFXSLRCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

5.85%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

28.55%

20.84%

+7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

31.96%

23.34%

+8.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.19%

20.34%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.26%

29.52%

+20.74%

Dividends

PFX vs. SLRC - Dividend Comparison

PFX's dividend yield for the trailing twelve months is around 0.17%, less than SLRC's 12.56% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SLRC
SLR Investment Corp.
12.56%10.61%10.15%10.91%11.79%8.90%9.37%7.95%8.55%7.92%7.68%9.74%

Financials

PFX vs. SLRC - Financials Comparison

This section allows you to compare key financial metrics between PhenixFIN Corporation and SLR Investment Corp.. 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


0.001.00B2.00B3.00B4.00B20222023202420252026
4.13B
49.29M
(PFX) Total Revenue
(SLRC) Total Revenue
Values in USD except per share items

PFX vs. SLRC - Profitability Comparison

The chart below illustrates the profitability comparison between PhenixFIN Corporation and SLR Investment Corp. 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%100.0%20222023202420252026
75.4%
0
Portfolio components
PFX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PhenixFIN Corporation reported a gross profit of 3.12B and revenue of 4.13B. Therefore, the gross margin over that period was 75.4%.

SLRC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SLR Investment Corp. reported a gross profit of 0.00 and revenue of 49.29M. Therefore, the gross margin over that period was 0.0%.

PFX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PhenixFIN Corporation reported an operating income of 2.34B and revenue of 4.13B, resulting in an operating margin of 56.7%.

SLRC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SLR Investment Corp. reported an operating income of 0.00 and revenue of 49.29M, resulting in an operating margin of 0.0%.

PFX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PhenixFIN Corporation reported a net income of 0.00 and revenue of 4.13B, resulting in a net margin of 0.0%.

SLRC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SLR Investment Corp. reported a net income of 0.00 and revenue of 49.29M, resulting in a net margin of 0.0%.


Frequently Asked Questions


PFX and SLRC have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFX has higher volatility (9.07%) compared to SLRC (5.85%). In terms of maximum drawdown, PFX dropped -95.38% vs SLRC's -63.06%.

PFX currently has the higher Sharpe Ratio (-0.40 vs -0.69), 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.

Portfolio Optimizer

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