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PNNT vs. MRCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PNNT and MRCC is 0.24, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

PNNT vs. MRCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PennantPark Investment Corporation (PNNT) and Monroe Capital Corporation (MRCC). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
155.82%
87.25%
PNNT
MRCC

Key characteristics

Sharpe Ratio

PNNT:

0.10

MRCC:

0.59

Sortino Ratio

PNNT:

0.29

MRCC:

0.94

Omega Ratio

PNNT:

1.04

MRCC:

1.13

Calmar Ratio

PNNT:

0.13

MRCC:

0.66

Martin Ratio

PNNT:

0.35

MRCC:

2.63

Ulcer Index

PNNT:

6.77%

MRCC:

5.54%

Daily Std Dev

PNNT:

23.66%

MRCC:

24.66%

Max Drawdown

PNNT:

-82.16%

MRCC:

-57.63%

Current Drawdown

PNNT:

-8.98%

MRCC:

-14.60%

Fundamentals

Market Cap

PNNT:

$421.16M

MRCC:

$158.27M

EPS

PNNT:

$0.84

MRCC:

$0.45

PE Ratio

PNNT:

7.68

MRCC:

16.23

PEG Ratio

PNNT:

0.28

MRCC:

2.05

PS Ratio

PNNT:

2.93

MRCC:

2.61

PB Ratio

PNNT:

0.84

MRCC:

0.83

Total Revenue (TTM)

PNNT:

$68.11M

MRCC:

$27.81M

Gross Profit (TTM)

PNNT:

$61.12M

MRCC:

$25.17M

EBITDA (TTM)

PNNT:

$15.96M

MRCC:

$9.17M

Returns By Period

In the year-to-date period, PNNT achieves a -4.23% return, which is significantly higher than MRCC's -11.49% return. Over the past 10 years, PNNT has outperformed MRCC with an annualized return of 8.72%, while MRCC has yielded a comparatively lower 4.40% annualized return.


PNNT

YTD

-4.23%

1M

-8.98%

6M

-0.72%

1Y

5.01%

5Y*

29.58%

10Y*

8.72%

MRCC

YTD

-11.49%

1M

-6.54%

6M

-2.76%

1Y

13.15%

5Y*

9.34%

10Y*

4.40%

*Annualized

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Risk-Adjusted Performance

PNNT vs. MRCC — Risk-Adjusted Performance Rank

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

PNNT
The Risk-Adjusted Performance Rank of PNNT is 5353
Overall Rank
The Sharpe Ratio Rank of PNNT is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of PNNT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of PNNT is 4747
Omega Ratio Rank
The Calmar Ratio Rank of PNNT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PNNT is 5656
Martin Ratio Rank

MRCC
The Risk-Adjusted Performance Rank of MRCC is 7272
Overall Rank
The Sharpe Ratio Rank of MRCC is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of MRCC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of MRCC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of MRCC is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MRCC is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PNNT vs. MRCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PennantPark Investment Corporation (PNNT) and Monroe Capital Corporation (MRCC). 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.


The chart of Sharpe ratio for PNNT, currently valued at 0.10, compared to the broader market-2.00-1.000.001.002.003.00
PNNT: 0.10
MRCC: 0.59
The chart of Sortino ratio for PNNT, currently valued at 0.29, compared to the broader market-6.00-4.00-2.000.002.004.00
PNNT: 0.29
MRCC: 0.94
The chart of Omega ratio for PNNT, currently valued at 1.04, compared to the broader market0.501.001.502.00
PNNT: 1.04
MRCC: 1.13
The chart of Calmar ratio for PNNT, currently valued at 0.13, compared to the broader market0.001.002.003.004.005.00
PNNT: 0.13
MRCC: 0.66
The chart of Martin ratio for PNNT, currently valued at 0.35, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
PNNT: 0.35
MRCC: 2.63

The current PNNT Sharpe Ratio is 0.10, which is lower than the MRCC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PNNT and MRCC, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.10
0.59
PNNT
MRCC

Dividends

PNNT vs. MRCC - Dividend Comparison

PNNT's dividend yield for the trailing twelve months is around 14.68%, more than MRCC's 13.72% yield.


TTM20242023202220212020201920182017201620152014
PNNT
PennantPark Investment Corporation
14.68%12.85%11.65%10.43%6.93%11.71%11.03%11.30%10.42%14.62%18.12%11.75%
MRCC
Monroe Capital Corporation
13.72%11.76%14.15%11.71%8.91%13.70%12.89%14.58%10.18%9.10%10.70%9.41%

Drawdowns

PNNT vs. MRCC - Drawdown Comparison

The maximum PNNT drawdown since its inception was -82.16%, which is greater than MRCC's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for PNNT and MRCC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.98%
-14.60%
PNNT
MRCC

Volatility

PNNT vs. MRCC - Volatility Comparison

PennantPark Investment Corporation (PNNT) has a higher volatility of 15.69% compared to Monroe Capital Corporation (MRCC) at 14.34%. This indicates that PNNT's price experiences larger fluctuations and is considered to be riskier than MRCC 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%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.69%
14.34%
PNNT
MRCC

Financials

PNNT vs. MRCC - Financials Comparison

This section allows you to compare key financial metrics between PennantPark Investment Corporation and Monroe Capital 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