PNNT vs. PG
PNNT (PennantPark Investment Corporation) and PG (The Procter & Gamble Company) are both stocks. PNNT operates in Asset Management (Financial Services), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, PNNT returned 7.07%/yr vs 8.96%/yr for PG. At a 0.22 correlation, their price movements are largely independent.
Performance
PNNT vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, PNNT achieves a -29.84% return, which is significantly lower than PG's 5.93% return. Over the past 10 years, PNNT has underperformed PG with an annualized return of 7.07%, while PG has yielded a comparatively higher 8.96% annualized return.
PNNT
- 1D
- 1.58%
- 1M
- -8.53%
- YTD
- -29.84%
- 6M
- -27.65%
- 1Y
- -33.82%
- 3Y*
- 0.38%
- 5Y*
- 0.83%
- 10Y*
- 7.07%
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
PNNT vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PNNT PennantPark Investment Corporation | -29.84% | -2.96% | 16.56% | 37.25% | -8.90% | 61.71% | -17.99% | 14.30% | 2.05% | -0.65% |
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between PNNT and PG is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.22 |
The correlation between PNNT and PG shifts across timeframes, from -0.02 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PNNT:
$302.41
PG:
$5.23
PNNT:
0.01
PG:
28.63
PNNT:
0.00
PG:
7.00
PNNT:
2.20
PG:
4.20
PNNT:
$85.01M
PG:
$86.72B
PNNT:
$24.12M
PG:
$43.64B
PNNT:
$16.10M
PG:
$22.63B
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Return for Risk
PNNT vs. PG — Risk / Return Rank
PNNT
PG
PNNT vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PennantPark Investment Corporation (PNNT) and The Procter & Gamble Company (PG). 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.
| PNNT | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.97 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.37 | -0.43 |
| Martin ratioReturn relative to average drawdown | -1.65 | -0.68 | -0.96 |
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Drawdowns
PNNT vs. PG - Drawdown Comparison
The maximum PNNT drawdown since its inception was -82.16%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for PNNT and PG.
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Drawdown Indicators
| PNNT | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.16% | -54.25% | -27.91% |
Max Drawdown (1Y)Largest decline over 1 year | -42.61% | -15.52% | -27.09% |
Max Drawdown (3Y)Largest decline over 3 years | -42.61% | -21.15% | -21.46% |
Max Drawdown (5Y)Largest decline over 5 years | -42.61% | -23.77% | -18.84% |
Max Drawdown (10Y)Largest decline over 10 years | -69.14% | -23.77% | -45.37% |
Current DrawdownCurrent decline from peak | -40.28% | -13.29% | -26.99% |
Average DrawdownAverage peak-to-trough decline | -15.29% | -12.16% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.58% | 8.80% | +11.78% |
Volatility
PNNT vs. PG - Volatility Comparison
PennantPark Investment Corporation (PNNT) has a higher volatility of 9.97% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that PNNT's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PNNT | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.97% | 6.99% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 23.95% | 15.01% | +8.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.06% | 18.78% | +8.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.79% | 17.82% | +5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.76% | 19.05% | +13.71% |
Dividends
PNNT vs. PG - Dividend Comparison
PNNT's dividend yield for the trailing twelve months is around 24.94%, more than PG's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
PNNT PennantPark Investment Corporation | 24.94% | 16.11% | 12.85% | 11.65% | 10.43% | 6.93% | 11.71% | 11.03% | 11.30% | 10.42% | 14.62% | 18.12% |
Financials
PNNT vs. PG - Financials Comparison
This section allows you to compare key financial metrics between PennantPark Investment Corporation and The Procter & Gamble Company. 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
PNNT and PG have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PNNT has higher volatility (9.97%) compared to PG (6.99%). In terms of maximum drawdown, PNNT dropped -82.16% vs PG's -54.25%.
PG currently has the higher Sharpe Ratio (-0.30 vs -1.25), 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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