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PNNT vs. RWAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PNNT vs. RWAY - Performance Comparison

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

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Returns By Period

In the year-to-date period, PNNT achieves a -37.84% return, which is significantly lower than RWAY's -34.08% return.


PNNT

1D
-2.62%
1M
-10.24%
YTD
-37.84%
6M
-36.56%
1Y
-41.21%
3Y*
-2.86%
5Y*
-1.46%
10Y*
5.25%

RWAY

1D
-3.77%
1M
-15.19%
YTD
-34.08%
6M
-32.96%
1Y
-38.91%
3Y*
-10.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PNNT vs. RWAY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PNNT
PennantPark Investment Corporation
-37.84%-2.96%16.56%37.25%-8.90%3.76%
RWAY
Runway Growth Finance Corp.
-34.08%-6.56%1.65%25.73%-0.61%1.77%

Correlation

The correlation between PNNT and RWAY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2021

0.42

The correlation between PNNT and RWAY has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.

Fundamentals

EPS

PNNT:

$302.41

RWAY:

$0.88

PE Ratio

PNNT:

0.01

RWAY:

6.09

PEG Ratio

PNNT:

0.00

RWAY:

1.22

PS Ratio

PNNT:

1.91

RWAY:

1.77

Total Revenue (TTM)

PNNT:

$85.01M

RWAY:

$110.63M

Gross Profit (TTM)

PNNT:

$24.12M

RWAY:

$105.16M

EBITDA (TTM)

PNNT:

$16.10M

RWAY:

$74.86M

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Return for Risk

PNNT vs. RWAY — Risk / Return Rank

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

PNNT
PNNT Risk / Return Rank: 33
Overall Rank
PNNT Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PNNT Sortino Ratio Rank: 22
Sortino Ratio Rank
PNNT Omega Ratio Rank: 22
Omega Ratio Rank
PNNT Calmar Ratio Rank: 88
Calmar Ratio Rank
PNNT Martin Ratio Rank: 11
Martin Ratio Rank

RWAY
RWAY Risk / Return Rank: 33
Overall Rank
RWAY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RWAY Sortino Ratio Rank: 22
Sortino Ratio Rank
RWAY Omega Ratio Rank: 33
Omega Ratio Rank
RWAY Calmar Ratio Rank: 88
Calmar Ratio Rank
RWAY 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.

PNNT vs. RWAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PennantPark Investment Corporation (PNNT) and Runway Growth Finance Corp. (RWAY). 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.


PNNTRWAYDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

0.73

0.74

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.88

0.00

Martin ratioReturn relative to average drawdown

-1.92

-1.87

-0.05

PNNT vs. RWAY - Sharpe Ratio Comparison

The current PNNT Sharpe Ratio is -1.49, which is comparable to the RWAY Sharpe Ratio of -1.48. The chart below compares the historical Sharpe Ratios of PNNT and RWAY, 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

PNNT vs. RWAY - Drawdown Comparison

The maximum PNNT drawdown since its inception was -82.16%, which is greater than RWAY's maximum drawdown of -44.31%. Use the drawdown chart below to compare losses from any high point for PNNT and RWAY.


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Drawdown Indicators


PNNTRWAYDifference

Max Drawdown

Largest peak-to-trough decline

-82.16%

-44.31%

-37.85%

Max Drawdown (1Y)

Largest decline over 1 year

-47.09%

-44.31%

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-47.09%

-44.31%

-2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-47.09%

Max Drawdown (10Y)

Largest decline over 10 years

-69.14%

Current Drawdown

Current decline from peak

-47.09%

-44.31%

-2.78%

Average Drawdown

Average peak-to-trough decline

-15.32%

-10.90%

-4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.48%

20.85%

+0.63%

Volatility

PNNT vs. RWAY - Volatility Comparison

The current volatility for PennantPark Investment Corporation (PNNT) is 10.36%, while Runway Growth Finance Corp. (RWAY) has a volatility of 11.34%. This indicates that PNNT experiences smaller price fluctuations and is considered to be less risky than RWAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PNNTRWAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

11.34%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

24.20%

22.66%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

27.71%

26.35%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.65%

28.66%

-5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.83%

28.66%

+4.17%

Dividends

PNNT vs. RWAY - Dividend Comparison

PNNT's dividend yield for the trailing twelve months is around 28.74%, more than RWAY's 25.19% yield.


PositionTTM20252024202320222021202020192018201720162015
PNNT
PennantPark Investment Corporation
28.74%16.11%12.85%11.65%10.43%6.93%11.71%11.03%11.30%10.42%14.62%18.12%
RWAY
Runway Growth Finance Corp.
25.19%15.68%16.33%14.34%10.87%1.95%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PNNT vs. RWAY - Financials Comparison

This section allows you to compare key financial metrics between PennantPark Investment Corporation and Runway Growth Finance 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


-60.00M-40.00M-20.00M0.0020.00M40.00M20222023202420252026
27.25M
29.45M
(PNNT) Total Revenue
(RWAY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PNNT and RWAY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RWAY has higher volatility (11.34%) compared to PNNT (10.36%). In terms of maximum drawdown, PNNT dropped -82.16% vs RWAY's -44.31%.

RWAY currently has the higher Sharpe Ratio (-1.48 vs -1.49), 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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