PortfoliosLab logoPortfoliosLab logo
PNNT vs. USD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PNNT vs. USD - Performance Comparison

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

Loading graphics...

PNNT vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PNNT
PennantPark Investment Corporation
-23.23%-2.96%16.56%37.25%-8.90%61.71%-17.99%14.30%2.05%-0.65%
USD
ProShares Ultra Semiconductors
-4.90%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Returns By Period

In the year-to-date period, PNNT achieves a -23.23% return, which is significantly lower than USD's -4.90% return. Over the past 10 years, PNNT has underperformed USD with an annualized return of 8.85%, while USD has yielded a comparatively higher 50.62% annualized return.


PNNT

1D
-2.67%
1M
-12.47%
YTD
-23.23%
6M
-27.74%
1Y
-27.99%
3Y*
7.82%
5Y*
6.69%
10Y*
8.85%

USD

1D
4.03%
1M
-7.90%
YTD
-4.90%
6M
-1.21%
1Y
145.25%
3Y*
90.90%
5Y*
44.58%
10Y*
50.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PNNT vs. USD — Risk / Return Rank

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

PNNT
PNNT Risk / Return Rank: 66
Overall Rank
PNNT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PNNT Sortino Ratio Rank: 77
Sortino Ratio Rank
PNNT Omega Ratio Rank: 77
Omega Ratio Rank
PNNT Calmar Ratio Rank: 1212
Calmar Ratio Rank
PNNT Martin Ratio Rank: 22
Martin Ratio Rank

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
Omega Ratio Rank
USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
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. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PennantPark Investment Corporation (PNNT) and ProShares Ultra Semiconductors (USD). 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.


PNNTUSDDifference

Sharpe ratio

Return per unit of total volatility

-1.01

1.90

-2.91

Sortino ratio

Return per unit of downside risk

-1.34

2.44

-3.78

Omega ratio

Gain probability vs. loss probability

0.83

1.34

-0.51

Calmar ratio

Return relative to maximum drawdown

-0.79

4.67

-5.46

Martin ratio

Return relative to average drawdown

-1.97

12.81

-14.78

PNNT vs. USD - Sharpe Ratio Comparison

The current PNNT Sharpe Ratio is -1.01, which is lower than the USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of PNNT and USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PNNTUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.01

1.90

-2.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.59

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.74

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.41

-0.26

Correlation

The correlation between PNNT and USD is 0.37, 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.


Dividends

PNNT vs. USD - Dividend Comparison

PNNT's dividend yield for the trailing twelve months is around 21.97%, more than USD's 0.48% yield.


TTM20252024202320222021202020192018201720162015
PNNT
PennantPark Investment Corporation
21.97%16.11%12.85%11.65%10.43%6.93%11.71%11.03%11.30%10.42%14.62%18.12%
USD
ProShares Ultra Semiconductors
0.48%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Drawdowns

PNNT vs. USD - Drawdown Comparison

The maximum PNNT drawdown since its inception was -82.16%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for PNNT and USD.


Loading graphics...

Drawdown Indicators


PNNTUSDDifference

Max Drawdown

Largest peak-to-trough decline

-82.16%

-88.63%

+6.47%

Max Drawdown (1Y)

Largest decline over 1 year

-34.80%

-31.80%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-77.85%

+43.05%

Max Drawdown (10Y)

Largest decline over 10 years

-69.14%

-77.85%

+8.71%

Current Drawdown

Current decline from peak

-34.65%

-21.24%

-13.41%

Average Drawdown

Average peak-to-trough decline

-15.10%

-32.60%

+17.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.95%

11.60%

+2.35%

Volatility

PNNT vs. USD - Volatility Comparison

The current volatility for PennantPark Investment Corporation (PNNT) is 11.47%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.67%. This indicates that PNNT experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PNNTUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

21.67%

-10.20%

Volatility (6M)

Calculated over the trailing 6-month period

19.93%

48.73%

-28.80%

Volatility (1Y)

Calculated over the trailing 1-year period

27.77%

77.08%

-49.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.20%

76.24%

-53.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.55%

68.85%

-36.30%