PRAA vs. BKLN
Compare and contrast key facts about PRA Group, Inc. (PRAA) and Invesco Senior Loan ETF (BKLN).
BKLN is a passively managed fund by Invesco that tracks the performance of the S&P/LSTA U.S. Leveraged Loan 100 Index. It was launched on Mar 3, 2011.
Performance
PRAA vs. BKLN - Performance Comparison
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PRAA vs. BKLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRAA PRA Group, Inc. | 0.51% | -15.32% | -20.27% | -22.44% | -32.72% | 26.60% | 9.26% | 48.95% | -26.60% | -15.09% |
BKLN Invesco Senior Loan ETF | -1.08% | 6.88% | 8.21% | 12.53% | -2.51% | 2.32% | 1.32% | 10.03% | -1.32% | 2.13% |
Returns By Period
In the year-to-date period, PRAA achieves a 0.51% return, which is significantly higher than BKLN's -1.08% return. Over the past 10 years, PRAA has underperformed BKLN with an annualized return of -4.75%, while BKLN has yielded a comparatively higher 4.40% annualized return.
PRAA
- 1D
- 1.60%
- 1M
- 6.15%
- YTD
- 0.51%
- 6M
- 16.90%
- 1Y
- -16.72%
- 3Y*
- -23.01%
- 5Y*
- -13.95%
- 10Y*
- -4.75%
BKLN
- 1D
- 0.20%
- 1M
- 1.76%
- YTD
- -1.08%
- 6M
- 0.99%
- 1Y
- 5.72%
- 3Y*
- 7.64%
- 5Y*
- 5.07%
- 10Y*
- 4.40%
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Return for Risk
PRAA vs. BKLN — Risk / Return Rank
PRAA
BKLN
PRAA vs. BKLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PRA Group, Inc. (PRAA) and Invesco Senior Loan ETF (BKLN). 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.
| PRAA | BKLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.26 | 1.34 | -1.60 |
Sortino ratioReturn per unit of downside risk | 0.08 | 2.10 | -2.02 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.38 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.91 | -2.17 |
Martin ratioReturn relative to average drawdown | -0.46 | 7.18 | -7.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRAA | BKLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | 1.34 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | 1.14 | -1.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.68 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.63 | -0.51 |
Correlation
The correlation between PRAA and BKLN is 0.27, 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
PRAA vs. BKLN - Dividend Comparison
PRAA has not paid dividends to shareholders, while BKLN's dividend yield for the trailing twelve months is around 7.04%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRAA PRA Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BKLN Invesco Senior Loan ETF | 7.04% | 6.95% | 8.41% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.52% | 3.50% | 4.54% | 4.12% |
Drawdowns
PRAA vs. BKLN - Drawdown Comparison
The maximum PRAA drawdown since its inception was -83.83%, which is greater than BKLN's maximum drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for PRAA and BKLN.
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Drawdown Indicators
| PRAA | BKLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.83% | -24.17% | -59.66% |
Max Drawdown (1Y)Largest decline over 1 year | -52.55% | -3.07% | -49.48% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -7.31% | -72.04% |
Max Drawdown (10Y)Largest decline over 10 years | -79.35% | -24.17% | -55.18% |
Current DrawdownCurrent decline from peak | -72.42% | -1.36% | -71.06% |
Average DrawdownAverage peak-to-trough decline | -31.96% | -1.10% | -30.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.65% | 0.82% | +28.83% |
Volatility
PRAA vs. BKLN - Volatility Comparison
PRA Group, Inc. (PRAA) has a higher volatility of 16.06% compared to Invesco Senior Loan ETF (BKLN) at 1.75%. This indicates that PRAA's price experiences larger fluctuations and is considered to be riskier than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRAA | BKLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.06% | 1.75% | +14.31% |
Volatility (6M)Calculated over the trailing 6-month period | 47.13% | 2.43% | +44.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.50% | 4.27% | +61.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.55% | 4.46% | +44.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.69% | 6.44% | +40.25% |