PRAA vs. BKLN
PRAA (PRA Group, Inc.) is a stock, while BKLN (Invesco Senior Loan ETF) is Bank Loan fund tracking the Morningstar LSTA US Leveraged Loan 100 Index. Over the past 10 years, PRAA returned -4.37%/yr vs 4.23%/yr for BKLN. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
PRAA vs. BKLN - Performance Comparison
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Returns By Period
In the year-to-date period, PRAA achieves a -1.81% return, which is significantly lower than BKLN's 0.65% return. Over the past 10 years, PRAA has underperformed BKLN with an annualized return of -4.37%, while BKLN has yielded a comparatively higher 4.23% annualized return.
PRAA
- 1D
- 0.12%
- 1M
- -4.98%
- 6M
- 35.81%
- YTD
- -1.81%
- 1Y
- 15.34%
- 3Y*
- -9.56%
- 5Y*
- -14.84%
- 10Y*
- -4.37%
- ALL TIME*
- 5.55%
BKLN
- 1D
- 0.05%
- 1M
- 0.73%
- 6M
- 1.39%
- YTD
- 0.65%
- 1Y
- 4.08%
- 3Y*
- 6.92%
- 5Y*
- 5.35%
- 10Y*
- 4.23%
- ALL TIME*
- 3.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $118.65M | $121.61M | $174.22M | |
PRAA PRA Group, Inc. | $6.27M | $5.90M | $10.72M |
PRAA vs. BKLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRAA PRA Group, Inc. | -1.81% | -15.32% | -20.27% | -22.44% | -32.72% | 26.60% | 9.26% | 48.95% | -26.60% | -15.09% |
BKLN Invesco Senior Loan ETF | 0.65% | 6.88% | 8.21% | 12.53% | -2.51% | 2.32% | 1.32% | 10.03% | -1.32% | 2.13% |
Correlation
The correlation between PRAA and BKLN is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2011 | 0.27 |
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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.
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.
| PRAA | BKLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.32 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 1.27 | -0.93 |
| Martin ratioReturn relative to average drawdown | 0.79 | 4.91 | -4.12 |
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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 | -42.34% | -3.07% | -39.27% |
Max Drawdown (3Y)Largest decline over 3 years | -62.79% | -3.55% | -59.24% |
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 | -73.05% | -0.05% | -73.00% |
Average DrawdownAverage peak-to-trough decline | -32.52% | -1.08% | -31.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.08% | 0.79% | +17.29% |
Volatility
PRAA vs. BKLN - Volatility Comparison
PRA Group, Inc. (PRAA) has a higher volatility of 13.36% compared to Invesco Senior Loan ETF (BKLN) at 0.34%. 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 | 13.36% | 0.34% | +13.02% |
Volatility (6M)Calculated over the trailing 6-month period | 45.75% | 2.53% | +43.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.06% | 2.77% | +56.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.30% | 4.47% | +45.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.75% | 6.41% | +40.34% |
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 6.53%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKLN Invesco Senior Loan ETF | 6.53% | 6.95% | 8.41% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.52% | 3.50% | 4.54% | 4.12% |
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% |
Frequently Asked Questions
PRAA and BKLN have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRAA has higher volatility (13.36%) compared to BKLN (0.34%). In terms of maximum drawdown, PRAA dropped -83.83% vs BKLN's -24.17%.
BKLN currently has the higher Sharpe Ratio (1.41 vs 0.24), 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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