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PRAA vs. BKLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRAA and BKLN is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PRAA vs. BKLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PRA Group, Inc. (PRAA) and Invesco Senior Loan ETF (BKLN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRAA:

-0.59

BKLN:

1.78

Sortino Ratio

PRAA:

-0.56

BKLN:

2.80

Omega Ratio

PRAA:

0.92

BKLN:

1.56

Calmar Ratio

PRAA:

-0.45

BKLN:

2.02

Martin Ratio

PRAA:

-1.57

BKLN:

13.58

Ulcer Index

PRAA:

22.84%

BKLN:

0.53%

Daily Std Dev

PRAA:

59.41%

BKLN:

4.04%

Max Drawdown

PRAA:

-80.90%

BKLN:

-24.17%

Current Drawdown

PRAA:

-77.99%

BKLN:

0.00%

Returns By Period

In the year-to-date period, PRAA achieves a -32.07% return, which is significantly lower than BKLN's 2.06% return. Over the past 10 years, PRAA has underperformed BKLN with an annualized return of -13.06%, while BKLN has yielded a comparatively higher 3.76% annualized return.


PRAA

YTD

-32.07%

1M

-22.84%

6M

-33.07%

1Y

-34.24%

3Y*

-27.35%

5Y*

-16.09%

10Y*

-13.06%

BKLN

YTD

2.06%

1M

1.62%

6M

2.44%

1Y

7.00%

3Y*

7.83%

5Y*

5.67%

10Y*

3.76%

*Annualized

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PRA Group, Inc.

Invesco Senior Loan ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PRAA vs. BKLN — Risk-Adjusted Performance Rank

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

PRAA
The Risk-Adjusted Performance Rank of PRAA is 1717
Overall Rank
The Sharpe Ratio Rank of PRAA is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of PRAA is 2121
Sortino Ratio Rank
The Omega Ratio Rank of PRAA is 1919
Omega Ratio Rank
The Calmar Ratio Rank of PRAA is 2222
Calmar Ratio Rank
The Martin Ratio Rank of PRAA is 44
Martin Ratio Rank

BKLN
The Risk-Adjusted Performance Rank of BKLN is 9494
Overall Rank
The Sharpe Ratio Rank of BKLN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BKLN is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BKLN is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BKLN is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BKLN is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRAA vs. BKLN - Risk-Adjusted Performance 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.


The current PRAA Sharpe Ratio is -0.59, which is lower than the BKLN Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of PRAA and BKLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 8.05%.


TTM20242023202220212020201920182017201620152014
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
8.05%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%4.12%

Drawdowns

PRAA vs. BKLN - Drawdown Comparison

The maximum PRAA drawdown since its inception was -80.90%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PRAA vs. BKLN - Volatility Comparison

PRA Group, Inc. (PRAA) has a higher volatility of 38.89% compared to Invesco Senior Loan ETF (BKLN) at 0.78%. 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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