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PRT vs. FSK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRT and FSK is 0.14, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

PRT vs. FSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PermRock Royalty Trust (PRT) and FS KKR Capital Corp. (FSK). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-50.30%
74.31%
PRT
FSK

Key characteristics

Sharpe Ratio

PRT:

0.26

FSK:

0.92

Sortino Ratio

PRT:

0.55

FSK:

1.35

Omega Ratio

PRT:

1.07

FSK:

1.20

Calmar Ratio

PRT:

0.13

FSK:

0.85

Martin Ratio

PRT:

0.95

FSK:

3.53

Ulcer Index

PRT:

8.45%

FSK:

5.48%

Daily Std Dev

PRT:

31.03%

FSK:

21.02%

Max Drawdown

PRT:

-91.42%

FSK:

-67.20%

Current Drawdown

PRT:

-54.58%

FSK:

-13.31%

Fundamentals

Market Cap

PRT:

$48.05M

FSK:

$5.65B

EPS

PRT:

$0.42

FSK:

$2.09

PE Ratio

PRT:

9.40

FSK:

9.65

PS Ratio

PRT:

7.86

FSK:

3.28

PB Ratio

PRT:

0.65

FSK:

0.85

Total Revenue (TTM)

PRT:

$4.71M

FSK:

$740.00M

Gross Profit (TTM)

PRT:

$4.71M

FSK:

$917.00M

EBITDA (TTM)

PRT:

$4.04M

FSK:

$216.57M

Returns By Period

In the year-to-date period, PRT achieves a 15.37% return, which is significantly higher than FSK's -3.97% return.


PRT

YTD

15.37%

1M

-7.92%

6M

3.01%

1Y

8.80%

5Y*

25.93%

10Y*

N/A

FSK

YTD

-3.97%

1M

-4.36%

6M

4.22%

1Y

19.91%

5Y*

24.03%

10Y*

5.41%

*Annualized

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Risk-Adjusted Performance

PRT vs. FSK — Risk-Adjusted Performance Rank

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

PRT
The Risk-Adjusted Performance Rank of PRT is 5959
Overall Rank
The Sharpe Ratio Rank of PRT is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of PRT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of PRT is 5353
Omega Ratio Rank
The Calmar Ratio Rank of PRT is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PRT is 6464
Martin Ratio Rank

FSK
The Risk-Adjusted Performance Rank of FSK is 8080
Overall Rank
The Sharpe Ratio Rank of FSK is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FSK is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FSK is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FSK is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FSK is 8282
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.

PRT vs. FSK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PermRock Royalty Trust (PRT) and FS KKR Capital Corp. (FSK). 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 chart of Sharpe ratio for PRT, currently valued at 0.26, compared to the broader market-2.00-1.000.001.002.003.00
PRT: 0.26
FSK: 0.92
The chart of Sortino ratio for PRT, currently valued at 0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
PRT: 0.55
FSK: 1.35
The chart of Omega ratio for PRT, currently valued at 1.07, compared to the broader market0.501.001.502.00
PRT: 1.07
FSK: 1.20
The chart of Calmar ratio for PRT, currently valued at 0.13, compared to the broader market0.001.002.003.004.005.00
PRT: 0.13
FSK: 0.85
The chart of Martin ratio for PRT, currently valued at 0.95, compared to the broader market-5.000.005.0010.0015.0020.00
PRT: 0.95
FSK: 3.53

The current PRT Sharpe Ratio is 0.26, which is lower than the FSK Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PRT and FSK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.26
0.92
PRT
FSK

Dividends

PRT vs. FSK - Dividend Comparison

PRT's dividend yield for the trailing twelve months is around 11.42%, less than FSK's 14.13% yield.


TTM20242023202220212020201920182017201620152014
PRT
PermRock Royalty Trust
11.42%12.05%11.65%13.11%8.67%5.98%13.51%21.66%0.00%0.00%0.00%0.00%
FSK
FS KKR Capital Corp.
14.13%13.35%15.02%15.20%11.80%15.46%12.40%16.41%11.69%8.66%9.92%8.91%

Drawdowns

PRT vs. FSK - Drawdown Comparison

The maximum PRT drawdown since its inception was -91.42%, which is greater than FSK's maximum drawdown of -67.20%. Use the drawdown chart below to compare losses from any high point for PRT and FSK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-54.58%
-13.31%
PRT
FSK

Volatility

PRT vs. FSK - Volatility Comparison

The current volatility for PermRock Royalty Trust (PRT) is 13.15%, while FS KKR Capital Corp. (FSK) has a volatility of 14.96%. This indicates that PRT experiences smaller price fluctuations and is considered to be less risky than FSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.15%
14.96%
PRT
FSK

Financials

PRT vs. FSK - Financials Comparison

This section allows you to compare key financial metrics between PermRock Royalty Trust and FS KKR Capital 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


Values in USD except per share items