PSEC vs. CME
PSEC (Prospect Capital Corporation) and CME (CME Group Inc.) are both stocks. Both are in the Financial Services sector — PSEC in Asset Management, CME in Financial Data & Stock Exchanges. Over the past 10 years, PSEC returned -1.34%/yr vs 14.32%/yr for CME. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
PSEC vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, PSEC achieves a -7.97% return, which is significantly lower than CME's 0.93% return. Over the past 10 years, PSEC has underperformed CME with an annualized return of -1.34%, while CME has yielded a comparatively higher 14.32% annualized return.
PSEC
- 1D
- -0.93%
- 1M
- -3.39%
- 6M
- -15.30%
- YTD
- -7.97%
- 1Y
- -12.70%
- 3Y*
- -19.12%
- 5Y*
- -12.77%
- 10Y*
- -1.34%
- ALL TIME*
- 2.64%
CME
- 1D
- 0.21%
- 1M
- 13.18%
- 6M
- -4.65%
- YTD
- 0.93%
- 1Y
- -0.91%
- 3Y*
- 15.08%
- 5Y*
- 9.26%
- 10Y*
- 14.32%
- ALL TIME*
- 19.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $710.10M | $709.21M | $863.92M | |
| $9.66M | $10.26M | $12.77M |
PSEC vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSEC Prospect Capital Corporation | -7.97% | -28.86% | -18.16% | -4.13% | -8.61% | 70.00% | -3.54% | 13.83% | 4.09% | -9.44% |
CME CME Group Inc. | 0.93% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between PSEC and CME is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2004 | 0.23 |
The correlation between PSEC and CME shifts across timeframes, from -0.12 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PSEC:
$1.07B
CME:
$96.29B
PSEC:
-$0.31
CME:
$11.82
PSEC:
4.27
CME:
14.29
PSEC:
$151.90M
CME:
$6.77B
PSEC:
-$59.07M
CME:
$5.55B
PSEC:
-$94.23M
CME:
$5.37B
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Return for Risk
PSEC vs. CME — Risk / Return Rank
PSEC
CME
PSEC vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prospect Capital Corporation (PSEC) and CME Group Inc. (CME). 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.
| PSEC | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.02 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.00 | -0.63 |
| Martin ratioReturn relative to average drawdown | -1.35 | -0.00 | -1.35 |
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Drawdowns
PSEC vs. CME - Drawdown Comparison
The maximum PSEC drawdown since its inception was -61.51%, smaller than the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for PSEC and CME.
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Drawdown Indicators
| PSEC | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.51% | -77.50% | +15.99% |
Max Drawdown (1Y)Largest decline over 1 year | -25.88% | -31.09% | +5.21% |
Max Drawdown (3Y)Largest decline over 3 years | -50.53% | -31.09% | -19.44% |
Max Drawdown (5Y)Largest decline over 5 years | -57.21% | -31.74% | -25.47% |
Max Drawdown (10Y)Largest decline over 10 years | -57.21% | -37.36% | -19.85% |
Current DrawdownCurrent decline from peak | -55.59% | -15.58% | -40.01% |
Average DrawdownAverage peak-to-trough decline | -15.88% | -20.69% | +4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.76% | 10.72% | +2.04% |
Volatility
PSEC vs. CME - Volatility Comparison
Prospect Capital Corporation (PSEC) has a higher volatility of 9.43% compared to CME Group Inc. (CME) at 7.71%. This indicates that PSEC's price experiences larger fluctuations and is considered to be riskier than CME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSEC | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.43% | 7.71% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 27.11% | 19.93% | +7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.80% | 23.51% | +11.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.17% | 20.66% | +7.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.53% | 24.14% | +3.39% |
Dividends
PSEC vs. CME - Dividend Comparison
PSEC's dividend yield for the trailing twelve months is around 23.94%, more than CME's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.20% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
PSEC Prospect Capital Corporation | 23.94% | 20.85% | 16.01% | 12.02% | 10.30% | 8.56% | 13.31% | 11.18% | 11.41% | 13.45% | 11.98% | 14.72% |
Financials
PSEC vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Prospect Capital Corporation and CME Group Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
PSEC vs. CME - Profitability Comparison
PSEC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Prospect Capital Corporation reported a gross profit of 0.00 and revenue of 123.07M. Therefore, the gross margin over that period was 0.0%.
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, CME Group Inc. reported a gross profit of 1.18B and revenue of 1.71B. Therefore, the gross margin over that period was 69.3%.
PSEC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Prospect Capital Corporation reported an operating income of 0.00 and revenue of 123.07M, resulting in an operating margin of 0.0%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, CME Group Inc. reported an operating income of 1.11B and revenue of 1.71B, resulting in an operating margin of 64.9%.
PSEC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Prospect Capital Corporation reported a net income of 0.00 and revenue of 123.07M, resulting in a net margin of 0.0%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, CME Group Inc. reported a net income of 1.04B and revenue of 1.71B, resulting in a net margin of 61.1%.
Frequently Asked Questions
PSEC and CME have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSEC has higher volatility (9.43%) compared to CME (7.71%). In terms of maximum drawdown, PSEC dropped -61.51% vs CME's -77.50%.
CME currently has the higher Sharpe Ratio (-0.00 vs -0.47), 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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