PSEC vs. CME

In the year-to-date period, PSEC achieves a -11.65% return, which is significantly lower than CME's 15.24% return. Over the past 10 years, PSEC has underperformed CME with an annualized return of 3.42%, while CME has yielded a comparatively higher 16.14% annualized return.

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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.

The current PSEC Sharpe Ratio is -0.81, which is lower than the CME Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of PSEC and CME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PSEC's dividend yield for the trailing twelve months is around 15.85%, more than CME's 3.94% yield.

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. For additional features, visit the drawdowns tool.

Prospect Capital Corporation (PSEC) has a higher volatility of 14.91% compared to CME Group Inc. (CME) at 7.40%. 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.

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.