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PSEC vs. CME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PSEC and CME is 0.25, 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: 0.2

Performance

PSEC vs. CME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prospect Capital Corporation (PSEC) and CME Group Inc. (CME). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
166.59%
2,023.67%
PSEC
CME

Key characteristics

Sharpe Ratio

PSEC:

-0.61

CME:

1.85

Sortino Ratio

PSEC:

-0.66

CME:

2.56

Omega Ratio

PSEC:

0.90

CME:

1.32

Calmar Ratio

PSEC:

-0.43

CME:

2.09

Martin Ratio

PSEC:

-1.29

CME:

7.43

Ulcer Index

PSEC:

11.82%

CME:

4.13%

Daily Std Dev

PSEC:

25.12%

CME:

16.58%

Max Drawdown

PSEC:

-61.51%

CME:

-77.50%

Current Drawdown

PSEC:

-34.23%

CME:

0.00%

Fundamentals

Market Cap

PSEC:

$1.81B

CME:

$96.71B

EPS

PSEC:

-$0.21

CME:

$9.66

PEG Ratio

PSEC:

1.59

CME:

8.30

Total Revenue (TTM)

PSEC:

$372.02M

CME:

$4.64B

Gross Profit (TTM)

PSEC:

$313.39M

CME:

$4.00B

EBITDA (TTM)

PSEC:

$114.40M

CME:

$3.61B

Returns By Period

In the year-to-date period, PSEC achieves a -3.04% return, which is significantly lower than CME's 16.13% return. Over the past 10 years, PSEC has underperformed CME with an annualized return of 4.40%, while CME has yielded a comparatively higher 15.89% annualized return.


PSEC

YTD

-3.04%

1M

-5.89%

6M

-18.34%

1Y

-15.76%

5Y*

13.38%

10Y*

4.40%

CME

YTD

16.13%

1M

7.03%

6M

23.83%

1Y

32.43%

5Y*

13.67%

10Y*

15.89%

*Annualized

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Risk-Adjusted Performance

PSEC vs. CME — Risk-Adjusted Performance Rank

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

PSEC
The Risk-Adjusted Performance Rank of PSEC is 2222
Overall Rank
The Sharpe Ratio Rank of PSEC is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of PSEC is 2323
Sortino Ratio Rank
The Omega Ratio Rank of PSEC is 2020
Omega Ratio Rank
The Calmar Ratio Rank of PSEC is 2828
Calmar Ratio Rank
The Martin Ratio Rank of PSEC is 2020
Martin Ratio Rank

CME
The Risk-Adjusted Performance Rank of CME is 9292
Overall Rank
The Sharpe Ratio Rank of CME is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of CME is 9191
Sortino Ratio Rank
The Omega Ratio Rank of CME is 8989
Omega Ratio Rank
The Calmar Ratio Rank of CME is 9494
Calmar Ratio Rank
The Martin Ratio Rank of CME is 9292
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.

PSEC vs. CME - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PSEC, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.00
PSEC: -0.61
CME: 1.85
The chart of Sortino ratio for PSEC, currently valued at -0.66, compared to the broader market-6.00-4.00-2.000.002.004.00
PSEC: -0.66
CME: 2.56
The chart of Omega ratio for PSEC, currently valued at 0.90, compared to the broader market0.501.001.502.00
PSEC: 0.90
CME: 1.32
The chart of Calmar ratio for PSEC, currently valued at -0.43, compared to the broader market0.001.002.003.004.005.00
PSEC: -0.43
CME: 2.09
The chart of Martin ratio for PSEC, currently valued at -1.29, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
PSEC: -1.29
CME: 7.43

The current PSEC Sharpe Ratio is -0.61, which is lower than the CME Sharpe Ratio of 1.85. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.61
1.85
PSEC
CME

Dividends

PSEC vs. CME - Dividend Comparison

PSEC's dividend yield for the trailing twelve months is around 15.93%, more than CME's 3.91% yield.


TTM20242023202220212020201920182017201620152014
PSEC
Prospect Capital Corporation
15.93%16.01%12.02%10.30%9.27%13.31%11.18%11.41%13.41%11.93%14.67%16.04%
CME
CME Group Inc.
3.91%4.48%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%4.38%

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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.23%
0
PSEC
CME

Volatility

PSEC vs. CME - Volatility Comparison

The current volatility for Prospect Capital Corporation (PSEC) is 4.54%, while CME Group Inc. (CME) has a volatility of 5.26%. This indicates that PSEC experiences smaller price fluctuations and is considered to be less risky than CME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
4.54%
5.26%
PSEC
CME

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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