PSEC vs. KO
Compare and contrast key facts about Prospect Capital Corporation (PSEC) and The Coca-Cola Company (KO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSEC or KO.
Key characteristics
| PSEC | KO | |
|---|---|---|
| YTD Return | -18.47% | 9.97% |
| 1Y Return | -11.65% | 15.16% |
| 3Y Return (Ann) | -11.87% | 7.04% |
| 5Y Return (Ann) | 3.63% | 7.16% |
| 10Y Return (Ann) | 3.83% | 7.39% |
| Sharpe Ratio | -0.59 | 1.23 |
| Sortino Ratio | -0.62 | 1.78 |
| Omega Ratio | 0.90 | 1.22 |
| Calmar Ratio | -0.49 | 1.21 |
| Martin Ratio | -1.95 | 5.25 |
| Ulcer Index | 8.13% | 2.91% |
| Daily Std Dev | 26.41% | 12.44% |
| Max Drawdown | -61.51% | -40.60% |
| Current Drawdown | -32.43% | -12.62% |
Fundamentals
| PSEC | KO | |
|---|---|---|
| Market Cap | $1.91B | $272.94B |
| EPS | $0.34 | $2.41 |
| PE Ratio | 12.88 | 26.29 |
| PEG Ratio | 1.59 | 2.70 |
| Total Revenue (TTM) | $566.93M | $46.37B |
| Gross Profit (TTM) | $394.29M | $28.02B |
| EBITDA (TTM) | $311.02M | $11.65B |
Correlation
The correlation between PSEC and KO 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.
Performance
PSEC vs. KO - Performance Comparison
In the year-to-date period, PSEC achieves a -18.47% return, which is significantly lower than KO's 9.97% return. Over the past 10 years, PSEC has underperformed KO with an annualized return of 3.83%, while KO has yielded a comparatively higher 7.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PSEC vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Prospect Capital Corporation (PSEC) and The Coca-Cola Company (KO). 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.
Dividends
PSEC vs. KO - Dividend Comparison
PSEC's dividend yield for the trailing twelve months is around 16.44%, more than KO's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSEC Prospect Capital Corporation | 16.44% | 12.02% | 10.30% | 9.27% | 13.31% | 11.18% | 11.41% | 13.41% | 11.93% | 14.67% | 16.04% | 11.76% |
KO The Coca-Cola Company | 3.02% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
PSEC vs. KO - Drawdown Comparison
The maximum PSEC drawdown since its inception was -61.51%, which is greater than KO's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for PSEC and KO. For additional features, visit the drawdowns tool.
Volatility
PSEC vs. KO - Volatility Comparison
Prospect Capital Corporation (PSEC) has a higher volatility of 16.43% compared to The Coca-Cola Company (KO) at 4.42%. This indicates that PSEC's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PSEC vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Prospect Capital Corporation and The Coca-Cola Company. 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