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

Correlation

The correlation between PSEC and MPW is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PSEC vs. MPW - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PSEC:

-0.93

MPW:

-0.00

Sortino Ratio

PSEC:

-0.99

MPW:

0.33

Omega Ratio

PSEC:

0.84

MPW:

1.04

Calmar Ratio

PSEC:

-0.56

MPW:

-0.04

Martin Ratio

PSEC:

-1.56

MPW:

-0.14

Ulcer Index

PSEC:

15.55%

MPW:

21.89%

Daily Std Dev

PSEC:

28.85%

MPW:

53.53%

Max Drawdown

PSEC:

-61.51%

MPW:

-84.50%

Current Drawdown

PSEC:

-40.16%

MPW:

-71.82%

Fundamentals

Market Cap

PSEC:

$1.63B

MPW:

$3.01B

EPS

PSEC:

-$0.86

MPW:

-$2.76

PEG Ratio

PSEC:

1.59

MPW:

1.93

PS Ratio

PSEC:

2.05

MPW:

3.03

PB Ratio

PSEC:

0.51

MPW:

0.62

Total Revenue (TTM)

PSEC:

$377.97M

MPW:

$948.03M

Gross Profit (TTM)

PSEC:

$179.62M

MPW:

$312.22M

EBITDA (TTM)

PSEC:

$152.08M

MPW:

$1.69B

Returns By Period

In the year-to-date period, PSEC achieves a -11.77% return, which is significantly lower than MPW's 28.54% return. Over the past 10 years, PSEC has outperformed MPW with an annualized return of 3.58%, while MPW has yielded a comparatively lower -2.83% annualized return.


PSEC

YTD

-11.77%

1M

2.93%

6M

-11.45%

1Y

-26.74%

5Y*

7.84%

10Y*

3.58%

MPW

YTD

28.54%

1M

-7.90%

6M

20.99%

1Y

-0.09%

5Y*

-14.20%

10Y*

-2.83%

*Annualized

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Risk-Adjusted Performance

PSEC vs. MPW — 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 99
Overall Rank
The Sharpe Ratio Rank of PSEC is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PSEC is 1212
Sortino Ratio Rank
The Omega Ratio Rank of PSEC is 99
Omega Ratio Rank
The Calmar Ratio Rank of PSEC is 1515
Calmar Ratio Rank
The Martin Ratio Rank of PSEC is 55
Martin Ratio Rank

MPW
The Risk-Adjusted Performance Rank of MPW is 4747
Overall Rank
The Sharpe Ratio Rank of MPW is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of MPW is 4545
Sortino Ratio Rank
The Omega Ratio Rank of MPW is 4444
Omega Ratio Rank
The Calmar Ratio Rank of MPW is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MPW is 4848
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. MPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prospect Capital Corporation (PSEC) and Medical Properties Trust, Inc. (MPW). 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 -0.93, which is lower than the MPW Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of PSEC and MPW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PSEC vs. MPW - Dividend Comparison

PSEC's dividend yield for the trailing twelve months is around 17.31%, more than MPW's 7.78% yield.


TTM20242023202220212020201920182017201620152014
PSEC
Prospect Capital Corporation
17.31%16.01%12.02%10.30%9.27%13.31%11.18%11.41%13.45%11.98%14.72%16.05%
MPW
Medical Properties Trust, Inc.
7.78%11.65%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%

Drawdowns

PSEC vs. MPW - Drawdown Comparison

The maximum PSEC drawdown since its inception was -61.51%, smaller than the maximum MPW drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for PSEC and MPW. For additional features, visit the drawdowns tool.


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Volatility

PSEC vs. MPW - Volatility Comparison

The current volatility for Prospect Capital Corporation (PSEC) is 8.32%, while Medical Properties Trust, Inc. (MPW) has a volatility of 11.23%. This indicates that PSEC experiences smaller price fluctuations and is considered to be less risky than MPW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PSEC vs. MPW - Financials Comparison

This section allows you to compare key financial metrics between Prospect Capital Corporation and Medical Properties Trust, 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


-100.00M0.00100.00M200.00M300.00M400.00M20212022202320242025
139.73M
223.80M
(PSEC) Total Revenue
(MPW) Total Revenue
Values in USD except per share items