PSEC vs. NLY
Compare and contrast key facts about Prospect Capital Corporation (PSEC) and Annaly Capital Management, Inc. (NLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSEC or NLY.
Key characteristics
| PSEC | NLY | |
|---|---|---|
| YTD Return | -18.47% | 13.03% |
| 1Y Return | -11.65% | 32.93% |
| 3Y Return (Ann) | -11.87% | -4.45% |
| 5Y Return (Ann) | 3.63% | 0.84% |
| 10Y Return (Ann) | 3.83% | 3.81% |
| Sharpe Ratio | -0.59 | 1.70 |
| Sortino Ratio | -0.62 | 2.34 |
| Omega Ratio | 0.90 | 1.30 |
| Calmar Ratio | -0.49 | 0.90 |
| Martin Ratio | -1.95 | 9.91 |
| Ulcer Index | 8.13% | 3.44% |
| Daily Std Dev | 26.41% | 20.11% |
| Max Drawdown | -61.51% | -60.09% |
| Current Drawdown | -32.43% | -17.50% |
Fundamentals
| PSEC | NLY | |
|---|---|---|
| Market Cap | $1.91B | $11.12B |
| EPS | $0.34 | -$0.08 |
| PEG Ratio | 1.59 | -3.61 |
| Total Revenue (TTM) | $566.93M | $680.19M |
| Gross Profit (TTM) | $394.29M | $641.92M |
| EBITDA (TTM) | $311.02M | $3.57B |
Correlation
The correlation between PSEC and NLY is 0.33, 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. NLY - Performance Comparison
In the year-to-date period, PSEC achieves a -18.47% return, which is significantly lower than NLY's 13.03% return. Both investments have delivered pretty close results over the past 10 years, with PSEC having a 3.83% annualized return and NLY not far behind at 3.81%. 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. NLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Prospect Capital Corporation (PSEC) and Annaly Capital Management, Inc. (NLY). 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. NLY - Dividend Comparison
PSEC's dividend yield for the trailing twelve months is around 16.44%, more than NLY's 13.11% 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% |
NLY Annaly Capital Management, Inc. | 13.11% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% | 11.10% | 15.05% |
Drawdowns
PSEC vs. NLY - Drawdown Comparison
The maximum PSEC drawdown since its inception was -61.51%, roughly equal to the maximum NLY drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for PSEC and NLY. For additional features, visit the drawdowns tool.
Volatility
PSEC vs. NLY - Volatility Comparison
Prospect Capital Corporation (PSEC) has a higher volatility of 16.43% compared to Annaly Capital Management, Inc. (NLY) at 5.37%. This indicates that PSEC's price experiences larger fluctuations and is considered to be riskier than NLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PSEC vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between Prospect Capital Corporation and Annaly Capital Management, 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