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PSEC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSEC and SCHD is 0.46, 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.


-0.50.00.51.00.5

Performance

PSEC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prospect Capital Corporation (PSEC) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-18.89%
5.89%
PSEC
SCHD

Key characteristics

Sharpe Ratio

PSEC:

-0.82

SCHD:

0.95

Sortino Ratio

PSEC:

-0.95

SCHD:

1.42

Omega Ratio

PSEC:

0.85

SCHD:

1.17

Calmar Ratio

PSEC:

-0.63

SCHD:

1.34

Martin Ratio

PSEC:

-1.94

SCHD:

4.01

Ulcer Index

PSEC:

11.36%

SCHD:

2.66%

Daily Std Dev

PSEC:

27.11%

SCHD:

11.26%

Max Drawdown

PSEC:

-61.51%

SCHD:

-33.37%

Current Drawdown

PSEC:

-33.27%

SCHD:

-6.62%

Returns By Period

In the year-to-date period, PSEC achieves a -1.62% return, which is significantly lower than SCHD's 0.00% return. Over the past 10 years, PSEC has underperformed SCHD with an annualized return of 4.77%, while SCHD has yielded a comparatively higher 11.10% annualized return.


PSEC

YTD

-1.62%

1M

-2.85%

6M

-18.89%

1Y

-22.09%

5Y*

2.99%

10Y*

4.77%

SCHD

YTD

0.00%

1M

-3.85%

6M

5.89%

1Y

11.31%

5Y*

11.04%

10Y*

11.10%

*Annualized

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Risk-Adjusted Performance

PSEC vs. SCHD — 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 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PSEC is 1313
Sortino Ratio Rank
The Omega Ratio Rank of PSEC is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PSEC is 1212
Calmar Ratio Rank
The Martin Ratio Rank of PSEC is 11
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4747
Overall Rank
The Sharpe Ratio Rank of SCHD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4545
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. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prospect Capital Corporation (PSEC) and Schwab US Dividend Equity ETF (SCHD). 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 chart of Sharpe ratio for PSEC, currently valued at -0.82, compared to the broader market-4.00-2.000.002.00-0.820.95
The chart of Sortino ratio for PSEC, currently valued at -0.95, compared to the broader market-4.00-2.000.002.004.00-0.951.42
The chart of Omega ratio for PSEC, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.17
The chart of Calmar ratio for PSEC, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.631.34
The chart of Martin ratio for PSEC, currently valued at -1.94, compared to the broader market-10.000.0010.0020.00-1.944.01
PSEC
SCHD

The current PSEC Sharpe Ratio is -0.82, which is lower than the SCHD Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of PSEC and SCHD, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.82
0.95
PSEC
SCHD

Dividends

PSEC vs. SCHD - Dividend Comparison

PSEC's dividend yield for the trailing twelve months is around 16.27%, more than SCHD's 3.64% yield.


TTM20242023202220212020201920182017201620152014
PSEC
Prospect Capital Corporation
16.27%16.01%12.02%10.30%9.27%13.31%11.18%11.41%13.41%11.93%14.67%16.04%
SCHD
Schwab US Dividend Equity ETF
3.64%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

PSEC vs. SCHD - Drawdown Comparison

The maximum PSEC drawdown since its inception was -61.51%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PSEC and SCHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-33.27%
-6.62%
PSEC
SCHD

Volatility

PSEC vs. SCHD - Volatility Comparison

Prospect Capital Corporation (PSEC) has a higher volatility of 7.10% compared to Schwab US Dividend Equity ETF (SCHD) at 3.60%. This indicates that PSEC's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.10%
3.60%
PSEC
SCHD