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

Correlation

The correlation between PSEC and XLRE 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PSEC vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prospect Capital Corporation (PSEC) and Real Estate Select Sector SPDR Fund (XLRE). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
44.24%
92.56%
PSEC
XLRE

Key characteristics

Sharpe Ratio

PSEC:

-0.74

XLRE:

1.10

Sortino Ratio

PSEC:

-0.84

XLRE:

1.56

Omega Ratio

PSEC:

0.87

XLRE:

1.21

Calmar Ratio

PSEC:

-0.49

XLRE:

0.81

Martin Ratio

PSEC:

-1.46

XLRE:

3.77

Ulcer Index

PSEC:

14.56%

XLRE:

5.27%

Daily Std Dev

PSEC:

28.82%

XLRE:

18.16%

Max Drawdown

PSEC:

-61.56%

XLRE:

-38.83%

Current Drawdown

PSEC:

-40.82%

XLRE:

-9.63%

Returns By Period

In the year-to-date period, PSEC achieves a -12.74% return, which is significantly lower than XLRE's 3.76% return.


PSEC

YTD

-12.74%

1M

-1.50%

6M

-25.22%

1Y

-21.59%

5Y*

9.74%

10Y*

3.70%

XLRE

YTD

3.76%

1M

7.62%

6M

-0.21%

1Y

17.20%

5Y*

8.47%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PSEC vs. XLRE — 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 1313
Overall Rank
The Sharpe Ratio Rank of PSEC is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of PSEC is 1515
Sortino Ratio Rank
The Omega Ratio Rank of PSEC is 1212
Omega Ratio Rank
The Calmar Ratio Rank of PSEC is 1919
Calmar Ratio Rank
The Martin Ratio Rank of PSEC is 88
Martin Ratio Rank

XLRE
The Risk-Adjusted Performance Rank of XLRE is 7777
Overall Rank
The Sharpe Ratio Rank of XLRE is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of XLRE is 7979
Sortino Ratio Rank
The Omega Ratio Rank of XLRE is 7878
Omega Ratio Rank
The Calmar Ratio Rank of XLRE is 7272
Calmar Ratio Rank
The Martin Ratio Rank of XLRE is 7676
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. XLRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prospect Capital Corporation (PSEC) and Real Estate Select Sector SPDR Fund (XLRE). 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 -0.74, compared to the broader market-2.00-1.000.001.002.003.00
PSEC: -0.74
XLRE: 1.10
The chart of Sortino ratio for PSEC, currently valued at -0.84, compared to the broader market-6.00-4.00-2.000.002.004.00
PSEC: -0.84
XLRE: 1.56
The chart of Omega ratio for PSEC, currently valued at 0.87, compared to the broader market0.501.001.502.00
PSEC: 0.87
XLRE: 1.21
The chart of Calmar ratio for PSEC, currently valued at -0.49, compared to the broader market0.001.002.003.004.005.00
PSEC: -0.49
XLRE: 0.81
The chart of Martin ratio for PSEC, currently valued at -1.46, compared to the broader market-10.000.0010.0020.00
PSEC: -1.46
XLRE: 3.77

The current PSEC Sharpe Ratio is -0.74, which is lower than the XLRE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of PSEC and XLRE, 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-1.00-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.74
1.10
PSEC
XLRE

Dividends

PSEC vs. XLRE - Dividend Comparison

PSEC's dividend yield for the trailing twelve months is around 17.50%, more than XLRE's 3.33% yield.


TTM20242023202220212020201920182017201620152014
PSEC
Prospect Capital Corporation
17.50%16.01%12.02%10.30%9.27%13.31%11.18%11.41%13.45%11.98%14.72%16.05%
XLRE
Real Estate Select Sector SPDR Fund
3.33%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%

Drawdowns

PSEC vs. XLRE - Drawdown Comparison

The maximum PSEC drawdown since its inception was -61.56%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for PSEC and XLRE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-40.82%
-9.63%
PSEC
XLRE

Volatility

PSEC vs. XLRE - Volatility Comparison

Prospect Capital Corporation (PSEC) has a higher volatility of 15.31% compared to Real Estate Select Sector SPDR Fund (XLRE) at 10.23%. This indicates that PSEC's price experiences larger fluctuations and is considered to be riskier than XLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.31%
10.23%
PSEC
XLRE