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PYT vs. HTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PYT vs. HTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PPLUS Trust Series GSC-2 GSC 2 CT FL RT (PYT) and Hercules Capital, Inc. (HTGC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PYT achieves a 2.35% return, which is significantly higher than HTGC's -14.31% return. Over the past 10 years, PYT has underperformed HTGC with an annualized return of 5.33%, while HTGC has yielded a comparatively higher 13.51% annualized return.


PYT

1D
-1.23%
1M
-0.68%
YTD
2.35%
6M
0.96%
1Y
6.95%
3Y*
8.64%
5Y*
3.70%
10Y*
5.33%

HTGC

1D
-1.68%
1M
-0.72%
YTD
-14.31%
6M
-12.31%
1Y
-5.78%
3Y*
14.02%
5Y*
8.78%
10Y*
13.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYT vs. HTGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYT
PPLUS Trust Series GSC-2 GSC 2 CT FL RT
2.35%8.17%8.29%10.77%-14.14%6.30%4.73%23.97%-3.73%11.18%
HTGC
Hercules Capital, Inc.
-14.31%3.54%33.33%42.91%-10.42%26.50%14.49%39.86%-6.86%1.86%

Correlation

The correlation between PYT and HTGC is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2005

0.06

Fundamentals

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Return for Risk

PYT vs. HTGC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PYT
PYT Risk / Return Rank: 6060
Overall Rank
PYT Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PYT Sortino Ratio Rank: 4949
Sortino Ratio Rank
PYT Omega Ratio Rank: 5555
Omega Ratio Rank
PYT Calmar Ratio Rank: 6767
Calmar Ratio Rank
PYT Martin Ratio Rank: 6868
Martin Ratio Rank

HTGC
HTGC Risk / Return Rank: 3131
Overall Rank
HTGC Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
HTGC Sortino Ratio Rank: 2727
Sortino Ratio Rank
HTGC Omega Ratio Rank: 2727
Omega Ratio Rank
HTGC Calmar Ratio Rank: 3434
Calmar Ratio Rank
HTGC Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PYT vs. HTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PPLUS Trust Series GSC-2 GSC 2 CT FL RT (PYT) and Hercules Capital, Inc. (HTGC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PYTHTGCDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.13

0.98

+0.15

Calmar ratioReturn relative to maximum drawdown

1.25

-0.23

+1.49

Martin ratioReturn relative to average drawdown

3.07

-0.52

+3.59

PYT vs. HTGC - Sharpe Ratio Comparison

The current PYT Sharpe Ratio is 0.46, which is higher than the HTGC Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of PYT and HTGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PYT vs. HTGC - Drawdown Comparison

The maximum PYT drawdown since its inception was -62.22%, smaller than the maximum HTGC drawdown of -68.21%. Use the drawdown chart below to compare losses from any high point for PYT and HTGC.


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Drawdown Indicators


PYTHTGCDifference

Max Drawdown

Largest peak-to-trough decline

-62.22%

-68.21%

+5.99%

Max Drawdown (1Y)

Largest decline over 1 year

-5.56%

-24.74%

+19.18%

Max Drawdown (3Y)

Largest decline over 3 years

-6.13%

-27.97%

+21.84%

Max Drawdown (5Y)

Largest decline over 5 years

-16.25%

-36.11%

+19.86%

Max Drawdown (10Y)

Largest decline over 10 years

-29.10%

-57.54%

+28.44%

Current Drawdown

Current decline from peak

-1.32%

-18.98%

+17.66%

Average Drawdown

Average peak-to-trough decline

-7.69%

-10.87%

+3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

11.15%

-8.88%

Volatility

PYT vs. HTGC - Volatility Comparison

The current volatility for PPLUS Trust Series GSC-2 GSC 2 CT FL RT (PYT) is 2.19%, while Hercules Capital, Inc. (HTGC) has a volatility of 5.98%. This indicates that PYT experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYTHTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

5.98%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

20.17%

-11.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.20%

23.43%

-8.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

25.77%

-8.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.57%

27.87%

-10.30%

Dividends

PYT vs. HTGC - Dividend Comparison

PYT's dividend yield for the trailing twelve months is around 5.59%, less than HTGC's 11.88% yield.


PositionTTM20252024202320222021202020192018201720162015
HTGC
Hercules Capital, Inc.
11.88%9.99%9.56%11.40%13.77%9.76%9.02%9.49%11.40%9.45%8.79%10.17%
PYT
PPLUS Trust Series GSC-2 GSC 2 CT FL RT
5.59%5.97%5.28%3.31%2.73%0.76%2.41%3.66%4.03%3.63%3.88%3.86%

Financials

PYT vs. HTGC - Financials Comparison

This section allows you to compare key financial metrics between PPLUS Trust Series GSC-2 GSC 2 CT FL RT and Hercules Capital, 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


50.00M100.00M150.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
123.49M
(PYT) Total Revenue
(HTGC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PYT and HTGC have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTGC has higher volatility (5.98%) compared to PYT (2.19%). In terms of maximum drawdown, PYT dropped -62.22% vs HTGC's -68.21%.

PYT currently has the higher Sharpe Ratio (0.46 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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