PYT vs. HTGC
PYT (PPLUS Trust Series GSC-2 GSC 2 CT FL RT) and HTGC (Hercules Capital, Inc.) are both stocks. Over the past 10 years, PYT returned 5.33%/yr vs 13.51%/yr for HTGC. At a 0.06 correlation, their price movements are largely independent.
Performance
PYT vs. HTGC - Performance Comparison
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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%
PYT vs. HTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
PYT
HTGC
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.
| PYT | HTGC | Difference | |
|---|---|---|---|
| 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 |
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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
| PYT | HTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.32% | -18.98% | +17.66% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -10.87% | +3.18% |
Ulcer IndexDepth 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
| PYT | HTGC | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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