PYT vs. HTGC

In the year-to-date period, PYT achieves a 2.44% return, which is significantly higher than HTGC's -8.04% return. Over the past 10 years, PYT has underperformed HTGC with an annualized return of 5.63%, while HTGC has yielded a comparatively higher 14.48% annualized return.

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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.

The current PYT Sharpe Ratio is 0.70, which is higher than the HTGC Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of PYT and HTGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PYT's dividend yield for the trailing twelve months is around 6.62%, less than HTGC's 9.03% yield.

The maximum PYT drawdown since its inception was -66.41%, roughly equal to the maximum HTGC drawdown of -68.30%. Use the drawdown chart below to compare losses from any high point for PYT and HTGC.

The current volatility for PPLUS Trust Series GSC-2 GSC 2 CT FL RT (PYT) is 4.68%, while Hercules Capital, Inc. (HTGC) has a volatility of 5.70%. 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.

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.