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RVT vs. ARCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RVT and ARCC is 0.52, 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

RVT vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Value Trust Inc. (RVT) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.66%
10.92%
RVT
ARCC

Key characteristics

Sharpe Ratio

RVT:

0.90

ARCC:

1.77

Sortino Ratio

RVT:

1.36

ARCC:

2.48

Omega Ratio

RVT:

1.17

ARCC:

1.32

Calmar Ratio

RVT:

1.05

ARCC:

2.97

Martin Ratio

RVT:

4.79

ARCC:

12.26

Ulcer Index

RVT:

3.76%

ARCC:

1.68%

Daily Std Dev

RVT:

19.95%

ARCC:

11.64%

Max Drawdown

RVT:

-72.33%

ARCC:

-79.36%

Current Drawdown

RVT:

-5.43%

ARCC:

-0.16%

Fundamentals

Market Cap

RVT:

$1.84B

ARCC:

$13.76B

EPS

RVT:

$2.97

ARCC:

$2.60

PE Ratio

RVT:

5.37

ARCC:

8.19

PEG Ratio

RVT:

0.00

ARCC:

3.95

Total Revenue (TTM)

RVT:

$158.13M

ARCC:

$2.46B

Gross Profit (TTM)

RVT:

$134.93M

ARCC:

$2.10B

EBITDA (TTM)

RVT:

$230.20M

ARCC:

$1.13B

Returns By Period

In the year-to-date period, RVT achieves a 16.14% return, which is significantly lower than ARCC's 19.01% return. Over the past 10 years, RVT has underperformed ARCC with an annualized return of 9.44%, while ARCC has yielded a comparatively higher 13.55% annualized return.


RVT

YTD

16.14%

1M

-3.02%

6M

12.71%

1Y

16.14%

5Y*

9.62%

10Y*

9.44%

ARCC

YTD

19.01%

1M

0.97%

6M

10.92%

1Y

20.64%

5Y*

13.65%

10Y*

13.55%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RVT vs. ARCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) and Ares Capital Corporation (ARCC). 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.


Sharpe ratio
The chart of Sharpe ratio for RVT, currently valued at 0.81, compared to the broader market-4.00-2.000.002.000.811.77
The chart of Sortino ratio for RVT, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.242.48
The chart of Omega ratio for RVT, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.32
The chart of Calmar ratio for RVT, currently valued at 0.94, compared to the broader market0.002.004.006.000.942.97
The chart of Martin ratio for RVT, currently valued at 4.28, compared to the broader market0.0010.0020.004.2812.26
RVT
ARCC

The current RVT Sharpe Ratio is 0.90, which is lower than the ARCC Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of RVT and ARCC, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.81
1.77
RVT
ARCC

Dividends

RVT vs. ARCC - Dividend Comparison

RVT's dividend yield for the trailing twelve months is around 8.16%, less than ARCC's 8.83% yield.


TTM20232022202120202019201820172016201520142013
RVT
Royce Value Trust Inc.
8.16%7.35%9.95%8.52%6.44%7.45%10.68%7.17%7.62%10.54%12.70%4.65%
ARCC
Ares Capital Corporation
8.83%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%8.84%

Drawdowns

RVT vs. ARCC - Drawdown Comparison

The maximum RVT drawdown since its inception was -72.33%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for RVT and ARCC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.43%
-0.16%
RVT
ARCC

Volatility

RVT vs. ARCC - Volatility Comparison

Royce Value Trust Inc. (RVT) has a higher volatility of 5.86% compared to Ares Capital Corporation (ARCC) at 3.38%. This indicates that RVT's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.86%
3.38%
RVT
ARCC

Financials

RVT vs. ARCC - Financials Comparison

This section allows you to compare key financial metrics between Royce Value Trust Inc. and Ares Capital Corporation. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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