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RWAY vs. PAAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWAY vs. PAAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Runway Growth Finance Corp. (RWAY) and PGIM AAA CLO ETF (PAAA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RWAY achieves a -22.77% return, which is significantly lower than PAAA's 2.03% return.


RWAY

1D
-3.68%
1M
-4.09%
YTD
-22.77%
6M
-25.12%
1Y
-23.92%
3Y*
-5.67%
5Y*
10Y*

PAAA

1D
-0.01%
1M
0.40%
YTD
2.03%
6M
2.45%
1Y
5.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWAY vs. PAAA - Yearly Performance Comparison


2026 (YTD)202520242023
RWAY
Runway Growth Finance Corp.
-22.77%-6.56%1.65%4.75%
PAAA
PGIM AAA CLO ETF
2.03%5.37%7.47%3.83%

Correlation

The correlation between RWAY and PAAA is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2023

0.17

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Return for Risk

RWAY vs. PAAA — Risk / Return Rank

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

RWAY
RWAY Risk / Return Rank: 1010
Overall Rank
RWAY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
RWAY Sortino Ratio Rank: 77
Sortino Ratio Rank
RWAY Omega Ratio Rank: 99
Omega Ratio Rank
RWAY Calmar Ratio Rank: 1717
Calmar Ratio Rank
RWAY Martin Ratio Rank: 1212
Martin Ratio Rank

PAAA
PAAA Risk / Return Rank: 9999
Overall Rank
PAAA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PAAA Sortino Ratio Rank: 9999
Sortino Ratio Rank
PAAA Omega Ratio Rank: 100100
Omega Ratio Rank
PAAA Calmar Ratio Rank: 9999
Calmar Ratio Rank
PAAA Martin Ratio Rank: 9999
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.

RWAY vs. PAAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Runway Growth Finance Corp. (RWAY) and PGIM AAA CLO ETF (PAAA). 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.


RWAYPAAADifference
Sharpe ratioReturn per unit of total volatility

-11.81

Sortino ratioReturn per unit of downside risk

-23.11

Omega ratioGain probability vs. loss probability

0.85

6.72

-5.88

Calmar ratioReturn relative to maximum drawdown

-0.65

30.32

-30.97

Martin ratioReturn relative to average drawdown

-1.26

187.65

-188.90

RWAY vs. PAAA - Sharpe Ratio Comparison

The current RWAY Sharpe Ratio is -0.97, which is lower than the PAAA Sharpe Ratio of 10.83. The chart below compares the historical Sharpe Ratios of RWAY and PAAA, 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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Sharpe Ratios by Period


RWAYPAAADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.97

10.83

-11.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

6.78

-6.84

Drawdowns

RWAY vs. PAAA - Drawdown Comparison

The maximum RWAY drawdown since its inception was -36.90%, which is greater than PAAA's maximum drawdown of -1.04%. Use the drawdown chart below to compare losses from any high point for RWAY and PAAA.


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Drawdown Indicators


RWAYPAAADifference

Max Drawdown

Largest peak-to-trough decline

-36.90%

-1.04%

-35.86%

Max Drawdown (1Y)

Largest decline over 1 year

-36.90%

-0.17%

-36.73%

Max Drawdown (3Y)

Largest decline over 3 years

-36.90%

Current Drawdown

Current decline from peak

-34.75%

-0.01%

-34.74%

Average Drawdown

Average peak-to-trough decline

-10.61%

-0.02%

-10.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.01%

0.03%

+18.98%

Volatility

RWAY vs. PAAA - Volatility Comparison

Runway Growth Finance Corp. (RWAY) has a higher volatility of 8.05% compared to PGIM AAA CLO ETF (PAAA) at 0.11%. This indicates that RWAY's price experiences larger fluctuations and is considered to be riskier than PAAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RWAYPAAADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

0.11%

+7.94%

Volatility (6M)

Calculated over the trailing 6-month period

20.52%

0.36%

+20.16%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

0.49%

+24.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.42%

0.98%

+27.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.42%

0.98%

+27.44%

Dividends

RWAY vs. PAAA - Dividend Comparison

RWAY's dividend yield for the trailing twelve months is around 21.50%, more than PAAA's 4.88% yield.


PositionTTM20252024202320222021
PAAA
PGIM AAA CLO ETF
4.88%5.12%5.88%2.76%0.00%0.00%
RWAY
Runway Growth Finance Corp.
21.50%15.68%16.33%14.34%10.87%1.95%

Frequently Asked Questions


RWAY and PAAA have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RWAY has higher volatility (8.05%) compared to PAAA (0.11%). In terms of maximum drawdown, RWAY dropped -36.90% vs PAAA's -1.04%.

PAAA currently has the higher Sharpe Ratio (10.83 vs -0.97), 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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