RWT vs. PSEC

In the year-to-date period, RWT achieves a -5.26% return, which is significantly higher than PSEC's -11.65% return. Over the past 10 years, RWT has underperformed PSEC with an annualized return of -2.41%, while PSEC has yielded a comparatively higher 3.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Redwood Trust, Inc. (RWT) and Prospect Capital Corporation (PSEC). 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 RWT Sharpe Ratio is 0.42, which is higher than the PSEC Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of RWT and PSEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RWT's dividend yield for the trailing twelve months is around 11.48%, less than PSEC's 15.85% yield.

The maximum RWT drawdown since its inception was -88.91%, which is greater than PSEC's maximum drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for RWT and PSEC. For additional features, visit the drawdowns tool.

Redwood Trust, Inc. (RWT) has a higher volatility of 18.73% compared to Prospect Capital Corporation (PSEC) at 14.91%. This indicates that RWT's price experiences larger fluctuations and is considered to be riskier than PSEC 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 Redwood Trust, Inc. and Prospect 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.