SACH vs. PSEC
Compare and contrast key facts about Sachem Capital Corp. (SACH) and Prospect Capital Corporation (PSEC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SACH or PSEC.
Key characteristics
| SACH | PSEC | |
|---|---|---|
| YTD Return | -44.60% | -20.33% |
| 1Y Return | -39.38% | -16.20% |
| 3Y Return (Ann) | -21.88% | -12.52% |
| 5Y Return (Ann) | -4.68% | 3.22% |
| Sharpe Ratio | -0.98 | -0.47 |
| Sortino Ratio | -1.27 | -0.45 |
| Omega Ratio | 0.83 | 0.93 |
| Calmar Ratio | -0.65 | -0.36 |
| Martin Ratio | -1.22 | -1.48 |
| Ulcer Index | 30.59% | 8.40% |
| Daily Std Dev | 38.20% | 26.43% |
| Max Drawdown | -76.34% | -61.51% |
| Current Drawdown | -57.73% | -33.97% |
Fundamentals
| SACH | PSEC | |
|---|---|---|
| Market Cap | $94.12M | $1.86B |
| EPS | $0.05 | $0.34 |
| PE Ratio | 39.80 | 12.56 |
| PEG Ratio | 0.11 | 1.59 |
| Total Revenue (TTM) | $39.57M | $566.93M |
| Gross Profit (TTM) | $31.97M | $394.29M |
| EBITDA (TTM) | $25.87M | $311.02M |
Correlation
The correlation between SACH and PSEC is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SACH vs. PSEC - Performance Comparison
In the year-to-date period, SACH achieves a -44.60% return, which is significantly lower than PSEC's -20.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SACH vs. PSEC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sachem Capital Corp. (SACH) 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.
Dividends
SACH vs. PSEC - Dividend Comparison
SACH's dividend yield for the trailing twelve months is around 15.38%, less than PSEC's 16.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SACH Sachem Capital Corp. | 15.38% | 12.83% | 15.76% | 8.22% | 11.54% | 8.29% | 15.60% | 6.60% | 0.00% | 0.00% | 0.00% | 0.00% |
PSEC Prospect Capital Corporation | 16.82% | 12.02% | 10.30% | 9.27% | 13.31% | 11.18% | 11.41% | 13.41% | 11.93% | 14.67% | 16.04% | 11.76% |
Drawdowns
SACH vs. PSEC - Drawdown Comparison
The maximum SACH drawdown since its inception was -76.34%, which is greater than PSEC's maximum drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for SACH and PSEC. For additional features, visit the drawdowns tool.
Volatility
SACH vs. PSEC - Volatility Comparison
The current volatility for Sachem Capital Corp. (SACH) is 11.17%, while Prospect Capital Corporation (PSEC) has a volatility of 16.37%. This indicates that SACH experiences smaller price fluctuations and is considered to be less risky than PSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SACH vs. PSEC - Financials Comparison
This section allows you to compare key financial metrics between Sachem Capital Corp. 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.
Total Revenue: Total amount of money received from sales and other business activities