SACH vs. PSEC

Last updated Jun 3, 2026

SACH (Sachem Capital Corp.) and PSEC (Prospect Capital Corporation) are both stocks. SACH operates in REIT - Mortgage (Real Estate), while PSEC operates in Asset Management (Financial Services). Over the past 5 years, SACH returned -15.12%/yr vs -12.62%/yr for PSEC. At a 0.23 correlation, their price movements are largely independent.

Performance

SACH vs. PSEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sachem Capital Corp. (SACH) and Prospect Capital Corporation (PSEC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SACH achieves a 20.93% return, which is significantly higher than PSEC's 1.34% return.

SACH

• 1D: -4.00%
• 1M: 16.50%
• YTD: 20.93%
• 6M: 26.43%
• 1Y: 44.21%
• 3Y*: -17.53%
• 5Y*: -15.12%
• 10Y*: —

PSEC

• 1D: -1.63%
• 1M: -12.56%
• YTD: 1.34%
• 6M: 2.01%
• 1Y: -8.85%
• 3Y*: -15.46%
• 5Y*: -12.62%
• 10Y*: 0.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SACH vs. PSEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SACH Sachem Capital Corp.	20.93%	-9.17%	-60.54%	29.48%	-35.83%	52.67%	7.94%	19.39%	15.66%	-17.06%
PSEC Prospect Capital Corporation	1.34%	-28.86%	-18.16%	-4.13%	-8.61%	70.00%	-3.54%	13.83%	4.09%	-17.70%

Correlation

The correlation between SACH and PSEC is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Feb 13, 2017	0.23

The correlation between SACH and PSEC shifts across timeframes, from 0.12 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS SACH : -$0.04 PSEC : -$0.28
PS Ratio SACH : 1.68 PSEC : 5.45
Total Revenue (TTM) SACH : $33.56M PSEC : $151.90M
Gross Profit (TTM) SACH : $32.83M PSEC : -$59.07M
EBITDA (TTM) SACH : $18.86M PSEC : -$94.23M

Return for Risk

SACH vs. PSEC — Risk / Return Rank

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

SACH

SACH Risk / Return Rank: 68
SACH Sharpe Ratio Rank: 64
SACH Sortino Ratio Rank: 66
SACH Omega Ratio Rank: 67
SACH Calmar Ratio Rank: 73
SACH Martin Ratio Rank: 69

PSEC

PSEC Risk / Return Rank: 27
PSEC Sharpe Ratio Rank: 29
PSEC Sortino Ratio Rank: 26
PSEC Omega Ratio Rank: 26
PSEC Calmar Ratio Rank: 27
PSEC Martin Ratio Rank: 26

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.

SACH vs. PSEC - Risk-Adjusted Trends 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.

	SACH	PSEC	Difference
Sharpe ratio Return per unit of total volatility	0.75	-0.27	+1.02
Sortino ratio Return per unit of downside risk	1.59	-0.17	+1.76
Omega ratio Gain probability vs. loss probability	1.22	0.98	+0.24
Calmar ratio Return relative to maximum drawdown	1.89	-0.40	+2.29
Martin ratio Return relative to average drawdown	3.72	-0.74	+4.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SACH vs. PSEC - Sharpe Ratio Comparison

The current SACH Sharpe Ratio is 0.75, which is higher than the PSEC Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of SACH and PSEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SACH	PSEC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	-0.27	+1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	-0.45	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	0.09	-0.17

Drawdowns

SACH vs. PSEC - Drawdown Comparison

The maximum SACH drawdown since its inception was -80.30%, 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.

Drawdown Indicators

	SACH	PSEC	Difference
Max Drawdown Largest peak-to-trough decline	-80.30%	-61.51%	-18.79%
Max Drawdown (1Y) Largest decline over 1 year	-23.52%	-27.04%	+3.52%
Max Drawdown (3Y) Largest decline over 3 years	-78.73%	-50.64%	-28.09%
Max Drawdown (5Y) Largest decline over 5 years	-80.30%	-57.21%	-23.09%
Max Drawdown (10Y) Largest decline over 10 years	—	-57.21%	—
Current Drawdown Current decline from peak	-66.93%	-51.10%	-15.83%
Average Drawdown Average peak-to-trough decline	-29.62%	-15.59%	-14.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.93%	14.51%	-2.58%

Volatility

SACH vs. PSEC - Volatility Comparison

Sachem Capital Corp. (SACH) has a higher volatility of 37.47% compared to Prospect Capital Corporation (PSEC) at 14.46%. This indicates that SACH'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.

Volatility by Period

	SACH	PSEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	37.47%	14.46%	+23.01%
Volatility (6M) Calculated over the trailing 6-month period	42.37%	26.50%	+15.87%
Volatility (1Y) Calculated over the trailing 1-year period	59.38%	33.21%	+26.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.55%	27.94%	+18.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.53%	27.28%	+23.25%

Dividends

SACH vs. PSEC - Dividend Comparison

SACH's dividend yield for the trailing twelve months is around 16.67%, less than PSEC's 21.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSEC Prospect Capital Corporation	21.90%	20.85%	16.01%	12.02%	10.30%	8.56%	13.31%	11.18%	11.41%	13.45%	11.98%	14.72%
SACH Sachem Capital Corp.	16.67%	19.23%	17.78%	12.83%	15.76%	8.22%	11.54%	8.29%	15.60%	6.60%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both SACH and PSEC in my portfolio?

SACH and PSEC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SACH or PSEC?

SACH has higher volatility (37.47%) compared to PSEC (14.46%). In terms of maximum drawdown, SACH dropped -80.30% vs PSEC's -61.51%.

Which has better risk-adjusted returns?

SACH currently has the higher Sharpe Ratio (0.75 vs -0.27), 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.