SOR vs. PRPFX
Compare and contrast key facts about Source Capital, Inc. (SOR) and Permanent Portfolio Permanent Portfolio (PRPFX).
PRPFX is managed by Permanent Portfolio. It was launched on Nov 30, 1982.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOR or PRPFX.
Correlation
The correlation between SOR and PRPFX is 0.37, 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
SOR vs. PRPFX - Performance Comparison
Key characteristics
SOR:
1.44
PRPFX:
2.79
SOR:
2.04
PRPFX:
3.80
SOR:
1.27
PRPFX:
1.50
SOR:
3.75
PRPFX:
4.06
SOR:
11.60
PRPFX:
13.66
SOR:
1.60%
PRPFX:
1.94%
SOR:
12.83%
PRPFX:
9.55%
SOR:
-65.92%
PRPFX:
-31.23%
SOR:
-0.38%
PRPFX:
-0.65%
Returns By Period
In the year-to-date period, SOR achieves a -0.36% return, which is significantly lower than PRPFX's 7.37% return. Over the past 10 years, SOR has outperformed PRPFX with an annualized return of 9.23%, while PRPFX has yielded a comparatively lower 5.58% annualized return.
SOR
-0.36%
2.25%
7.20%
19.55%
9.88%
9.23%
PRPFX
7.37%
3.91%
10.96%
27.00%
9.74%
5.58%
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Risk-Adjusted Performance
SOR vs. PRPFX — Risk-Adjusted Performance Rank
SOR
PRPFX
SOR vs. PRPFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Source Capital, Inc. (SOR) and Permanent Portfolio Permanent Portfolio (PRPFX). 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
SOR vs. PRPFX - Dividend Comparison
SOR's dividend yield for the trailing twelve months is around 12.01%, more than PRPFX's 0.88% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOR Source Capital, Inc. | 12.01% | 11.85% | 7.21% | 5.74% | 11.09% | 4.11% | 2.58% | 12.90% | 4.24% | 98.00% | 6.04% | 5.88% |
PRPFX Permanent Portfolio Permanent Portfolio | 0.88% | 0.95% | 0.65% | 0.31% | 0.36% | 0.93% | 0.97% | 0.88% | 0.82% | 0.82% | 1.19% | 0.68% |
Drawdowns
SOR vs. PRPFX - Drawdown Comparison
The maximum SOR drawdown since its inception was -65.92%, which is greater than PRPFX's maximum drawdown of -31.23%. Use the drawdown chart below to compare losses from any high point for SOR and PRPFX. For additional features, visit the drawdowns tool.
Volatility
SOR vs. PRPFX - Volatility Comparison
The current volatility for Source Capital, Inc. (SOR) is 2.89%, while Permanent Portfolio Permanent Portfolio (PRPFX) has a volatility of 3.13%. This indicates that SOR experiences smaller price fluctuations and is considered to be less risky than PRPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.