SOR vs. PRWCX

In the year-to-date period, SOR achieves a 0.33% return, which is significantly lower than PRWCX's 3.00% return. Over the past 10 years, SOR has underperformed PRWCX with an annualized return of 8.79%, while PRWCX has yielded a comparatively higher 10.32% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Source Capital, Inc. (SOR) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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 SOR Sharpe Ratio is 0.88, which is comparable to the PRWCX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SOR and PRWCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SOR's dividend yield for the trailing twelve months is around 12.11%, more than PRWCX's 10.07% yield.

The maximum SOR drawdown since its inception was -65.92%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for SOR and PRWCX.

Source Capital, Inc. (SOR) and T. Rowe Price Capital Appreciation Fund (PRWCX) have volatilities of 3.07% and 3.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.