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TCPC vs. FITB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TCPC vs. FITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock TCP Capital Corp. (TCPC) and Fifth Third Bancorp (FITB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TCPC achieves a -28.47% return, which is significantly lower than FITB's 6.68% return. Over the past 10 years, TCPC has underperformed FITB with an annualized return of -1.99%, while FITB has yielded a comparatively higher 14.08% annualized return.


TCPC

1D
-4.85%
1M
-15.03%
YTD
-28.47%
6M
-33.44%
1Y
-43.27%
3Y*
-17.65%
5Y*
-13.29%
10Y*
-1.99%

FITB

1D
-1.63%
1M
0.18%
YTD
6.68%
6M
12.09%
1Y
31.82%
3Y*
29.01%
5Y*
7.26%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCPC vs. FITB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCPC
BlackRock TCP Capital Corp.
-28.47%-26.24%-12.26%3.23%5.61%30.76%-9.17%19.31%-5.59%-1.22%
FITB
Fifth Third Bancorp
6.68%14.75%27.20%10.41%-21.94%62.46%-5.43%35.20%-20.32%15.02%

Correlation

The correlation between TCPC and FITB is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2012

0.34

The correlation between TCPC and FITB shifts across timeframes, from 0.28 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TCPC:

$314.57M

FITB:

$41.09B

EPS

TCPC:

-$1.29

FITB:

$3.06

PS Ratio

TCPC:

5.53

FITB:

2.58

PB Ratio

TCPC:

0.56

FITB:

1.29

Total Revenue (TTM)

TCPC:

$57.18M

FITB:

$13.66B

Gross Profit (TTM)

TCPC:

-$116.96M

FITB:

$9.10B

EBITDA (TTM)

TCPC:

-$43.73M

FITB:

$3.03B

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Return for Risk

TCPC vs. FITB — Risk / Return Rank

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

TCPC
TCPC Risk / Return Rank: 44
Overall Rank
TCPC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TCPC Sortino Ratio Rank: 33
Sortino Ratio Rank
TCPC Omega Ratio Rank: 33
Omega Ratio Rank
TCPC Calmar Ratio Rank: 88
Calmar Ratio Rank
TCPC Martin Ratio Rank: 55
Martin Ratio Rank

FITB
FITB Risk / Return Rank: 7272
Overall Rank
FITB Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FITB Sortino Ratio Rank: 7171
Sortino Ratio Rank
FITB Omega Ratio Rank: 7171
Omega Ratio Rank
FITB Calmar Ratio Rank: 6969
Calmar Ratio Rank
FITB Martin Ratio Rank: 7272
Martin Ratio Rank
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.

TCPC vs. FITB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock TCP Capital Corp. (TCPC) and Fifth Third Bancorp (FITB). 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.


TCPCFITBDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-3.68

Omega ratioGain probability vs. loss probability

0.77

1.24

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.86

1.51

-2.37

Martin ratioReturn relative to average drawdown

-1.53

4.22

-5.75

TCPC vs. FITB - Sharpe Ratio Comparison

The current TCPC Sharpe Ratio is -1.30, which is lower than the FITB Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TCPC and FITB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TCPCFITBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.30

1.25

-2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

0.23

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.39

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.21

-0.16

Drawdowns

TCPC vs. FITB - Drawdown Comparison

The maximum TCPC drawdown since its inception was -69.08%, smaller than the maximum FITB drawdown of -98.13%. Use the drawdown chart below to compare losses from any high point for TCPC and FITB.


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Drawdown Indicators


TCPCFITBDifference

Max Drawdown

Largest peak-to-trough decline

-69.08%

-98.13%

+29.05%

Max Drawdown (1Y)

Largest decline over 1 year

-50.21%

-21.21%

-29.00%

Max Drawdown (3Y)

Largest decline over 3 years

-58.91%

-29.95%

-28.96%

Max Drawdown (5Y)

Largest decline over 5 years

-58.91%

-51.68%

-7.23%

Max Drawdown (10Y)

Largest decline over 10 years

-69.08%

-64.06%

-5.02%

Current Drawdown

Current decline from peak

-55.44%

-9.34%

-46.10%

Average Drawdown

Average peak-to-trough decline

-9.91%

-31.46%

+21.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.30%

7.55%

+20.75%

Volatility

TCPC vs. FITB - Volatility Comparison

BlackRock TCP Capital Corp. (TCPC) has a higher volatility of 11.24% compared to Fifth Third Bancorp (FITB) at 7.70%. This indicates that TCPC's price experiences larger fluctuations and is considered to be riskier than FITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCPCFITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.24%

7.70%

+3.54%

Volatility (6M)

Calculated over the trailing 6-month period

29.82%

19.99%

+9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

33.47%

25.58%

+7.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.25%

31.88%

-5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.43%

36.28%

-1.85%

Dividends

TCPC vs. FITB - Dividend Comparison

TCPC's dividend yield for the trailing twelve months is around 26.81%, more than FITB's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
FITB
Fifth Third Bancorp
3.17%3.29%3.41%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%
TCPC
BlackRock TCP Capital Corp.
26.81%20.48%16.76%14.64%9.81%8.88%11.74%10.25%11.04%9.42%8.52%10.34%

Financials

TCPC vs. FITB - Financials Comparison

This section allows you to compare key financial metrics between BlackRock TCP Capital Corp. and Fifth Third Bancorp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B20222023202420252026
42.58M
3.87B
(TCPC) Total Revenue
(FITB) Total Revenue
Values in USD except per share items

TCPC vs. FITB - Profitability Comparison

The chart below illustrates the profitability comparison between BlackRock TCP Capital Corp. and Fifth Third Bancorp over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
67.3%
Portfolio components
TCPC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BlackRock TCP Capital Corp. reported a gross profit of 0.00 and revenue of 42.58M. Therefore, the gross margin over that period was 0.0%.

FITB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fifth Third Bancorp reported a gross profit of 2.60B and revenue of 3.87B. Therefore, the gross margin over that period was 67.3%.

TCPC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BlackRock TCP Capital Corp. reported an operating income of 0.00 and revenue of 42.58M, resulting in an operating margin of 0.0%.

FITB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fifth Third Bancorp reported an operating income of 207.00M and revenue of 3.87B, resulting in an operating margin of 5.4%.

TCPC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BlackRock TCP Capital Corp. reported a net income of 0.00 and revenue of 42.58M, resulting in a net margin of 0.0%.

FITB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fifth Third Bancorp reported a net income of 165.00M and revenue of 3.87B, resulting in a net margin of 4.3%.


Frequently Asked Questions


TCPC and FITB have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCPC has higher volatility (11.24%) compared to FITB (7.70%). In terms of maximum drawdown, TCPC dropped -69.08% vs FITB's -98.13%.

FITB currently has the higher Sharpe Ratio (1.25 vs -1.30), 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.

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