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TCPC vs. MRCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TCPC and MRCC is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

TCPC vs. MRCC - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
67.10%
78.26%
TCPC
MRCC

Key characteristics

Sharpe Ratio

TCPC:

-0.71

MRCC:

0.40

Sortino Ratio

TCPC:

-0.82

MRCC:

0.65

Omega Ratio

TCPC:

0.88

MRCC:

1.09

Calmar Ratio

TCPC:

-0.63

MRCC:

0.43

Martin Ratio

TCPC:

-1.29

MRCC:

2.37

Ulcer Index

TCPC:

15.09%

MRCC:

3.76%

Daily Std Dev

TCPC:

27.46%

MRCC:

22.15%

Max Drawdown

TCPC:

-69.08%

MRCC:

-57.63%

Current Drawdown

TCPC:

-31.05%

MRCC:

-18.70%

Fundamentals

Market Cap

TCPC:

$602.35M

MRCC:

$150.36M

EPS

TCPC:

-$0.79

MRCC:

$0.45

PEG Ratio

TCPC:

0.88

MRCC:

2.05

Total Revenue (TTM)

TCPC:

$109.08M

MRCC:

$27.81M

Gross Profit (TTM)

TCPC:

$107.81M

MRCC:

$25.17M

EBITDA (TTM)

TCPC:

$11.24M

MRCC:

$9.17M

Returns By Period

The year-to-date returns for both investments are quite close, with TCPC having a -16.12% return and MRCC slightly higher at -15.74%. Over the past 10 years, TCPC has underperformed MRCC with an annualized return of 2.46%, while MRCC has yielded a comparatively higher 3.73% annualized return.


TCPC

YTD

-16.12%

1M

-9.58%

6M

-7.71%

1Y

-19.17%

5Y*

18.98%

10Y*

2.46%

MRCC

YTD

-15.74%

1M

-12.44%

6M

-10.46%

1Y

8.76%

5Y*

15.70%

10Y*

3.73%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TCPC vs. MRCC — Risk-Adjusted Performance Rank

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

TCPC
The Risk-Adjusted Performance Rank of TCPC is 1818
Overall Rank
The Sharpe Ratio Rank of TCPC is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of TCPC is 2020
Sortino Ratio Rank
The Omega Ratio Rank of TCPC is 1717
Omega Ratio Rank
The Calmar Ratio Rank of TCPC is 1616
Calmar Ratio Rank
The Martin Ratio Rank of TCPC is 2121
Martin Ratio Rank

MRCC
The Risk-Adjusted Performance Rank of MRCC is 6868
Overall Rank
The Sharpe Ratio Rank of MRCC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of MRCC is 5959
Sortino Ratio Rank
The Omega Ratio Rank of MRCC is 5959
Omega Ratio Rank
The Calmar Ratio Rank of MRCC is 7373
Calmar Ratio Rank
The Martin Ratio Rank of MRCC is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TCPC vs. MRCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock TCP Capital Corp. (TCPC) and Monroe Capital Corporation (MRCC). 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.


Sharpe ratio
The chart of Sharpe ratio for TCPC, currently valued at -0.71, compared to the broader market-2.00-1.000.001.002.00
TCPC: -0.71
MRCC: 0.40
The chart of Sortino ratio for TCPC, currently valued at -0.82, compared to the broader market-6.00-4.00-2.000.002.004.00
TCPC: -0.82
MRCC: 0.65
The chart of Omega ratio for TCPC, currently valued at 0.88, compared to the broader market0.501.001.502.00
TCPC: 0.88
MRCC: 1.09
The chart of Calmar ratio for TCPC, currently valued at -0.63, compared to the broader market0.001.002.003.004.00
TCPC: -0.63
MRCC: 0.43
The chart of Martin ratio for TCPC, currently valued at -1.29, compared to the broader market-10.000.0010.0020.00
TCPC: -1.29
MRCC: 2.37

The current TCPC Sharpe Ratio is -0.71, which is lower than the MRCC Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of TCPC and MRCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.71
0.40
TCPC
MRCC

Dividends

TCPC vs. MRCC - Dividend Comparison

TCPC's dividend yield for the trailing twelve months is around 17.94%, more than MRCC's 14.41% yield.


TTM20242023202220212020201920182017201620152014
TCPC
BlackRock TCP Capital Corp.
17.94%15.61%11.70%9.81%8.88%11.74%10.25%11.04%9.42%8.52%10.34%9.18%
MRCC
Monroe Capital Corporation
14.41%11.76%14.15%11.71%8.91%13.70%12.89%14.58%10.18%9.10%10.70%9.41%

Drawdowns

TCPC vs. MRCC - Drawdown Comparison

The maximum TCPC drawdown since its inception was -69.08%, which is greater than MRCC's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for TCPC and MRCC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.05%
-18.70%
TCPC
MRCC

Volatility

TCPC vs. MRCC - Volatility Comparison

BlackRock TCP Capital Corp. (TCPC) has a higher volatility of 11.71% compared to Monroe Capital Corporation (MRCC) at 9.49%. This indicates that TCPC's price experiences larger fluctuations and is considered to be riskier than MRCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.71%
9.49%
TCPC
MRCC

Financials

TCPC vs. MRCC - Financials Comparison

This section allows you to compare key financial metrics between BlackRock TCP Capital Corp. and Monroe 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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