TCPC vs. PSEC
Compare and contrast key facts about BlackRock TCP Capital Corp. (TCPC) and Prospect Capital Corporation (PSEC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCPC or PSEC.
Performance
TCPC vs. PSEC - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with TCPC having a -13.77% return and PSEC slightly higher at -13.44%. Over the past 10 years, TCPC has underperformed PSEC with an annualized return of 3.86%, while PSEC has yielded a comparatively higher 4.51% annualized return.
TCPC
-13.77%
8.97%
-10.27%
-13.37%
1.62%
3.86%
PSEC
-13.44%
-11.76%
-11.07%
-8.95%
4.82%
4.51%
Fundamentals
| TCPC | PSEC | |
|---|---|---|
| Market Cap | $766.90M | $2.00B |
| EPS | -$0.55 | -$0.25 |
| PEG Ratio | 0.88 | 1.59 |
| Total Revenue (TTM) | $212.86M | $566.93M |
| Gross Profit (TTM) | $173.34M | $394.29M |
| EBITDA (TTM) | $28.06M | $311.02M |
Key characteristics
| TCPC | PSEC | |
|---|---|---|
| Sharpe Ratio | -0.56 | -0.30 |
| Sortino Ratio | -0.68 | -0.22 |
| Omega Ratio | 0.91 | 0.96 |
| Calmar Ratio | -0.42 | -0.23 |
| Martin Ratio | -0.92 | -0.90 |
| Ulcer Index | 14.04% | 8.91% |
| Daily Std Dev | 23.00% | 26.36% |
| Max Drawdown | -69.08% | -61.51% |
| Current Drawdown | -19.98% | -28.26% |
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Correlation
The correlation between TCPC and PSEC is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TCPC vs. PSEC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock TCP Capital Corp. (TCPC) 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.
Dividends
TCPC vs. PSEC - Dividend Comparison
TCPC's dividend yield for the trailing twelve months is around 15.13%, less than PSEC's 15.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCPC BlackRock TCP Capital Corp. | 15.13% | 9.53% | 9.81% | 8.88% | 11.74% | 10.25% | 11.04% | 9.42% | 8.52% | 10.34% | 9.18% | 9.12% |
PSEC Prospect Capital Corporation | 15.48% | 12.02% | 10.30% | 9.27% | 13.31% | 11.18% | 11.41% | 13.41% | 11.93% | 14.67% | 16.04% | 11.76% |
Drawdowns
TCPC vs. PSEC - Drawdown Comparison
The maximum TCPC drawdown since its inception was -69.08%, which is greater than PSEC's maximum drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for TCPC and PSEC. For additional features, visit the drawdowns tool.
Volatility
TCPC vs. PSEC - Volatility Comparison
The current volatility for BlackRock TCP Capital Corp. (TCPC) is 11.20%, while Prospect Capital Corporation (PSEC) has a volatility of 17.16%. This indicates that TCPC experiences smaller price fluctuations and is considered to be less risky than PSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TCPC vs. PSEC - Financials Comparison
This section allows you to compare key financial metrics between BlackRock TCP Capital Corp. and Prospect 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.
Total Revenue: Total amount of money received from sales and other business activities