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TSCFY vs. ARCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TSCFY and ARCC is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

TSCFY vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TISCO Financial Group PCL ADR (TSCFY) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
15.15%
17.05%
TSCFY
ARCC

Key characteristics

Sharpe Ratio

TSCFY:

0.54

ARCC:

2.24

Sortino Ratio

TSCFY:

1.07

ARCC:

2.99

Omega Ratio

TSCFY:

1.65

ARCC:

1.41

Calmar Ratio

TSCFY:

1.10

ARCC:

3.92

Martin Ratio

TSCFY:

1.97

ARCC:

16.30

Ulcer Index

TSCFY:

7.62%

ARCC:

1.67%

Daily Std Dev

TSCFY:

27.32%

ARCC:

12.19%

Max Drawdown

TSCFY:

-39.12%

ARCC:

-79.36%

Current Drawdown

TSCFY:

-4.35%

ARCC:

-1.72%

Fundamentals

Market Cap

TSCFY:

$2.36B

ARCC:

$15.76B

EPS

TSCFY:

$2.58

ARCC:

$2.44

PE Ratio

TSCFY:

11.16

ARCC:

9.62

PEG Ratio

TSCFY:

21.27

ARCC:

3.95

Total Revenue (TTM)

TSCFY:

$17.60B

ARCC:

$2.77B

Gross Profit (TTM)

TSCFY:

$20.05B

ARCC:

$2.61B

EBITDA (TTM)

TSCFY:

$4.43B

ARCC:

$703.00M

Returns By Period

In the year-to-date period, TSCFY achieves a 10.77% return, which is significantly higher than ARCC's 6.90% return. Over the past 10 years, TSCFY has outperformed ARCC with an annualized return of 17.84%, while ARCC has yielded a comparatively lower 13.63% annualized return.


TSCFY

YTD

10.77%

1M

10.77%

6M

15.15%

1Y

15.01%

5Y*

5.72%

10Y*

17.84%

ARCC

YTD

6.90%

1M

0.13%

6M

17.11%

1Y

28.04%

5Y*

14.83%

10Y*

13.63%

*Annualized

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Risk-Adjusted Performance

TSCFY vs. ARCC — Risk-Adjusted Performance Rank

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

TSCFY
The Risk-Adjusted Performance Rank of TSCFY is 7474
Overall Rank
The Sharpe Ratio Rank of TSCFY is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of TSCFY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of TSCFY is 9797
Omega Ratio Rank
The Calmar Ratio Rank of TSCFY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of TSCFY is 6666
Martin Ratio Rank

ARCC
The Risk-Adjusted Performance Rank of ARCC is 9494
Overall Rank
The Sharpe Ratio Rank of ARCC is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ARCC is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ARCC is 9191
Omega Ratio Rank
The Calmar Ratio Rank of ARCC is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ARCC is 9696
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.

TSCFY vs. ARCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TISCO Financial Group PCL ADR (TSCFY) and Ares Capital Corporation (ARCC). 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 TSCFY, currently valued at 0.54, compared to the broader market-2.000.002.000.542.21
The chart of Sortino ratio for TSCFY, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.006.001.072.96
The chart of Omega ratio for TSCFY, currently valued at 1.65, compared to the broader market0.501.001.502.001.651.41
The chart of Calmar ratio for TSCFY, currently valued at 1.10, compared to the broader market0.002.004.006.001.103.86
The chart of Martin ratio for TSCFY, currently valued at 1.97, compared to the broader market-10.000.0010.0020.0030.001.9715.97
TSCFY
ARCC

The current TSCFY Sharpe Ratio is 0.54, which is lower than the ARCC Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of TSCFY and ARCC, 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.54
2.21
TSCFY
ARCC

Dividends

TSCFY vs. ARCC - Dividend Comparison

TSCFY's dividend yield for the trailing twelve months is around 7.54%, less than ARCC's 8.21% yield.


TTM20242023202220212020201920182017201620152014
TSCFY
TISCO Financial Group PCL ADR
7.54%8.36%10.52%8.39%6.92%8.84%6.68%9.11%5.96%3.95%5.54%4.93%
ARCC
Ares Capital Corporation
8.21%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%

Drawdowns

TSCFY vs. ARCC - Drawdown Comparison

The maximum TSCFY drawdown since its inception was -39.12%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for TSCFY and ARCC. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.35%
-1.72%
TSCFY
ARCC

Volatility

TSCFY vs. ARCC - Volatility Comparison

TISCO Financial Group PCL ADR (TSCFY) has a higher volatility of 10.23% compared to Ares Capital Corporation (ARCC) at 4.74%. This indicates that TSCFY's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
10.23%
4.74%
TSCFY
ARCC

Financials

TSCFY vs. ARCC - Financials Comparison

This section allows you to compare key financial metrics between TISCO Financial Group PCL ADR and Ares 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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