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TSCFY vs. ARCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, TSCFY achieves a 6.14% return, which is significantly higher than ARCC's -5.14% return.


TSCFY

1D
0.00%
1M
0.00%
YTD
6.14%
6M
6.14%
1Y
8.34%
3Y*
12.61%
5Y*
8.21%
10Y*

ARCC

1D
-1.53%
1M
-2.61%
YTD
-5.14%
6M
-5.66%
1Y
-6.58%
3Y*
9.07%
5Y*
8.64%
10Y*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCFY vs. ARCC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TSCFY
TISCO Financial Group PCL ADR
6.14%26.78%3.89%21.46%-7.61%14.98%-11.36%122.34%
ARCC
Ares Capital Corporation
-5.14%1.07%19.78%20.03%-3.84%36.14%0.86%14.14%

Correlation

The correlation between TSCFY and ARCC is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.00

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2019

0.01

Fundamentals

Market Cap

TSCFY:

$2.44B

ARCC:

$13.41B

EPS

TSCFY:

$153.88

ARCC:

$1.63

PE Ratio

TSCFY:

0.20

ARCC:

11.46

PEG Ratio

TSCFY:

0.00

ARCC:

1.72

PS Ratio

TSCFY:

0.05

ARCC:

5.01

Total Revenue (TTM)

TSCFY:

$24.99B

ARCC:

$2.63B

Gross Profit (TTM)

TSCFY:

$18.18B

ARCC:

$1.86B

EBITDA (TTM)

TSCFY:

$8.92B

ARCC:

$2.05B

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Return for Risk

TSCFY vs. ARCC — Risk / Return Rank

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

TSCFY
TSCFY Risk / Return Rank: 6464
Overall Rank
TSCFY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TSCFY Sortino Ratio Rank: 4848
Sortino Ratio Rank
TSCFY Omega Ratio Rank: 6262
Omega Ratio Rank
TSCFY Calmar Ratio Rank: 7171
Calmar Ratio Rank
TSCFY Martin Ratio Rank: 8787
Martin Ratio Rank

ARCC
ARCC Risk / Return Rank: 2525
Overall Rank
ARCC Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2121
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2222
Omega Ratio Rank
ARCC Calmar Ratio Rank: 2929
Calmar Ratio Rank
ARCC Martin Ratio Rank: 2929
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.

TSCFY vs. ARCC - Risk-Adjusted Trends 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.


TSCFYARCCDifference

Sharpe ratio

Return per unit of total volatility

0.43

-0.36

+0.79

Sortino ratio

Return per unit of downside risk

0.78

-0.38

+1.16

Omega ratio

Gain probability vs. loss probability

1.18

0.95

+0.22

Calmar ratio

Return relative to maximum drawdown

1.75

-0.34

+2.09

Martin ratio

Return relative to average drawdown

10.30

-0.63

+10.92

TSCFY vs. ARCC - Sharpe Ratio Comparison

The current TSCFY Sharpe Ratio is 0.43, which is higher than the ARCC Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of TSCFY and ARCC, 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


TSCFYARCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

-0.36

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.43

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.37

+0.15

Drawdowns

TSCFY vs. ARCC - Drawdown Comparison

The maximum TSCFY drawdown since its inception was -34.84%, 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.


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Drawdown Indicators


TSCFYARCCDifference

Max Drawdown

Largest peak-to-trough decline

-34.84%

-79.36%

+44.52%

Max Drawdown (1Y)

Largest decline over 1 year

-4.77%

-19.35%

+14.58%

Max Drawdown (3Y)

Largest decline over 3 years

-13.65%

-19.35%

+5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-13.96%

-21.76%

+7.80%

Max Drawdown (10Y)

Largest decline over 10 years

-56.77%

Current Drawdown

Current decline from peak

0.00%

-13.66%

+13.66%

Average Drawdown

Average peak-to-trough decline

-8.59%

-9.10%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

10.48%

-9.67%

Volatility

TSCFY vs. ARCC - Volatility Comparison

The current volatility for TISCO Financial Group PCL ADR (TSCFY) is 0.00%, while Ares Capital Corporation (ARCC) has a volatility of 3.94%. This indicates that TSCFY experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSCFYARCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.94%

-3.94%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

14.71%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

19.75%

18.40%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.57%

19.96%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.86%

25.58%

+20.28%

Dividends

TSCFY vs. ARCC - Dividend Comparison

TSCFY's dividend yield for the trailing twelve months is around 7.81%, less than ARCC's 10.28% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCC
Ares Capital Corporation
10.28%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%
TSCFY
TISCO Financial Group PCL ADR
7.81%7.59%8.41%10.36%8.63%7.21%7.92%0.00%0.00%0.00%0.00%0.00%

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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
6.49B
763.00M
(TSCFY) Total Revenue
(ARCC) Total Revenue
Values in USD except per share items

TSCFY vs. ARCC - Profitability Comparison

The chart below illustrates the profitability comparison between TISCO Financial Group PCL ADR and Ares Capital Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%20222023202420252026
71.7%
72.1%
Portfolio components
TSCFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TISCO Financial Group PCL ADR reported a gross profit of 4.66B and revenue of 6.49B. Therefore, the gross margin over that period was 71.7%.

ARCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a gross profit of 550.00M and revenue of 763.00M. Therefore, the gross margin over that period was 72.1%.

TSCFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TISCO Financial Group PCL ADR reported an operating income of 2.23B and revenue of 6.49B, resulting in an operating margin of 34.4%.

ARCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported an operating income of 404.00M and revenue of 763.00M, resulting in an operating margin of 53.0%.

TSCFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TISCO Financial Group PCL ADR reported a net income of 1.79B and revenue of 6.49B, resulting in a net margin of 27.6%.

ARCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a net income of 92.00M and revenue of 763.00M, resulting in a net margin of 12.1%.


Frequently Asked Questions


TSCFY and ARCC have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARCC has higher volatility (3.94%) compared to TSCFY (0.00%). In terms of maximum drawdown, TSCFY dropped -34.84% vs ARCC's -79.36%.

TSCFY currently has the higher Sharpe Ratio (0.43 vs -0.36), 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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