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TSQ vs. PRFRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSQ vs. PRFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Townsquare Media, Inc. (TSQ) and T. Rowe Price Floating Rate Fund (PRFRX). The values are adjusted to include any dividend payments, if applicable.

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TSQ vs. PRFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSQ
Townsquare Media, Inc.
9.29%-37.43%-9.29%57.26%-45.61%100.15%-32.09%156.00%-44.29%-26.22%
PRFRX
T. Rowe Price Floating Rate Fund
-0.06%13.09%8.80%13.78%-1.95%4.60%1.75%8.46%-0.08%3.48%

Returns By Period

In the year-to-date period, TSQ achieves a 9.29% return, which is significantly higher than PRFRX's -0.06% return. Over the past 10 years, TSQ has underperformed PRFRX with an annualized return of -3.35%, while PRFRX has yielded a comparatively higher 5.66% annualized return.


TSQ

1D
10.59%
1M
-26.62%
YTD
9.29%
6M
-13.88%
1Y
-25.24%
3Y*
-4.73%
5Y*
-8.47%
10Y*
-3.35%

PRFRX

1D
0.00%
1M
-0.11%
YTD
-0.06%
6M
3.35%
1Y
11.72%
3Y*
10.22%
5Y*
7.18%
10Y*
5.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TSQ vs. PRFRX — Risk / Return Rank

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

TSQ
TSQ Risk / Return Rank: 2323
Overall Rank
TSQ Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TSQ Sortino Ratio Rank: 2222
Sortino Ratio Rank
TSQ Omega Ratio Rank: 2222
Omega Ratio Rank
TSQ Calmar Ratio Rank: 2525
Calmar Ratio Rank
TSQ Martin Ratio Rank: 2323
Martin Ratio Rank

PRFRX
PRFRX Risk / Return Rank: 9999
Overall Rank
PRFRX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PRFRX Sortino Ratio Rank: 9999
Sortino Ratio Rank
PRFRX Omega Ratio Rank: 9999
Omega Ratio Rank
PRFRX Calmar Ratio Rank: 9999
Calmar Ratio Rank
PRFRX Martin Ratio Rank: 9999
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.

TSQ vs. PRFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Townsquare Media, Inc. (TSQ) and T. Rowe Price Floating Rate Fund (PRFRX). 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.


TSQPRFRXDifference

Sharpe ratio

Return per unit of total volatility

-0.46

3.66

-4.11

Sortino ratio

Return per unit of downside risk

-0.35

7.34

-7.68

Omega ratio

Gain probability vs. loss probability

0.95

2.39

-1.43

Calmar ratio

Return relative to maximum drawdown

-0.51

5.81

-6.32

Martin ratio

Return relative to average drawdown

-0.98

28.10

-29.08

TSQ vs. PRFRX - Sharpe Ratio Comparison

The current TSQ Sharpe Ratio is -0.46, which is lower than the PRFRX Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of TSQ and PRFRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSQPRFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

3.66

-4.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

2.48

-2.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

1.45

-1.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

1.43

-1.47

Correlation

The correlation between TSQ and PRFRX is 0.15, 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.


Dividends

TSQ vs. PRFRX - Dividend Comparison

TSQ's dividend yield for the trailing twelve months is around 14.73%, more than PRFRX's 12.94% yield.


TTM20252024202320222021202020192018201720162015
TSQ
Townsquare Media, Inc.
14.73%15.52%6.52%7.10%0.00%0.00%1.13%3.01%7.35%0.00%0.00%0.00%
PRFRX
T. Rowe Price Floating Rate Fund
12.94%12.91%8.17%9.57%4.03%3.86%4.00%4.84%4.87%4.04%4.07%4.07%

Drawdowns

TSQ vs. PRFRX - Drawdown Comparison

The maximum TSQ drawdown since its inception was -70.72%, which is greater than PRFRX's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for TSQ and PRFRX.


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Drawdown Indicators


TSQPRFRXDifference

Max Drawdown

Largest peak-to-trough decline

-70.72%

-20.05%

-50.67%

Max Drawdown (1Y)

Largest decline over 1 year

-49.01%

-2.07%

-46.94%

Max Drawdown (5Y)

Largest decline over 5 years

-62.61%

-5.94%

-56.67%

Max Drawdown (10Y)

Largest decline over 10 years

-67.41%

-20.05%

-47.36%

Current Drawdown

Current decline from peak

-52.05%

-0.64%

-51.41%

Average Drawdown

Average peak-to-trough decline

-33.14%

-0.69%

-32.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.16%

0.43%

+24.73%

Volatility

TSQ vs. PRFRX - Volatility Comparison

Townsquare Media, Inc. (TSQ) has a higher volatility of 24.72% compared to T. Rowe Price Floating Rate Fund (PRFRX) at 0.74%. This indicates that TSQ's price experiences larger fluctuations and is considered to be riskier than PRFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSQPRFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.72%

0.74%

+23.98%

Volatility (6M)

Calculated over the trailing 6-month period

47.55%

2.18%

+45.37%

Volatility (1Y)

Calculated over the trailing 1-year period

55.11%

3.34%

+51.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.56%

2.91%

+41.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.18%

3.92%

+45.26%