TSQ vs. PRFRX
TSQ (Townsquare Media, Inc.) is a stock, while PRFRX (T. Rowe Price Floating Rate Fund) is High Yield Bonds fund managed by T. Rowe Price. Over the past 10 years, TSQ returned 1.96%/yr vs 6.48%/yr for PRFRX. At a 0.15 correlation, their price movements are largely independent.
Performance
TSQ vs. PRFRX - Performance Comparison
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Returns By Period
In the year-to-date period, TSQ achieves a 39.95% return, which is significantly higher than PRFRX's 2.06% return. Over the past 10 years, TSQ has underperformed PRFRX with an annualized return of 1.96%, while PRFRX has yielded a comparatively higher 6.48% annualized return.
TSQ
- 1D
- -0.74%
- 1M
- 1.50%
- 6M
- 32.23%
- YTD
- 39.95%
- 1Y
- -7.13%
- 3Y*
- -9.19%
- 5Y*
- -5.85%
- 10Y*
- 1.96%
PRFRX
- 1D
- 0.11%
- 1M
- 0.67%
- 6M
- 1.95%
- YTD
- 2.06%
- 1Y
- 5.38%
- 3Y*
- 12.05%
- 5Y*
- 9.09%
- 10Y*
- 6.48%
TSQ vs. PRFRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSQ Townsquare Media, Inc. | 39.95% | -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 | 2.06% | 7.78% | 16.63% | 20.66% | -1.95% | 4.60% | 1.75% | 8.46% | -0.08% | 3.48% |
Correlation
The correlation between TSQ and PRFRX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2014 | 0.15 |
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Return for Risk
TSQ vs. PRFRX — Risk / Return Rank
TSQ
PRFRX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TSQ | PRFRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -4.90 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.77 | -0.74 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 3.60 | -3.75 |
| Martin ratioReturn relative to average drawdown | -0.27 | 12.92 | -13.19 |
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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
| TSQ | PRFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.72% | -20.05% | -50.67% |
Max Drawdown (1Y)Largest decline over 1 year | -49.01% | -1.50% | -47.51% |
Max Drawdown (3Y)Largest decline over 3 years | -61.66% | -2.07% | -59.59% |
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 DrawdownCurrent decline from peak | -38.60% | 0.00% | -38.60% |
Average DrawdownAverage peak-to-trough decline | -33.32% | -0.68% | -32.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.61% | 0.42% | +26.19% |
Volatility
TSQ vs. PRFRX - Volatility Comparison
Townsquare Media, Inc. (TSQ) has a higher volatility of 10.70% compared to T. Rowe Price Floating Rate Fund (PRFRX) at 0.57%. 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
| TSQ | PRFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.70% | 0.57% | +10.13% |
Volatility (6M)Calculated over the trailing 6-month period | 46.65% | 1.78% | +44.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.24% | 2.43% | +54.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.29% | 3.15% | +41.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.40% | 4.01% | +45.39% |
Dividends
TSQ vs. PRFRX - Dividend Comparison
TSQ's dividend yield for the trailing twelve months is around 11.85%, more than PRFRX's 7.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRFRX T. Rowe Price Floating Rate Fund | 7.36% | 8.11% | 15.09% | 15.33% | 4.03% | 3.86% | 4.00% | 4.84% | 4.87% | 4.04% | 4.07% | 4.07% |
TSQ Townsquare Media, Inc. | 11.85% | 15.52% | 6.52% | 7.10% | 0.00% | 0.00% | 1.13% | 3.01% | 7.35% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSQ and PRFRX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSQ has higher volatility (10.70%) compared to PRFRX (0.57%). In terms of maximum drawdown, TSQ dropped -70.72% vs PRFRX's -20.05%.
PRFRX currently has the higher Sharpe Ratio (2.22 vs -0.13), 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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