Public vs Private Markets

September 12, 2024
by an investor from University of California, San Diego in San Diego, CA, USA
I've been a stock market hobbyist for 30 years, just starting to invest in private investments. A recent post on search returns got me thinking explicitly about the tradeoffs between investing in public equities and private (accredited) investments like search. Here is my thinking on the pro/con, I'm very curious to hear the thoughts of the community.
On the stock market, I firmly believe Burton Malkiel's conclusion in 'A Random Walk Down Wallstreet' that you can easily make money in stocks, but you can't beat the market on a risk adjusted basis. This is because there is an army of brilliant analysts and traders working 100 hour weeks seeking any advantage they can find in information, then leveraging up to squeeze every possible dollar out of that advantage.
The private markets offer high returns and a high degree of risk. The question is, can you beat the market by developing your own information advantage in the form of investing in good opportunities and rejecting bad ones? Are there other reasons like illiquidity and limited capital availability that actually creates a premium return in private markets?
Public Market Advantages:
- Liquidity
- Simple Diversification with an Index Fund
- Low Risk of Fraud
Private Market Advantages
- Low Price to Earnings Ratios on Acquired Companies
- Reduced Competition for Investment Opportunities
- Ability to Impact Businesses you are invested in
Public Market Disadvantages
- High Valuations Create Risk
- Very Competitive for Investors
Private Market Disadvantages
- Illiquidity creates cash drag waiting for investment opportunities
- Overhead from legal and financial review
- Potential for Fraud
Based on these it seems like public markets hold most of the cards, unless the private markets can return significantly better. This makes it compelling to invest in the private markets....but do they really offer better overall returns?
from University at Albany, State University of New York in Delray Beach, FL, USA
from Massachusetts Institute of Technology in San Francisco, CA, USA
The thesis you describe behind private market information advantage is literally what every private market, VC, or other fund touts. Why would anyone invest their own money if they didn't think they could generate an above-average risk-adjusted return?
Matt Levine's "Money Stuff" discusses this dynamic often and in depth.
In general - with private markets - most people on here are unlikely to have access to the best private investments, because they're gate kept by the large funds with rich LPs.
Finally, of course there are tons of great private market opportunities on the edge of the market if you're willing to bet, invest, or do something better. That's the whole fundamental premise of capitalism.
But just consider that ~3-5% of all Russell 3000 index companies drove most of the return for that entire index.
How confident are you that you can find, pick, generate, or drive that 3%?