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Saratoga Investment Corp. (SAR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US80349A2087

CUSIP

80349A208

Sector

Financial Services

IPO Date

Mar 23, 2007

Highlights

Market Cap

$332.19M

EPS (TTM)

$1.52

PE Ratio

15.84

Total Revenue (TTM)

$97.72M

Gross Profit (TTM)

$41.24M

EBITDA (TTM)

$18.24B

Year Range

$20.09 - $25.71

Target Price

$26.05

Short %

1.46%

Short Ratio

2.09

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SAR vs. BCSF SAR vs. CGBD SAR vs. GTY SAR vs. ABR SAR vs. VOO SAR vs. ^GSPC SAR vs. BRK-B SAR vs. GLAD SAR vs. GIC SAR vs. BXMT
Popular comparisons:
SAR vs. BCSF SAR vs. CGBD SAR vs. GTY SAR vs. ABR SAR vs. VOO SAR vs. ^GSPC SAR vs. BRK-B SAR vs. GLAD SAR vs. GIC SAR vs. BXMT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Saratoga Investment Corp., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
35.47%
312.98%
SAR (Saratoga Investment Corp.)
Benchmark (^GSPC)

Returns By Period

Saratoga Investment Corp. had a return of 3.78% year-to-date (YTD) and 5.41% in the last 12 months. Over the past 10 years, Saratoga Investment Corp. had an annualized return of 15.58%, outperforming the S&P 500 benchmark which had an annualized return of 11.06%.


SAR

YTD

3.78%

1M

-4.59%

6M

10.63%

1Y

5.41%

5Y*

8.65%

10Y*

15.58%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of SAR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-10.52%2.03%1.33%1.72%0.59%-1.39%3.00%0.81%1.54%1.08%9.60%3.78%
20235.73%2.23%-5.69%-3.32%14.98%-1.49%-0.41%-3.83%2.15%-8.68%11.67%1.40%12.91%
2022-5.13%0.37%1.15%-6.16%3.87%-7.97%-1.67%3.01%-12.72%9.29%16.17%-0.82%-3.82%
20211.50%11.02%9.71%1.69%0.87%6.95%0.71%6.06%1.97%0.38%0.17%1.66%51.00%
20208.61%-13.74%-49.76%45.87%-9.59%4.08%11.84%-0.75%-2.04%8.25%24.33%-5.78%-10.92%
201915.03%0.65%-1.00%12.52%-1.68%2.43%1.94%-0.04%0.45%1.13%0.40%-0.60%34.20%
2018-7.47%5.60%-2.65%-1.20%10.85%24.10%-12.68%2.77%-5.11%-9.40%5.50%-7.63%-2.78%
20172.13%10.39%-2.77%0.65%1.42%-3.59%3.88%1.15%0.26%4.42%-0.76%2.55%20.77%
2016-5.92%0.94%10.25%8.51%-1.27%3.11%4.00%5.66%-0.45%4.72%10.55%2.13%49.60%
20154.24%3.28%0.57%7.85%9.70%-1.44%0.19%-3.26%-1.04%1.15%-2.13%-1.34%18.27%
20143.96%-2.58%-3.22%3.71%-4.78%3.83%1.72%0.37%-0.23%-4.00%-0.16%-2.15%-3.97%
201315.58%-4.38%-3.29%3.28%5.93%-1.99%1.47%2.23%2.22%2.53%-5.60%0.06%17.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SAR is 56, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SAR is 5656
Overall Rank
The Sharpe Ratio Rank of SAR is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SAR is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SAR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SAR is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SAR is 5757
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Saratoga Investment Corp. (SAR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SAR, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.292.10
The chart of Sortino ratio for SAR, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.492.80
The chart of Omega ratio for SAR, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.39
The chart of Calmar ratio for SAR, currently valued at 0.39, compared to the broader market0.002.004.006.000.393.09
The chart of Martin ratio for SAR, currently valued at 0.70, compared to the broader market-5.000.005.0010.0015.0020.0025.000.7013.49
SAR
^GSPC

The current Saratoga Investment Corp. Sharpe ratio is 0.29. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Saratoga Investment Corp. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.29
2.10
SAR (Saratoga Investment Corp.)
Benchmark (^GSPC)

Dividends

Dividend History

Saratoga Investment Corp. provided a 12.43% dividend yield over the last twelve months, with an annual payout of $2.95 per share. The company has been increasing its dividends for 3 consecutive years.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.95$2.82$2.81$1.81$1.37$1.65$2.06$2.35$1.88$2.18$0.18$2.65

Dividend yield

12.43%10.90%11.02%6.16%6.57%6.61%10.35%10.51%9.12%14.14%1.21%16.93%

Monthly Dividends

The table displays the monthly dividend distributions for Saratoga Investment Corp.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.73$0.00$0.00$0.74$0.00$0.00$0.74$0.00$0.00$0.74$2.95
2023$0.00$0.00$0.69$0.00$0.00$0.70$0.00$0.00$0.71$0.00$0.00$0.72$2.82
2022$0.53$0.00$0.53$0.00$0.00$0.53$0.00$0.00$0.54$0.00$0.00$0.68$2.81
2021$0.42$0.00$0.00$0.43$0.00$0.44$0.00$0.00$0.52$0.00$0.00$0.00$1.81
2020$0.56$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.41$0.00$0.00$1.37
2019$0.00$0.00$0.54$0.00$0.00$0.55$0.00$0.00$0.56$0.00$0.00$0.00$1.65
2018$0.00$0.00$0.50$0.00$0.00$0.51$0.00$0.00$0.52$0.00$0.00$0.53$2.06
2017$0.45$0.00$0.46$0.00$0.00$0.47$0.00$0.00$0.48$0.00$0.00$0.49$2.35
2016$0.40$0.00$0.00$0.41$0.00$0.00$0.43$0.20$0.00$0.44$0.00$0.00$1.88
2015$0.22$0.00$0.00$0.27$1.00$0.00$0.33$0.00$0.00$0.36$0.00$0.00$2.18
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.18
2013$2.65$0.00$2.65

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%12.4%
Saratoga Investment Corp. has a dividend yield of 12.43%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%147.5%
Saratoga Investment Corp. has a payout ratio of 147.50%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.20%
-2.62%
SAR (Saratoga Investment Corp.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Saratoga Investment Corp.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Saratoga Investment Corp. was 90.83%, occurring on Nov 24, 2008. Recovery took 2779 trading sessions.

The current Saratoga Investment Corp. drawdown is 6.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.83%Mar 26, 2007423Nov 24, 20082779Jan 17, 20203202
-69.89%Feb 18, 202022Mar 18, 2020263Apr 5, 2021285
-26.18%Oct 7, 2021262Oct 20, 202255Jan 10, 2023317
-15.55%Feb 21, 202334Apr 10, 202332May 24, 202366
-15.19%Jun 2, 2023103Oct 27, 2023238Oct 9, 2024341

Volatility

Volatility Chart

The current Saratoga Investment Corp. volatility is 4.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.55%
3.79%
SAR (Saratoga Investment Corp.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Saratoga Investment Corp. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Saratoga Investment Corp. compared to its peers in the Asset Management industry.


PE Ratio
100.0200.0300.015.8
The chart displays the price to earnings (P/E) ratio for SAR in comparison to other companies of the Asset Management industry. Currently, SAR has a PE value of 15.8. This PE ratio falls in the average range for the industry.
PEG Ratio
-4.0-2.00.02.04.00.0
The chart displays the price to earnings to growth (PEG) ratio for SAR in comparison to other companies of the Asset Management industry. Currently, SAR has a PEG value of 0.0. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Saratoga Investment Corp..


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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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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