PortfoliosLab logoPortfoliosLab logo
AJG vs. WHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

AJG vs. WHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arthur J. Gallagher & Co. (AJG) and WhiteHorse Finance, Inc. (WHF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AJG vs. WHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AJG
Arthur J. Gallagher & Co.
-16.05%-8.03%27.34%20.51%12.44%39.02%32.12%31.79%19.19%25.04%
WHF
WhiteHorse Finance, Inc.
6.62%-15.36%-8.52%6.26%-6.23%25.77%19.14%20.83%4.80%21.87%

Fundamentals

EPS

AJG:

$6.15

WHF:

$1.15

PE Ratio

AJG:

35.22

WHF:

6.42

PS Ratio

AJG:

4.33

WHF:

3.94

Total Revenue (TTM)

AJG:

$13.03B

WHF:

$43.62M

Gross Profit (TTM)

AJG:

$7.34B

WHF:

$19.82M

EBITDA (TTM)

AJG:

$3.62B

WHF:

$0.00

Returns By Period

In the year-to-date period, AJG achieves a -16.05% return, which is significantly lower than WHF's 6.62% return. Over the past 10 years, AJG has outperformed WHF with an annualized return of 19.06%, while WHF has yielded a comparatively lower 9.36% annualized return.


AJG

1D
0.29%
1M
-4.80%
YTD
-16.05%
6M
-29.68%
1Y
-36.65%
3Y*
5.20%
5Y*
12.50%
10Y*
19.06%

WHF

1D
1.23%
1M
17.62%
YTD
6.62%
6M
11.48%
1Y
-12.87%
3Y*
-4.03%
5Y*
-1.97%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

AJG vs. WHF — Risk / Return Rank

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

AJG
AJG Risk / Return Rank: 55
Overall Rank
AJG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 44
Sortino Ratio Rank
AJG Omega Ratio Rank: 44
Omega Ratio Rank
AJG Calmar Ratio Rank: 1010
Calmar Ratio Rank
AJG Martin Ratio Rank: 77
Martin Ratio Rank

WHF
WHF Risk / Return Rank: 2424
Overall Rank
WHF Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WHF Sortino Ratio Rank: 2020
Sortino Ratio Rank
WHF Omega Ratio Rank: 2121
Omega Ratio Rank
WHF Calmar Ratio Rank: 2929
Calmar Ratio Rank
WHF 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.

AJG vs. WHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) and WhiteHorse Finance, Inc. (WHF). 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.


AJGWHFDifference

Sharpe ratio

Return per unit of total volatility

-1.29

-0.46

-0.82

Sortino ratio

Return per unit of downside risk

-1.77

-0.51

-1.26

Omega ratio

Gain probability vs. loss probability

0.77

0.94

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.88

-0.41

-0.46

Martin ratio

Return relative to average drawdown

-1.63

-0.75

-0.88

AJG vs. WHF - Sharpe Ratio Comparison

The current AJG Sharpe Ratio is -1.29, which is lower than the WHF Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of AJG and WHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AJGWHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.29

-0.46

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

-0.09

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.30

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.25

+0.23

Correlation

The correlation between AJG and WHF is 0.17, 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

AJG vs. WHF - Dividend Comparison

AJG's dividend yield for the trailing twelve months is around 1.22%, less than WHF's 14.39% yield.


TTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.22%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
WHF
WhiteHorse Finance, Inc.
14.39%20.72%18.44%12.60%11.26%10.03%13.96%11.79%11.16%10.58%11.67%12.37%

Drawdowns

AJG vs. WHF - Drawdown Comparison

The maximum AJG drawdown since its inception was -57.49%, roughly equal to the maximum WHF drawdown of -57.48%. Use the drawdown chart below to compare losses from any high point for AJG and WHF.


Loading graphics...

Drawdown Indicators


AJGWHFDifference

Max Drawdown

Largest peak-to-trough decline

-57.49%

-57.48%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-40.88%

-28.62%

-12.26%

Max Drawdown (5Y)

Largest decline over 5 years

-40.88%

-37.91%

-2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-40.88%

-57.48%

+16.60%

Current Drawdown

Current decline from peak

-37.29%

-25.67%

-11.62%

Average Drawdown

Average peak-to-trough decline

-12.71%

-8.75%

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.99%

15.85%

+6.14%

Volatility

AJG vs. WHF - Volatility Comparison

The current volatility for Arthur J. Gallagher & Co. (AJG) is 9.27%, while WhiteHorse Finance, Inc. (WHF) has a volatility of 10.56%. This indicates that AJG experiences smaller price fluctuations and is considered to be less risky than WHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AJGWHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.27%

10.56%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

22.25%

22.45%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

28.55%

27.84%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

22.70%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.84%

31.47%

-8.63%

Financials

AJG vs. WHF - Financials Comparison

This section allows you to compare key financial metrics between Arthur J. Gallagher & Co. and WhiteHorse Finance, Inc.. 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


0.001.00B2.00B3.00B4.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.37B
5.98M
(AJG) Total Revenue
(WHF) Total Revenue
Values in USD except per share items