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AMAL vs. BCSF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMAL and BCSF is 0.30, 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.


-0.50.00.51.00.3

Performance

AMAL vs. BCSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amalgamated Financial Corp. (AMAL) and Bain Capital Specialty Finance, Inc. (BCSF). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
88.95%
74.55%
AMAL
BCSF

Key characteristics

Sharpe Ratio

AMAL:

0.88

BCSF:

1.47

Sortino Ratio

AMAL:

1.49

BCSF:

2.00

Omega Ratio

AMAL:

1.18

BCSF:

1.27

Calmar Ratio

AMAL:

1.35

BCSF:

2.30

Martin Ratio

AMAL:

3.22

BCSF:

9.28

Ulcer Index

AMAL:

9.17%

BCSF:

2.27%

Daily Std Dev

AMAL:

33.37%

BCSF:

14.36%

Max Drawdown

AMAL:

-62.93%

BCSF:

-62.45%

Current Drawdown

AMAL:

-12.38%

BCSF:

-2.31%

Fundamentals

Market Cap

AMAL:

$1.08B

BCSF:

$1.10B

EPS

AMAL:

$3.39

BCSF:

$1.99

PE Ratio

AMAL:

10.36

BCSF:

8.58

Total Revenue (TTM)

AMAL:

$429.16M

BCSF:

$297.41M

Gross Profit (TTM)

AMAL:

$429.16M

BCSF:

$230.49M

EBITDA (TTM)

AMAL:

$36.94M

BCSF:

$205.01M

Returns By Period

In the year-to-date period, AMAL achieves a 26.09% return, which is significantly higher than BCSF's 21.70% return.


AMAL

YTD

26.09%

1M

-5.14%

6M

34.87%

1Y

26.47%

5Y*

13.15%

10Y*

N/A

BCSF

YTD

21.70%

1M

0.36%

6M

8.96%

1Y

19.82%

5Y*

7.59%

10Y*

N/A

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Risk-Adjusted Performance

AMAL vs. BCSF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amalgamated Financial Corp. (AMAL) and Bain Capital Specialty Finance, Inc. (BCSF). 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.


Sharpe ratio
The chart of Sharpe ratio for AMAL, currently valued at 0.88, compared to the broader market-4.00-2.000.002.000.881.47
The chart of Sortino ratio for AMAL, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.492.00
The chart of Omega ratio for AMAL, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.27
The chart of Calmar ratio for AMAL, currently valued at 1.35, compared to the broader market0.002.004.006.001.352.30
The chart of Martin ratio for AMAL, currently valued at 3.22, compared to the broader market0.0010.0020.003.229.28
AMAL
BCSF

The current AMAL Sharpe Ratio is 0.88, which is lower than the BCSF Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of AMAL and BCSF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.88
1.47
AMAL
BCSF

Dividends

AMAL vs. BCSF - Dividend Comparison

AMAL's dividend yield for the trailing twelve months is around 1.38%, less than BCSF's 10.48% yield.


TTM202320222021202020192018
AMAL
Amalgamated Financial Corp.
1.38%1.48%1.56%1.91%2.33%1.34%0.31%
BCSF
Bain Capital Specialty Finance, Inc.
10.48%10.62%11.60%8.94%11.73%8.14%2.40%

Drawdowns

AMAL vs. BCSF - Drawdown Comparison

The maximum AMAL drawdown since its inception was -62.93%, roughly equal to the maximum BCSF drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for AMAL and BCSF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.38%
-2.31%
AMAL
BCSF

Volatility

AMAL vs. BCSF - Volatility Comparison

Amalgamated Financial Corp. (AMAL) has a higher volatility of 7.02% compared to Bain Capital Specialty Finance, Inc. (BCSF) at 3.34%. This indicates that AMAL's price experiences larger fluctuations and is considered to be riskier than BCSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.02%
3.34%
AMAL
BCSF

Financials

AMAL vs. BCSF - Financials Comparison

This section allows you to compare key financial metrics between Amalgamated Financial Corp. and Bain Capital Specialty 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


Values in USD except per share items
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Disclaimer

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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