BCSF vs. AMAL
Compare and contrast key facts about Bain Capital Specialty Finance, Inc. (BCSF) and Amalgamated Financial Corp. (AMAL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCSF or AMAL.
Key characteristics
BCSF | AMAL | |
---|---|---|
YTD Return | 4.05% | -10.83% |
1Y Return | 45.62% | 34.77% |
3Y Return (Ann) | 11.66% | 16.19% |
5Y Return (Ann) | 5.94% | 11.05% |
Sharpe Ratio | 2.38 | 0.92 |
Daily Std Dev | 18.58% | 36.40% |
Max Drawdown | -62.44% | -62.93% |
Current Drawdown | -1.51% | -12.93% |
Fundamentals
BCSF | AMAL | |
---|---|---|
Market Cap | $1.02B | $710.56M |
EPS | $1.91 | $2.86 |
PE Ratio | 8.30 | 8.14 |
Revenue (TTM) | $297.79M | $274.58M |
Gross Profit (TTM) | $219.55M | $248.74M |
Correlation
The correlation between BCSF and AMAL 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.
Performance
BCSF vs. AMAL - Performance Comparison
In the year-to-date period, BCSF achieves a 4.05% return, which is significantly higher than AMAL's -10.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
BCSF vs. AMAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bain Capital Specialty Finance, Inc. (BCSF) and Amalgamated Financial Corp. (AMAL). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Bain Capital Specialty Finance, Inc. | 2.38 | ||||
Amalgamated Financial Corp. | 0.92 |
Dividends
BCSF vs. AMAL - Dividend Comparison
BCSF's dividend yield for the trailing twelve months is around 12.86%, more than AMAL's 1.67% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
---|---|---|---|---|---|---|---|
Bain Capital Specialty Finance, Inc. | 12.86% | 10.60% | 11.58% | 8.93% | 11.72% | 8.17% | 2.41% |
Amalgamated Financial Corp. | 1.67% | 1.48% | 1.56% | 1.91% | 2.33% | 1.34% | 0.31% |
Drawdowns
BCSF vs. AMAL - Drawdown Comparison
The maximum BCSF drawdown since its inception was -62.44%, roughly equal to the maximum AMAL drawdown of -62.93%. The drawdown chart below compares losses from any high point along the way for BCSF and AMAL
Volatility
BCSF vs. AMAL - Volatility Comparison
The current volatility for Bain Capital Specialty Finance, Inc. (BCSF) is 4.08%, while Amalgamated Financial Corp. (AMAL) has a volatility of 8.15%. This indicates that BCSF experiences smaller price fluctuations and is considered to be less risky than AMAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.