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

Key characteristics


BCSFAMAL
YTD Return4.05%-10.83%
1Y Return45.62%34.77%
3Y Return (Ann)11.66%16.19%
5Y Return (Ann)5.94%11.05%
Sharpe Ratio2.380.92
Daily Std Dev18.58%36.40%
Max Drawdown-62.44%-62.93%
Current Drawdown-1.51%-12.93%

Fundamentals


BCSFAMAL
Market Cap$1.02B$710.56M
EPS$1.91$2.86
PE Ratio8.308.14
Revenue (TTM)$297.79M$274.58M
Gross Profit (TTM)$219.55M$248.74M

Correlation

0.30
-1.001.00

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.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
49.34%
33.63%
BCSF
AMAL

Compare stocks, funds, or ETFs


Bain Capital Specialty Finance, Inc.

Amalgamated Financial Corp.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BCSF
Bain Capital Specialty Finance, Inc.
2.38
AMAL
Amalgamated Financial Corp.
0.92

BCSF vs. AMAL - Sharpe Ratio Comparison

The current BCSF Sharpe Ratio is 2.38, which is higher than the AMAL Sharpe Ratio of 0.92. The chart below compares the 12-month rolling Sharpe Ratio of BCSF and AMAL.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
2.38
0.92
BCSF
AMAL

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.


TTM202320222021202020192018
BCSF
Bain Capital Specialty Finance, Inc.
12.86%10.60%11.58%8.93%11.72%8.17%2.41%
AMAL
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


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.51%
-12.93%
BCSF
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.


4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
4.08%
8.15%
BCSF
AMAL