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BGLF.L vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BGLF.L and ^NDX is 0.06, 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.


-0.50.00.51.00.1

Performance

BGLF.L vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone / GSO Loan (BGLF.L) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
24.14%
11.86%
BGLF.L
^NDX

Key characteristics

Returns By Period


BGLF.L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^NDX

YTD

5.54%

1M

3.43%

6M

11.86%

1Y

26.38%

5Y*

18.69%

10Y*

17.49%

*Annualized

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Risk-Adjusted Performance

BGLF.L vs. ^NDX — Risk-Adjusted Performance Rank

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

BGLF.L
The Risk-Adjusted Performance Rank of BGLF.L is 9898
Overall Rank
The Sharpe Ratio Rank of BGLF.L is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BGLF.L is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BGLF.L is 9898
Omega Ratio Rank
The Calmar Ratio Rank of BGLF.L is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BGLF.L is 9999
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 5959
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6060
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.

BGLF.L vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone / GSO Loan (BGLF.L) and NASDAQ 100 (^NDX). 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 BGLF.L, currently valued at 1.98, compared to the broader market-2.000.002.001.981.30
The chart of Sortino ratio for BGLF.L, currently valued at 3.86, compared to the broader market-4.00-2.000.002.004.006.003.861.77
The chart of Omega ratio for BGLF.L, currently valued at 1.55, compared to the broader market0.501.001.502.001.551.24
The chart of Calmar ratio for BGLF.L, currently valued at 3.74, compared to the broader market0.002.004.006.003.741.74
The chart of Martin ratio for BGLF.L, currently valued at 22.35, compared to the broader market0.0010.0020.0030.0022.355.93
BGLF.L
^NDX


Rolling 12-month Sharpe Ratio1.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.98
1.30
BGLF.L
^NDX

Drawdowns

BGLF.L vs. ^NDX - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February00
BGLF.L
^NDX

Volatility

BGLF.L vs. ^NDX - Volatility Comparison

The current volatility for Blackstone / GSO Loan (BGLF.L) is 0.00%, while NASDAQ 100 (^NDX) has a volatility of 4.81%. This indicates that BGLF.L experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February0
4.81%
BGLF.L
^NDX
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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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