BWLP vs. WHF

In the year-to-date period, BWLP achieves a -1.73% return, which is significantly higher than WHF's -3.50% return. Over the past 10 years, BWLP has outperformed WHF with an annualized return of 20.97%, while WHF has yielded a comparatively lower 8.70% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for BW LPG Limited (BWLP) 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.

The current BWLP Sharpe Ratio is -0.82, which is comparable to the WHF Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of BWLP 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.

BWLP's dividend yield for the trailing twelve months is around 25.81%, more than WHF's 19.86% yield.

The maximum BWLP drawdown since its inception was -68.80%, which is greater than WHF's maximum drawdown of -57.48%. Use the drawdown chart below to compare losses from any high point for BWLP and WHF.

BW LPG Limited (BWLP) has a higher volatility of 14.57% compared to WhiteHorse Finance, Inc. (WHF) at 5.41%. This indicates that BWLP's price experiences larger fluctuations and is considered to be riskier than WHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between BW LPG Limited 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.