PortfoliosLab logo
BXSL vs. ARCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BXSL and ARCC is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

BXSL vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Secured Lending Fund (BXSL) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
54.40%
35.88%
BXSL
ARCC

Key characteristics

Sharpe Ratio

BXSL:

0.12

ARCC:

0.57

Sortino Ratio

BXSL:

0.30

ARCC:

0.92

Omega Ratio

BXSL:

1.04

ARCC:

1.14

Calmar Ratio

BXSL:

0.12

ARCC:

0.61

Martin Ratio

BXSL:

0.47

ARCC:

2.78

Ulcer Index

BXSL:

5.21%

ARCC:

4.13%

Daily Std Dev

BXSL:

20.94%

ARCC:

20.23%

Max Drawdown

BXSL:

-36.80%

ARCC:

-79.36%

Current Drawdown

BXSL:

-12.03%

ARCC:

-9.31%

Fundamentals

Market Cap

BXSL:

$6.70B

ARCC:

$14.44B

EPS

BXSL:

$3.45

ARCC:

$2.44

PE Ratio

BXSL:

8.52

ARCC:

8.65

PS Ratio

BXSL:

5.05

ARCC:

4.83

PB Ratio

BXSL:

1.10

ARCC:

1.06

Total Revenue (TTM)

BXSL:

$655.02M

ARCC:

$1.53B

Gross Profit (TTM)

BXSL:

$585.56M

ARCC:

$1.54B

EBITDA (TTM)

BXSL:

$273.10M

ARCC:

$1.40B

Returns By Period

In the year-to-date period, BXSL achieves a -6.07% return, which is significantly lower than ARCC's -1.35% return.


BXSL

YTD

-6.07%

1M

-9.00%

6M

-0.79%

1Y

2.72%

5Y*

N/A

10Y*

N/A

ARCC

YTD

-1.35%

1M

-5.04%

6M

2.29%

1Y

12.07%

5Y*

23.92%

10Y*

12.35%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BXSL vs. ARCC — Risk-Adjusted Performance Rank

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

BXSL
The Risk-Adjusted Performance Rank of BXSL is 5353
Overall Rank
The Sharpe Ratio Rank of BXSL is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of BXSL is 4545
Sortino Ratio Rank
The Omega Ratio Rank of BXSL is 4747
Omega Ratio Rank
The Calmar Ratio Rank of BXSL is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BXSL is 5858
Martin Ratio Rank

ARCC
The Risk-Adjusted Performance Rank of ARCC is 7272
Overall Rank
The Sharpe Ratio Rank of ARCC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ARCC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ARCC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ARCC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ARCC is 7878
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.

BXSL vs. ARCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Secured Lending Fund (BXSL) and Ares Capital Corporation (ARCC). 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 chart of Sharpe ratio for BXSL, currently valued at 0.12, compared to the broader market-2.00-1.000.001.002.003.00
BXSL: 0.12
ARCC: 0.57
The chart of Sortino ratio for BXSL, currently valued at 0.30, compared to the broader market-6.00-4.00-2.000.002.004.00
BXSL: 0.30
ARCC: 0.92
The chart of Omega ratio for BXSL, currently valued at 1.04, compared to the broader market0.501.001.502.00
BXSL: 1.04
ARCC: 1.14
The chart of Calmar ratio for BXSL, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.00
BXSL: 0.12
ARCC: 0.61
The chart of Martin ratio for BXSL, currently valued at 0.47, compared to the broader market-5.000.005.0010.0015.0020.00
BXSL: 0.47
ARCC: 2.78

The current BXSL Sharpe Ratio is 0.12, which is lower than the ARCC Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of BXSL and ARCC, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.12
0.57
BXSL
ARCC

Dividends

BXSL vs. ARCC - Dividend Comparison

BXSL's dividend yield for the trailing twelve months is around 10.39%, more than ARCC's 9.10% yield.


TTM20242023202220212020201920182017201620152014
BXSL
Blackstone Secured Lending Fund
10.39%9.53%10.64%13.02%1.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARCC
Ares Capital Corporation
9.10%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%

Drawdowns

BXSL vs. ARCC - Drawdown Comparison

The maximum BXSL drawdown since its inception was -36.80%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for BXSL and ARCC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.03%
-9.31%
BXSL
ARCC

Volatility

BXSL vs. ARCC - Volatility Comparison

Blackstone Secured Lending Fund (BXSL) and Ares Capital Corporation (ARCC) have volatilities of 15.09% and 15.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.09%
15.61%
BXSL
ARCC

Financials

BXSL vs. ARCC - Financials Comparison

This section allows you to compare key financial metrics between Blackstone Secured Lending Fund and Ares Capital Corporation. 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