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CGBD vs. CION
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CGBD vs. CION - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCG BDC, Inc. (CGBD) and CION Investment Corporation (CION). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGBD achieves a -11.02% return, which is significantly higher than CION's -24.71% return.


CGBD

1D
-0.09%
1M
0.37%
YTD
-11.02%
6M
-7.98%
1Y
-11.08%
3Y*
1.65%
5Y*
7.01%
10Y*

CION

1D
-0.95%
1M
4.10%
YTD
-24.71%
6M
-22.95%
1Y
-15.95%
3Y*
0.82%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGBD vs. CION - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CGBD
TCG BDC, Inc.
-11.02%-21.53%33.53%18.01%17.70%5.49%
CION
CION Investment Corporation
-24.71%-2.26%14.82%35.42%-14.80%3.97%

Correlation

The correlation between CGBD and CION is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2021

0.52

The correlation between CGBD and CION has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.

Fundamentals

EPS

CGBD:

$1.02

CION:

$0.67

PE Ratio

CGBD:

10.49

CION:

9.32

PS Ratio

CGBD:

2.59

CION:

1.50

Total Revenue (TTM)

CGBD:

$226.59M

CION:

$217.31M

Gross Profit (TTM)

CGBD:

$123.55M

CION:

$189.35M

EBITDA (TTM)

CGBD:

$85.61M

CION:

$112.53M

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Return for Risk

CGBD vs. CION — Risk / Return Rank

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

CGBD
CGBD Risk / Return Rank: 2020
Overall Rank
CGBD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CGBD Sortino Ratio Rank: 1818
Sortino Ratio Rank
CGBD Omega Ratio Rank: 2121
Omega Ratio Rank
CGBD Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGBD Martin Ratio Rank: 1919
Martin Ratio Rank

CION
CION Risk / Return Rank: 2020
Overall Rank
CION Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CION Sortino Ratio Rank: 1818
Sortino Ratio Rank
CION Omega Ratio Rank: 1818
Omega Ratio Rank
CION Calmar Ratio Rank: 2626
Calmar Ratio Rank
CION Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CGBD vs. CION - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCG BDC, Inc. (CGBD) and CION Investment Corporation (CION). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CGBDCIONDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

0.93

0.92

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.56

-0.48

-0.08

Martin ratioReturn relative to average drawdown

-1.07

-0.98

-0.09

CGBD vs. CION - Sharpe Ratio Comparison

The current CGBD Sharpe Ratio is -0.51, which is comparable to the CION Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of CGBD and CION, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CGBD vs. CION - Drawdown Comparison

The maximum CGBD drawdown since its inception was -71.09%, which is greater than CION's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for CGBD and CION.


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Drawdown Indicators


CGBDCIONDifference

Max Drawdown

Largest peak-to-trough decline

-71.09%

-45.39%

-25.70%

Max Drawdown (1Y)

Largest decline over 1 year

-19.72%

-33.39%

+13.67%

Max Drawdown (3Y)

Largest decline over 3 years

-35.06%

-37.62%

+2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-35.06%

Current Drawdown

Current decline from peak

-32.55%

-33.15%

+0.60%

Average Drawdown

Average peak-to-trough decline

-12.57%

-15.26%

+2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.35%

16.22%

-5.87%

Volatility

CGBD vs. CION - Volatility Comparison

The current volatility for TCG BDC, Inc. (CGBD) is 6.62%, while CION Investment Corporation (CION) has a volatility of 12.25%. This indicates that CGBD experiences smaller price fluctuations and is considered to be less risky than CION based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGBDCIONDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

12.25%

-5.63%

Volatility (6M)

Calculated over the trailing 6-month period

17.79%

24.71%

-6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

22.06%

28.94%

-6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.62%

29.96%

-8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.67%

29.96%

+4.71%

Dividends

CGBD vs. CION - Dividend Comparison

CGBD's dividend yield for the trailing twelve months is around 14.93%, less than CION's 28.53% yield.


PositionTTM202520242023202220212020201920182017
CGBD
TCG BDC, Inc.
14.93%13.21%10.43%11.76%11.46%10.92%14.33%13.00%13.55%6.09%
CION
CION Investment Corporation
28.53%14.89%13.33%14.24%14.87%3.52%0.00%0.00%0.00%0.00%

Financials

CGBD vs. CION - Financials Comparison

This section allows you to compare key financial metrics between TCG BDC, Inc. and CION Investment 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


-20.00M0.0020.00M40.00M60.00M80.00M20222023202420252026
64.08M
49.54M
(CGBD) Total Revenue
(CION) Total Revenue
Values in USD except per share items

CGBD vs. CION - Profitability Comparison

The chart below illustrates the profitability comparison between TCG BDC, Inc. and CION Investment Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%2022202320242025202600
Portfolio components
CGBD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TCG BDC, Inc. reported a gross profit of 0.00 and revenue of 64.08M. Therefore, the gross margin over that period was 0.0%.

CION - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CION Investment Corporation reported a gross profit of 0.00 and revenue of 49.54M. Therefore, the gross margin over that period was 0.0%.

CGBD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TCG BDC, Inc. reported an operating income of 0.00 and revenue of 64.08M, resulting in an operating margin of 0.0%.

CION - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CION Investment Corporation reported an operating income of 0.00 and revenue of 49.54M, resulting in an operating margin of 0.0%.

CGBD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TCG BDC, Inc. reported a net income of 0.00 and revenue of 64.08M, resulting in a net margin of 0.0%.

CION - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CION Investment Corporation reported a net income of 12.86M and revenue of 49.54M, resulting in a net margin of 26.0%.


Frequently Asked Questions


CGBD and CION have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CION has higher volatility (12.25%) compared to CGBD (6.62%). In terms of maximum drawdown, CGBD dropped -71.09% vs CION's -45.39%.

CGBD currently has the higher Sharpe Ratio (-0.51 vs -0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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