CGBD vs. MSFT

In the year-to-date period, CGBD achieves a -19.53% return, which is significantly lower than MSFT's 9.64% return.

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This table presents a comparison of risk-adjusted performance metrics for TCG BDC, Inc. (CGBD) and Microsoft Corporation (MSFT). 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 CGBD Sharpe Ratio is -0.70, which is lower than the MSFT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of CGBD and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CGBD's dividend yield for the trailing twelve months is around 6.90%, more than MSFT's 0.70% yield.

The maximum CGBD drawdown since its inception was -71.62%, roughly equal to the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for CGBD and MSFT.

TCG BDC, Inc. (CGBD) and Microsoft Corporation (MSFT) have volatilities of 8.70% and 8.33%, 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.

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