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

Performance

CGBD vs. OFS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCG BDC, Inc. (CGBD) and OFS Capital Corporation (OFS). 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 -9.69% return, which is significantly higher than OFS's -13.62% return.


CGBD

1D
1.45%
1M
-0.90%
6M
-11.18%
YTD
-9.69%
1Y
-15.25%
3Y*
0.31%
5Y*
7.28%
10Y*

OFS

1D
0.27%
1M
2.59%
6M
-16.77%
YTD
-13.62%
1Y
-48.51%
3Y*
-16.42%
5Y*
-5.81%
10Y*
-0.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGBD vs. OFS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGBD
TCG BDC, Inc.
-9.69%-21.53%33.53%18.01%17.70%49.48%-8.34%21.62%-31.01%20.23%
OFS
OFS Capital Corporation
-13.62%-31.59%-20.19%29.93%3.28%66.92%-25.16%17.95%-0.24%-9.47%

Correlation

The correlation between CGBD and OFS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2017

0.27

Fundamentals

Market Cap

CGBD:

$731.80M

OFS:

$49.84M

EPS

CGBD:

$1.15

OFS:

-$2.79

Total Revenue (TTM)

CGBD:

$226.59M

OFS:

-$11.87M

Gross Profit (TTM)

CGBD:

$123.55M

OFS:

-$26.47M

EBITDA (TTM)

CGBD:

$85.61M

OFS:

-$33.16M

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Return for Risk

CGBD vs. OFS — Risk / Return Rank

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

CGBD
CGBD Risk / Return Rank: 1515
Overall Rank
CGBD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CGBD Sortino Ratio Rank: 1616
Sortino Ratio Rank
CGBD Omega Ratio Rank: 1818
Omega Ratio Rank
CGBD Calmar Ratio Rank: 1515
Calmar Ratio Rank
CGBD Martin Ratio Rank: 1010
Martin Ratio Rank

OFS
OFS Risk / Return Rank: 1111
Overall Rank
OFS Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OFS Sortino Ratio Rank: 88
Sortino Ratio Rank
OFS Omega Ratio Rank: 88
Omega Ratio Rank
OFS Calmar Ratio Rank: 1515
Calmar Ratio Rank
OFS Martin Ratio Rank: 1818
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. OFS - Risk-Adjusted Trends Comparison

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


CGBDOFSDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

0.91

0.82

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.74

-0.01

Martin ratioReturn relative to average drawdown

-1.37

-1.17

-0.20

CGBD vs. OFS - Sharpe Ratio Comparison

The current CGBD Sharpe Ratio is -0.66, which is higher than the OFS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of CGBD and OFS, 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. OFS - Drawdown Comparison

The maximum CGBD drawdown since its inception was -71.09%, roughly equal to the maximum OFS drawdown of -69.09%. Use the drawdown chart below to compare losses from any high point for CGBD and OFS.


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Drawdown Indicators


CGBDOFSDifference

Max Drawdown

Largest peak-to-trough decline

-71.09%

-69.09%

-2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-19.72%

-64.17%

+44.45%

Max Drawdown (3Y)

Largest decline over 3 years

-35.06%

-66.97%

+31.91%

Max Drawdown (5Y)

Largest decline over 5 years

-35.06%

-66.97%

+31.91%

Max Drawdown (10Y)

Largest decline over 10 years

-69.09%

Current Drawdown

Current decline from peak

-31.53%

-54.14%

+22.61%

Average Drawdown

Average peak-to-trough decline

-12.67%

-14.63%

+1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.90%

40.79%

-29.89%

Volatility

CGBD vs. OFS - Volatility Comparison

The current volatility for TCG BDC, Inc. (CGBD) is 7.44%, while OFS Capital Corporation (OFS) has a volatility of 16.29%. This indicates that CGBD experiences smaller price fluctuations and is considered to be less risky than OFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGBDOFSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

16.29%

-8.85%

Volatility (6M)

Calculated over the trailing 6-month period

18.24%

41.27%

-23.03%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

50.01%

-27.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.77%

34.40%

-12.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.64%

40.46%

-5.82%

Dividends

CGBD vs. OFS - Dividend Comparison

CGBD's dividend yield for the trailing twelve months is around 14.72%, less than OFS's 22.85% yield.


PositionTTM20252024202320222021202020192018201720162015
CGBD
TCG BDC, Inc.
14.72%13.21%10.43%11.76%11.46%10.92%14.33%13.00%13.55%6.09%0.00%0.00%
OFS
OFS Capital Corporation
22.85%25.00%16.85%11.45%11.43%8.35%12.03%12.18%12.83%11.43%9.88%11.85%

Financials

CGBD vs. OFS - Financials Comparison

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


0.0020.00M40.00M60.00M80.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
64.08M
-2.40M
(CGBD) Total Revenue
(OFS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CGBD and OFS have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OFS has higher volatility (16.29%) compared to CGBD (7.44%). In terms of maximum drawdown, CGBD dropped -71.09% vs OFS's -69.09%.

CGBD currently has the higher Sharpe Ratio (-0.66 vs -0.96), 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

Find the right allocation for CGBD and OFS

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