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

Performance

CION vs. CGBD - Performance Comparison

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

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Returns By Period

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


CION

1D
-0.95%
1M
4.10%
YTD
-24.71%
6M
-22.95%
1Y
-15.95%
3Y*
0.82%
5Y*
10Y*

CGBD

1D
-0.09%
1M
0.37%
YTD
-11.02%
6M
-7.98%
1Y
-11.08%
3Y*
1.65%
5Y*
7.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CION vs. CGBD - Yearly Performance Comparison


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

Correlation

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

Fundamentals

EPS

CION:

$0.67

CGBD:

$1.02

PE Ratio

CION:

9.32

CGBD:

10.49

PS Ratio

CION:

1.50

CGBD:

2.59

Total Revenue (TTM)

CION:

$217.31M

CGBD:

$226.59M

Gross Profit (TTM)

CION:

$189.35M

CGBD:

$123.55M

EBITDA (TTM)

CION:

$112.53M

CGBD:

$85.61M

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Return for Risk

CION vs. CGBD — Risk / Return Rank

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

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

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
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.

CION vs. CGBD - Risk-Adjusted Trends Comparison

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


CIONCGBDDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

0.92

0.93

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.48

-0.56

+0.08

Martin ratioReturn relative to average drawdown

-0.98

-1.07

+0.09

CION vs. CGBD - Sharpe Ratio Comparison

The current CION Sharpe Ratio is -0.55, which is comparable to the CGBD Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of CION and CGBD, 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

CION vs. CGBD - Drawdown Comparison

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


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Drawdown Indicators


CIONCGBDDifference

Max Drawdown

Largest peak-to-trough decline

-45.39%

-71.09%

+25.70%

Max Drawdown (1Y)

Largest decline over 1 year

-33.39%

-19.72%

-13.67%

Max Drawdown (3Y)

Largest decline over 3 years

-37.62%

-35.06%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-35.06%

Current Drawdown

Current decline from peak

-33.15%

-32.55%

-0.60%

Average Drawdown

Average peak-to-trough decline

-15.26%

-12.57%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.22%

10.35%

+5.87%

Volatility

CION vs. CGBD - Volatility Comparison

CION Investment Corporation (CION) has a higher volatility of 12.25% compared to TCG BDC, Inc. (CGBD) at 6.62%. This indicates that CION's price experiences larger fluctuations and is considered to be riskier than CGBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIONCGBDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.25%

6.62%

+5.63%

Volatility (6M)

Calculated over the trailing 6-month period

24.71%

17.79%

+6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

28.94%

22.06%

+6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.96%

21.62%

+8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.96%

34.67%

-4.71%

Dividends

CION vs. CGBD - Dividend Comparison

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

CION vs. CGBD - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


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

CION vs. CGBD - Profitability Comparison

The chart below illustrates the profitability comparison between CION Investment Corporation and TCG BDC, Inc. 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
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 - 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 - 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 - 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 - 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%.

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%.


Frequently Asked Questions


CION and CGBD 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, CION dropped -45.39% vs CGBD's -71.09%.

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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