CPA vs. GBDC
Compare and contrast key facts about Copa Holdings, S.A. (CPA) and Golub Capital BDC, Inc. (GBDC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPA or GBDC.
Key characteristics
| CPA | GBDC | |
|---|---|---|
| YTD Return | 2.67% | 11.34% |
| 1Y Return | 18.52% | 16.11% |
| 3Y Return (Ann) | 13.92% | 10.44% |
| 5Y Return (Ann) | 1.42% | 7.56% |
| 10Y Return (Ann) | 1.98% | 8.00% |
| Sharpe Ratio | 0.76 | 1.20 |
| Sortino Ratio | 1.21 | 1.74 |
| Omega Ratio | 1.15 | 1.21 |
| Calmar Ratio | 0.61 | 1.02 |
| Martin Ratio | 1.99 | 2.41 |
| Ulcer Index | 10.24% | 6.71% |
| Daily Std Dev | 26.74% | 13.53% |
| Max Drawdown | -78.99% | -47.60% |
| Current Drawdown | -14.08% | -7.10% |
Fundamentals
| CPA | GBDC | |
|---|---|---|
| Market Cap | $4.10B | $4.06B |
| EPS | $16.33 | $1.59 |
| PE Ratio | 6.04 | 9.65 |
| PEG Ratio | 0.16 | 1.51 |
| Total Revenue (TTM) | $2.63B | $397.98M |
| Gross Profit (TTM) | $860.52M | $410.35M |
| EBITDA (TTM) | $837.01M | $242.81M |
Correlation
The correlation between CPA and GBDC is 0.24, 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.
Performance
CPA vs. GBDC - Performance Comparison
In the year-to-date period, CPA achieves a 2.67% return, which is significantly lower than GBDC's 11.34% return. Over the past 10 years, CPA has underperformed GBDC with an annualized return of 1.98%, while GBDC has yielded a comparatively higher 8.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CPA vs. GBDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Copa Holdings, S.A. (CPA) and Golub Capital BDC, Inc. (GBDC). 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.
Dividends
CPA vs. GBDC - Dividend Comparison
CPA's dividend yield for the trailing twelve months is around 5.44%, less than GBDC's 11.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPA Copa Holdings, S.A. | 5.44% | 3.09% | 0.00% | 0.00% | 1.04% | 2.41% | 4.42% | 1.88% | 2.25% | 6.96% | 3.71% | 0.91% |
GBDC Golub Capital BDC, Inc. | 11.95% | 10.00% | 9.35% | 7.58% | 8.37% | 6.99% | 8.49% | 7.47% | 8.32% | 7.70% | 7.14% | 6.70% |
Drawdowns
CPA vs. GBDC - Drawdown Comparison
The maximum CPA drawdown since its inception was -78.99%, which is greater than GBDC's maximum drawdown of -47.60%. Use the drawdown chart below to compare losses from any high point for CPA and GBDC. For additional features, visit the drawdowns tool.
Volatility
CPA vs. GBDC - Volatility Comparison
Copa Holdings, S.A. (CPA) has a higher volatility of 7.68% compared to Golub Capital BDC, Inc. (GBDC) at 4.27%. This indicates that CPA's price experiences larger fluctuations and is considered to be riskier than GBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CPA vs. GBDC - Financials Comparison
This section allows you to compare key financial metrics between Copa Holdings, S.A. and Golub Capital 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.
Total Revenue: Total amount of money received from sales and other business activities