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GAIN vs. DX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GAIN and DX is 0.31, 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.


-0.50.00.51.00.3

Performance

GAIN vs. DX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Investment Corporation (GAIN) and Dynex Capital, Inc. (DX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
467.17%
275.17%
GAIN
DX

Key characteristics

Sharpe Ratio

GAIN:

0.40

DX:

0.69

Sortino Ratio

GAIN:

0.66

DX:

0.99

Omega Ratio

GAIN:

1.08

DX:

1.13

Calmar Ratio

GAIN:

0.59

DX:

0.24

Martin Ratio

GAIN:

1.46

DX:

3.94

Ulcer Index

GAIN:

5.12%

DX:

3.35%

Daily Std Dev

GAIN:

18.56%

DX:

19.11%

Max Drawdown

GAIN:

-80.87%

DX:

-99.12%

Current Drawdown

GAIN:

-3.66%

DX:

-47.41%

Fundamentals

Market Cap

GAIN:

$482.09M

DX:

$996.84M

EPS

GAIN:

$1.04

DX:

$1.26

PE Ratio

GAIN:

12.63

DX:

9.98

PEG Ratio

GAIN:

5.46

DX:

-1.31

Total Revenue (TTM)

GAIN:

$118.72M

DX:

$27.47M

Gross Profit (TTM)

GAIN:

$94.40M

DX:

$20.99M

EBITDA (TTM)

GAIN:

$45.88M

DX:

$238.91M

Returns By Period

In the year-to-date period, GAIN achieves a 7.00% return, which is significantly lower than DX's 12.93% return. Over the past 10 years, GAIN has outperformed DX with an annualized return of 18.26%, while DX has yielded a comparatively lower 4.63% annualized return.


GAIN

YTD

7.00%

1M

0.47%

6M

5.44%

1Y

7.60%

5Y*

9.43%

10Y*

18.26%

DX

YTD

12.93%

1M

2.52%

6M

11.36%

1Y

11.85%

5Y*

5.07%

10Y*

4.63%

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Risk-Adjusted Performance

GAIN vs. DX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Investment Corporation (GAIN) and Dynex Capital, Inc. (DX). 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.


Sharpe ratio
The chart of Sharpe ratio for GAIN, currently valued at 0.40, compared to the broader market-4.00-2.000.002.000.400.69
The chart of Sortino ratio for GAIN, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.660.99
The chart of Omega ratio for GAIN, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.13
The chart of Calmar ratio for GAIN, currently valued at 0.59, compared to the broader market0.002.004.006.000.590.58
The chart of Martin ratio for GAIN, currently valued at 1.46, compared to the broader market-5.000.005.0010.0015.0020.0025.001.463.94
GAIN
DX

The current GAIN Sharpe Ratio is 0.40, which is lower than the DX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GAIN and DX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.40
0.69
GAIN
DX

Dividends

GAIN vs. DX - Dividend Comparison

GAIN's dividend yield for the trailing twelve months is around 12.33%, more than DX's 11.54% yield.


TTM20232022202120202019201820172016201520142013
GAIN
Gladstone Investment Corporation
12.33%17.24%9.88%6.06%9.22%7.74%9.88%7.94%8.87%9.68%11.00%8.44%
DX
Dynex Capital, Inc.
11.54%12.46%12.26%9.34%9.33%11.87%12.59%10.27%12.32%15.12%12.12%14.00%

Drawdowns

GAIN vs. DX - Drawdown Comparison

The maximum GAIN drawdown since its inception was -80.87%, smaller than the maximum DX drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for GAIN and DX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.66%
-7.71%
GAIN
DX

Volatility

GAIN vs. DX - Volatility Comparison

Gladstone Investment Corporation (GAIN) has a higher volatility of 5.66% compared to Dynex Capital, Inc. (DX) at 3.22%. This indicates that GAIN's price experiences larger fluctuations and is considered to be riskier than DX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.66%
3.22%
GAIN
DX

Financials

GAIN vs. DX - Financials Comparison

This section allows you to compare key financial metrics between Gladstone Investment Corporation and Dynex Capital, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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