PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GAIN vs. GLAD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GAIN and GLAD is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

GAIN vs. GLAD - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
467.17%
265.30%
GAIN
GLAD

Key characteristics

Sharpe Ratio

GAIN:

0.40

GLAD:

2.53

Sortino Ratio

GAIN:

0.66

GLAD:

3.05

Omega Ratio

GAIN:

1.08

GLAD:

1.45

Calmar Ratio

GAIN:

0.59

GLAD:

3.80

Martin Ratio

GAIN:

1.46

GLAD:

10.45

Ulcer Index

GAIN:

5.12%

GLAD:

4.34%

Daily Std Dev

GAIN:

18.56%

GLAD:

17.89%

Max Drawdown

GAIN:

-80.87%

GLAD:

-74.87%

Current Drawdown

GAIN:

-3.66%

GLAD:

-1.27%

Fundamentals

Market Cap

GAIN:

$482.09M

GLAD:

$622.11M

EPS

GAIN:

$1.04

GLAD:

$4.34

PE Ratio

GAIN:

12.63

GLAD:

6.42

PEG Ratio

GAIN:

5.46

GLAD:

2.31

Total Revenue (TTM)

GAIN:

$118.72M

GLAD:

$109.55M

Gross Profit (TTM)

GAIN:

$94.40M

GLAD:

$100.42M

EBITDA (TTM)

GAIN:

$45.88M

GLAD:

$74.92M

Returns By Period

In the year-to-date period, GAIN achieves a 7.00% return, which is significantly lower than GLAD's 41.53% return. Over the past 10 years, GAIN has outperformed GLAD with an annualized return of 18.26%, while GLAD has yielded a comparatively lower 15.23% annualized return.


GAIN

YTD

7.00%

1M

0.47%

6M

5.44%

1Y

7.60%

5Y*

9.43%

10Y*

18.26%

GLAD

YTD

41.53%

1M

6.81%

6M

28.58%

1Y

44.64%

5Y*

16.14%

10Y*

15.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GAIN vs. GLAD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Investment Corporation (GAIN) and Gladstone Capital Corporation (GLAD). 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-4.00-2.000.002.000.402.53
The chart of Sortino ratio for GAIN, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.663.05
The chart of Omega ratio for GAIN, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.45
The chart of Calmar ratio for GAIN, currently valued at 0.59, compared to the broader market0.002.004.006.000.593.80
The chart of Martin ratio for GAIN, currently valued at 1.46, compared to the broader market-5.000.005.0010.0015.0020.0025.001.4610.45
GAIN
GLAD

The current GAIN Sharpe Ratio is 0.40, which is lower than the GLAD Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of GAIN and GLAD, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.40
2.53
GAIN
GLAD

Dividends

GAIN vs. GLAD - Dividend Comparison

GAIN's dividend yield for the trailing twelve months is around 12.33%, more than GLAD's 8.70% 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%
GLAD
Gladstone Capital Corporation
8.70%9.19%8.45%6.73%8.97%8.46%11.51%9.12%8.95%11.49%10.16%8.78%

Drawdowns

GAIN vs. GLAD - Drawdown Comparison

The maximum GAIN drawdown since its inception was -80.87%, which is greater than GLAD's maximum drawdown of -74.87%. Use the drawdown chart below to compare losses from any high point for GAIN and GLAD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.66%
-1.27%
GAIN
GLAD

Volatility

GAIN vs. GLAD - Volatility Comparison

Gladstone Investment Corporation (GAIN) has a higher volatility of 5.66% compared to Gladstone Capital Corporation (GLAD) at 5.26%. This indicates that GAIN's price experiences larger fluctuations and is considered to be riskier than GLAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.66%
5.26%
GAIN
GLAD

Financials

GAIN vs. GLAD - Financials Comparison

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab