GBDC vs. GSBD

In the year-to-date period, GBDC achieves a 2.89% return, which is significantly higher than GSBD's -2.07% return. Over the past 10 years, GBDC has outperformed GSBD with an annualized return of 8.05%, while GSBD has yielded a comparatively lower 3.23% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Golub Capital BDC, Inc. (GBDC) and Goldman Sachs BDC, Inc. (GSBD). 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.

The current GBDC Sharpe Ratio is 0.09, which is higher than the GSBD Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of GBDC and GSBD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GBDC's dividend yield for the trailing twelve months is around 8.68%, less than GSBD's 16.59% yield.

The maximum GBDC drawdown since its inception was -48.15%, smaller than the maximum GSBD drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for GBDC and GSBD.

The current volatility for Golub Capital BDC, Inc. (GBDC) is 4.83%, while Goldman Sachs BDC, Inc. (GSBD) has a volatility of 6.03%. This indicates that GBDC experiences smaller price fluctuations and is considered to be less risky than GSBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Golub Capital BDC, Inc. and Goldman Sachs 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.