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

Key characteristics


GECCGAIN
YTD Return6.70%8.13%
1Y Return23.83%12.80%
3Y Return (Ann)-8.36%6.84%
5Y Return (Ann)-17.57%11.88%
Sharpe Ratio0.910.78
Sortino Ratio1.401.17
Omega Ratio1.171.15
Calmar Ratio0.321.12
Martin Ratio4.642.86
Ulcer Index4.80%5.03%
Daily Std Dev24.57%18.41%
Max Drawdown-78.53%-80.87%
Current Drawdown-62.72%-2.40%

Fundamentals


GECCGAIN
Market Cap$103.35M$499.33M
EPS$0.74$2.06
PE Ratio13.366.61
PEG Ratio0.005.46
Total Revenue (TTM)$34.04M$97.72M
Gross Profit (TTM)$27.02M$73.40M
EBITDA (TTM)$16.27M$35.57M

Correlation

-0.50.00.51.00.2

The correlation between GECC and GAIN is 0.16, 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

GECC vs. GAIN - Performance Comparison

In the year-to-date period, GECC achieves a 6.70% return, which is significantly lower than GAIN's 8.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.91%
5.30%
GECC
GAIN

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Risk-Adjusted Performance

GECC vs. GAIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Great Elm Capital Corp. (GECC) and Gladstone Investment Corporation (GAIN). 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.


GECC
Sharpe ratio
The chart of Sharpe ratio for GECC, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.000.91
Sortino ratio
The chart of Sortino ratio for GECC, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.001.40
Omega ratio
The chart of Omega ratio for GECC, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for GECC, currently valued at 0.32, compared to the broader market0.002.004.006.000.32
Martin ratio
The chart of Martin ratio for GECC, currently valued at 4.64, compared to the broader market-10.000.0010.0020.0030.004.64
GAIN
Sharpe ratio
The chart of Sharpe ratio for GAIN, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.78
Sortino ratio
The chart of Sortino ratio for GAIN, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.17
Omega ratio
The chart of Omega ratio for GAIN, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for GAIN, currently valued at 1.12, compared to the broader market0.002.004.006.001.12
Martin ratio
The chart of Martin ratio for GAIN, currently valued at 2.86, compared to the broader market-10.000.0010.0020.0030.002.86

GECC vs. GAIN - Sharpe Ratio Comparison

The current GECC Sharpe Ratio is 0.91, which is comparable to the GAIN Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of GECC and GAIN, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.91
0.78
GECC
GAIN

Dividends

GECC vs. GAIN - Dividend Comparison

GECC's dividend yield for the trailing twelve months is around 14.63%, less than GAIN's 18.41% yield.


TTM20232022202120202019201820172016201520142013
GECC
Great Elm Capital Corp.
14.63%14.09%23.52%13.00%9.45%13.13%15.88%11.87%1.39%0.00%0.00%0.00%
GAIN
Gladstone Investment Corporation
18.41%17.24%9.88%6.06%9.22%7.74%9.88%7.94%8.87%9.68%11.00%8.44%

Drawdowns

GECC vs. GAIN - Drawdown Comparison

The maximum GECC drawdown since its inception was -78.53%, roughly equal to the maximum GAIN drawdown of -80.87%. Use the drawdown chart below to compare losses from any high point for GECC and GAIN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-62.72%
-2.40%
GECC
GAIN

Volatility

GECC vs. GAIN - Volatility Comparison

Great Elm Capital Corp. (GECC) has a higher volatility of 6.85% compared to Gladstone Investment Corporation (GAIN) at 5.41%. This indicates that GECC's price experiences larger fluctuations and is considered to be riskier than GAIN 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%JuneJulyAugustSeptemberOctoberNovember
6.85%
5.41%
GECC
GAIN

Financials

GECC vs. GAIN - Financials Comparison

This section allows you to compare key financial metrics between Great Elm Capital Corp. and Gladstone Investment 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