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

Key characteristics


GECCNEWT
YTD Return4.61%9.98%
1Y Return17.60%10.64%
3Y Return (Ann)-8.96%-14.39%
5Y Return (Ann)-17.36%0.42%
Sharpe Ratio0.760.37
Sortino Ratio1.210.90
Omega Ratio1.151.10
Calmar Ratio0.270.23
Martin Ratio3.850.97
Ulcer Index4.83%15.78%
Daily Std Dev24.53%41.14%
Max Drawdown-78.53%-97.33%
Current Drawdown-63.44%-48.94%

Fundamentals


GECCNEWT
Market Cap$105.54M$394.69M
EPS$0.74$1.66
PE Ratio13.659.14
PEG Ratio0.003.28
Total Revenue (TTM)$34.04M$207.82M
Gross Profit (TTM)$27.02M$168.58M
EBITDA (TTM)$16.27M$106.00M

Correlation

-0.50.00.51.00.1

The correlation between GECC and NEWT is 0.15, 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. NEWT - Performance Comparison

In the year-to-date period, GECC achieves a 4.61% return, which is significantly lower than NEWT's 9.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.25%
7.42%
GECC
NEWT

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Risk-Adjusted Performance

GECC vs. NEWT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Great Elm Capital Corp. (GECC) and Newtek Business Services Corp. (NEWT). 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 0.76, compared to the broader market-4.00-2.000.002.004.000.76
Sortino ratio
The chart of Sortino ratio for GECC, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.006.001.21
Omega ratio
The chart of Omega ratio for GECC, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for GECC, currently valued at 0.27, compared to the broader market0.002.004.006.000.27
Martin ratio
The chart of Martin ratio for GECC, currently valued at 3.85, compared to the broader market0.0010.0020.0030.003.85
NEWT
Sharpe ratio
The chart of Sharpe ratio for NEWT, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.37
Sortino ratio
The chart of Sortino ratio for NEWT, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.006.000.90
Omega ratio
The chart of Omega ratio for NEWT, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for NEWT, currently valued at 0.23, compared to the broader market0.002.004.006.000.23
Martin ratio
The chart of Martin ratio for NEWT, currently valued at 0.97, compared to the broader market0.0010.0020.0030.000.97

GECC vs. NEWT - Sharpe Ratio Comparison

The current GECC Sharpe Ratio is 0.76, which is higher than the NEWT Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of GECC and NEWT, 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 Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.76
0.37
GECC
NEWT

Dividends

GECC vs. NEWT - Dividend Comparison

GECC's dividend yield for the trailing twelve months is around 14.93%, more than NEWT's 5.18% yield.


TTM202320222021202020192018201720162015
GECC
Great Elm Capital Corp.
14.93%14.09%23.52%13.00%9.45%13.13%15.88%11.87%1.39%0.00%
NEWT
Newtek Business Services Corp.
5.18%5.22%16.92%11.40%10.42%9.49%10.32%8.87%12.14%28.28%

Drawdowns

GECC vs. NEWT - Drawdown Comparison

The maximum GECC drawdown since its inception was -78.53%, smaller than the maximum NEWT drawdown of -97.33%. Use the drawdown chart below to compare losses from any high point for GECC and NEWT. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%JuneJulyAugustSeptemberOctoberNovember
-63.44%
-48.94%
GECC
NEWT

Volatility

GECC vs. NEWT - Volatility Comparison

The current volatility for Great Elm Capital Corp. (GECC) is 6.94%, while Newtek Business Services Corp. (NEWT) has a volatility of 16.40%. This indicates that GECC experiences smaller price fluctuations and is considered to be less risky than NEWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.94%
16.40%
GECC
NEWT

Financials

GECC vs. NEWT - Financials Comparison

This section allows you to compare key financial metrics between Great Elm Capital Corp. and Newtek Business Services Corp.. 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