GLAD vs. SAR

In the year-to-date period, GLAD achieves a -8.44% return, which is significantly lower than SAR's 5.70% return. Over the past 10 years, GLAD has underperformed SAR with an annualized return of 13.78%, while SAR has yielded a comparatively higher 14.90% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Gladstone Capital Corporation (GLAD) and Saratoga Investment Corp. (SAR). 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 GLAD Sharpe Ratio is 1.35, which is higher than the SAR Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GLAD and SAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GLAD's dividend yield for the trailing twelve months is around 9.36%, less than SAR's 13.23% yield.

The maximum GLAD drawdown since its inception was -74.87%, smaller than the maximum SAR drawdown of -90.83%. Use the drawdown chart below to compare losses from any high point for GLAD and SAR. For additional features, visit the drawdowns tool.

Gladstone Capital Corporation (GLAD) has a higher volatility of 15.53% compared to Saratoga Investment Corp. (SAR) at 12.80%. This indicates that GLAD's price experiences larger fluctuations and is considered to be riskier than SAR 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 Gladstone Capital Corporation and Saratoga Investment 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.