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GOOD vs. ARCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GOOD and ARCC is 0.31, 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.


-0.50.00.51.00.3

Performance

GOOD vs. ARCC - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.33%
7.45%
GOOD
ARCC

Key characteristics

Sharpe Ratio

GOOD:

1.52

ARCC:

1.50

Sortino Ratio

GOOD:

2.22

ARCC:

2.12

Omega Ratio

GOOD:

1.28

ARCC:

1.27

Calmar Ratio

GOOD:

0.74

ARCC:

2.51

Martin Ratio

GOOD:

9.62

ARCC:

10.39

Ulcer Index

GOOD:

3.40%

ARCC:

1.68%

Daily Std Dev

GOOD:

21.50%

ARCC:

11.59%

Max Drawdown

GOOD:

-67.22%

ARCC:

-79.36%

Current Drawdown

GOOD:

-20.69%

ARCC:

-3.01%

Fundamentals

Market Cap

GOOD:

$739.45M

ARCC:

$13.76B

EPS

GOOD:

$0.21

ARCC:

$2.60

PE Ratio

GOOD:

79.38

ARCC:

8.19

PEG Ratio

GOOD:

-62.67

ARCC:

3.95

Total Revenue (TTM)

GOOD:

$147.92M

ARCC:

$2.46B

Gross Profit (TTM)

GOOD:

$104.92M

ARCC:

$2.10B

EBITDA (TTM)

GOOD:

$105.87M

ARCC:

$1.13B

Returns By Period

In the year-to-date period, GOOD achieves a 30.54% return, which is significantly higher than ARCC's 15.62% return. Over the past 10 years, GOOD has underperformed ARCC with an annualized return of 7.56%, while ARCC has yielded a comparatively higher 13.36% annualized return.


GOOD

YTD

30.54%

1M

-6.21%

6M

17.33%

1Y

32.75%

5Y*

1.75%

10Y*

7.56%

ARCC

YTD

15.62%

1M

-1.06%

6M

7.45%

1Y

18.46%

5Y*

12.90%

10Y*

13.36%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GOOD vs. ARCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Commercial Corporation (GOOD) and Ares Capital Corporation (ARCC). 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 GOOD, currently valued at 1.52, compared to the broader market-4.00-2.000.002.001.521.60
The chart of Sortino ratio for GOOD, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.222.24
The chart of Omega ratio for GOOD, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.29
The chart of Calmar ratio for GOOD, currently valued at 0.74, compared to the broader market0.002.004.006.000.742.65
The chart of Martin ratio for GOOD, currently valued at 9.62, compared to the broader market0.0010.0020.009.6210.93
GOOD
ARCC

The current GOOD Sharpe Ratio is 1.52, which is comparable to the ARCC Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of GOOD and ARCC, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.52
1.60
GOOD
ARCC

Dividends

GOOD vs. ARCC - Dividend Comparison

GOOD's dividend yield for the trailing twelve months is around 7.50%, less than ARCC's 9.09% yield.


TTM20232022202120202019201820172016201520142013
GOOD
Gladstone Commercial Corporation
7.50%9.06%8.13%5.83%8.34%6.86%8.37%7.12%7.46%10.28%8.74%8.35%
ARCC
Ares Capital Corporation
9.09%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%8.84%

Drawdowns

GOOD vs. ARCC - Drawdown Comparison

The maximum GOOD drawdown since its inception was -67.22%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for GOOD and ARCC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.69%
-3.01%
GOOD
ARCC

Volatility

GOOD vs. ARCC - Volatility Comparison

Gladstone Commercial Corporation (GOOD) has a higher volatility of 5.40% compared to Ares Capital Corporation (ARCC) at 3.11%. This indicates that GOOD's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.40%
3.11%
GOOD
ARCC

Financials

GOOD vs. ARCC - Financials Comparison

This section allows you to compare key financial metrics between Gladstone Commercial Corporation and Ares 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
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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.

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