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

Correlation

The correlation between GSBD and ARCC is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

GSBD vs. ARCC - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-13.18%
8.24%
GSBD
ARCC

Key characteristics

Sharpe Ratio

GSBD:

-0.33

ARCC:

1.71

Sortino Ratio

GSBD:

-0.34

ARCC:

2.39

Omega Ratio

GSBD:

0.96

ARCC:

1.31

Calmar Ratio

GSBD:

-0.28

ARCC:

2.86

Martin Ratio

GSBD:

-0.61

ARCC:

11.81

Ulcer Index

GSBD:

7.51%

ARCC:

1.68%

Daily Std Dev

GSBD:

14.12%

ARCC:

11.61%

Max Drawdown

GSBD:

-62.67%

ARCC:

-79.36%

Current Drawdown

GSBD:

-14.92%

ARCC:

-1.86%

Fundamentals

Market Cap

GSBD:

$1.49B

ARCC:

$13.76B

EPS

GSBD:

$0.68

ARCC:

$2.60

PE Ratio

GSBD:

18.68

ARCC:

8.19

PEG Ratio

GSBD:

2.15

ARCC:

3.95

Total Revenue (TTM)

GSBD:

$368.90M

ARCC:

$2.46B

Gross Profit (TTM)

GSBD:

$318.67M

ARCC:

$2.10B

EBITDA (TTM)

GSBD:

$175.96M

ARCC:

$1.13B

Returns By Period

In the year-to-date period, GSBD achieves a -3.96% return, which is significantly lower than ARCC's 16.99% return.


GSBD

YTD

-3.96%

1M

-0.08%

6M

-12.63%

1Y

-5.40%

5Y*

0.73%

10Y*

N/A

ARCC

YTD

16.99%

1M

0.30%

6M

8.72%

1Y

19.43%

5Y*

13.15%

10Y*

13.47%

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Risk-Adjusted Performance

GSBD vs. ARCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) 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 GSBD, currently valued at -0.33, compared to the broader market-4.00-2.000.002.00-0.331.71
The chart of Sortino ratio for GSBD, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.342.39
The chart of Omega ratio for GSBD, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.31
The chart of Calmar ratio for GSBD, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.282.86
The chart of Martin ratio for GSBD, currently valued at -0.61, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.6111.81
GSBD
ARCC

The current GSBD Sharpe Ratio is -0.33, which is lower than the ARCC Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of GSBD 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.33
1.71
GSBD
ARCC

Dividends

GSBD vs. ARCC - Dividend Comparison

GSBD's dividend yield for the trailing twelve months is around 14.01%, more than ARCC's 8.98% yield.


TTM20232022202120202019201820172016201520142013
GSBD
Goldman Sachs BDC, Inc.
14.01%12.29%13.12%10.18%9.41%8.46%9.79%8.12%7.65%9.45%0.00%0.00%
ARCC
Ares Capital Corporation
8.98%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%8.84%

Drawdowns

GSBD vs. ARCC - Drawdown Comparison

The maximum GSBD drawdown since its inception was -62.67%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for GSBD and ARCC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.92%
-1.86%
GSBD
ARCC

Volatility

GSBD vs. ARCC - Volatility Comparison

Goldman Sachs BDC, Inc. (GSBD) has a higher volatility of 3.99% compared to Ares Capital Corporation (ARCC) at 3.34%. This indicates that GSBD'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%JulyAugustSeptemberOctoberNovemberDecember
3.99%
3.34%
GSBD
ARCC

Financials

GSBD vs. ARCC - Financials Comparison

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