PortfoliosLab logoPortfoliosLab logo
GSBD vs. ARCC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

Loading graphics...

GSBD vs. ARCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSBD
Goldman Sachs BDC, Inc.
-0.48%-8.81%-6.24%20.97%-20.13%10.85%0.71%26.36%-9.44%1.96%
ARCC
Ares Capital Corporation
-8.49%1.07%19.78%20.03%-3.84%36.14%0.86%31.30%8.81%4.50%

Fundamentals

EPS

GSBD:

$1.15

ARCC:

$1.64

PE Ratio

GSBD:

7.73

ARCC:

11.00

PEG Ratio

GSBD:

0.17

ARCC:

1.65

PS Ratio

GSBD:

3.53

ARCC:

6.71

Total Revenue (TTM)

GSBD:

$291.45M

ARCC:

$1.88B

Gross Profit (TTM)

GSBD:

$180.94M

ARCC:

$1.18B

EBITDA (TTM)

GSBD:

$173.42M

ARCC:

$1.08B

Returns By Period

In the year-to-date period, GSBD achieves a -0.48% return, which is significantly higher than ARCC's -8.49% return. Over the past 10 years, GSBD has underperformed ARCC with an annualized return of 3.15%, while ARCC has yielded a comparatively higher 11.92% annualized return.


GSBD

1D
1.83%
1M
1.94%
YTD
-0.48%
6M
-5.69%
1Y
-9.32%
3Y*
0.05%
5Y*
-2.95%
10Y*
3.15%

ARCC

1D
1.58%
1M
-0.58%
YTD
-8.49%
6M
-7.16%
1Y
-10.69%
3Y*
9.35%
5Y*
8.75%
10Y*
11.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GSBD vs. ARCC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSBD
GSBD Risk / Return Rank: 2424
Overall Rank
GSBD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
GSBD Sortino Ratio Rank: 2020
Sortino Ratio Rank
GSBD Omega Ratio Rank: 2121
Omega Ratio Rank
GSBD Calmar Ratio Rank: 2626
Calmar Ratio Rank
GSBD Martin Ratio Rank: 2828
Martin Ratio Rank

ARCC
ARCC Risk / Return Rank: 2121
Overall Rank
ARCC Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2020
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2020
Omega Ratio Rank
ARCC Calmar Ratio Rank: 2525
Calmar Ratio Rank
ARCC Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSBD vs. ARCC - Risk-Adjusted Trends 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.


GSBDARCCDifference

Sharpe ratio

Return per unit of total volatility

-0.43

-0.46

+0.02

Sortino ratio

Return per unit of downside risk

-0.48

-0.51

+0.03

Omega ratio

Gain probability vs. loss probability

0.94

0.93

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.51

-0.54

+0.04

Martin ratio

Return relative to average drawdown

-0.82

-1.12

+0.30

GSBD vs. ARCC - Sharpe Ratio Comparison

The current GSBD Sharpe Ratio is -0.43, which is comparable to the ARCC Sharpe Ratio of -0.46. 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.


Loading graphics...

Sharpe Ratios by Period


GSBDARCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

-0.46

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.44

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.47

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.37

-0.25

Correlation

The correlation between GSBD and ARCC is 0.51, 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.


Dividends

GSBD vs. ARCC - Dividend Comparison

GSBD's dividend yield for the trailing twelve months is around 19.71%, more than ARCC's 10.65% yield.


TTM20252024202320222021202020192018201720162015
GSBD
Goldman Sachs BDC, Inc.
19.71%20.26%14.88%12.29%13.12%10.18%9.41%8.46%9.79%8.12%7.65%9.47%
ARCC
Ares Capital Corporation
10.65%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%

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.


Loading graphics...

Drawdown Indicators


GSBDARCCDifference

Max Drawdown

Largest peak-to-trough decline

-62.67%

-79.36%

+16.69%

Max Drawdown (1Y)

Largest decline over 1 year

-18.41%

-19.35%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.59%

-21.76%

-7.83%

Max Drawdown (10Y)

Largest decline over 10 years

-62.67%

-56.77%

-5.90%

Current Drawdown

Current decline from peak

-24.62%

-16.71%

-7.91%

Average Drawdown

Average peak-to-trough decline

-11.55%

-9.07%

-2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.35%

9.33%

+2.02%

Volatility

GSBD vs. ARCC - Volatility Comparison

The current volatility for Goldman Sachs BDC, Inc. (GSBD) is 6.10%, while Ares Capital Corporation (ARCC) has a volatility of 6.61%. This indicates that GSBD experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GSBDARCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

6.61%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

15.16%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

21.53%

23.48%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

19.88%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.76%

25.53%

+5.23%

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


0.00200.00M400.00M600.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
55.81M
202.00M
(GSBD) Total Revenue
(ARCC) Total Revenue
Values in USD except per share items

GSBD vs. ARCC - Profitability Comparison

The chart below illustrates the profitability comparison between Goldman Sachs BDC, Inc. and Ares Capital Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
49.7%
21.5%
Portfolio components
GSBD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Goldman Sachs BDC, Inc. reported a gross profit of 27.73M and revenue of 55.81M. Therefore, the gross margin over that period was 49.7%.

ARCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ares Capital Corporation reported a gross profit of 43.48M and revenue of 202.00M. Therefore, the gross margin over that period was 21.5%.

GSBD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Goldman Sachs BDC, Inc. reported an operating income of 25.66M and revenue of 55.81M, resulting in an operating margin of 46.0%.

ARCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ares Capital Corporation reported an operating income of 26.85M and revenue of 202.00M, resulting in an operating margin of 13.3%.

GSBD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Goldman Sachs BDC, Inc. reported a net income of 24.71M and revenue of 55.81M, resulting in a net margin of 44.3%.

ARCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ares Capital Corporation reported a net income of 142.36M and revenue of 202.00M, resulting in a net margin of 70.5%.