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

Correlation

The correlation between GSBD and BAM is 0.39, 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.


-0.50.00.51.00.4

Performance

GSBD vs. BAM - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-13.86%
45.35%
GSBD
BAM

Key characteristics

Sharpe Ratio

GSBD:

-0.44

BAM:

1.74

Sortino Ratio

GSBD:

-0.49

BAM:

2.31

Omega Ratio

GSBD:

0.94

BAM:

1.30

Calmar Ratio

GSBD:

-0.38

BAM:

3.75

Martin Ratio

GSBD:

-0.81

BAM:

8.40

Ulcer Index

GSBD:

7.57%

BAM:

5.24%

Daily Std Dev

GSBD:

14.14%

BAM:

25.34%

Max Drawdown

GSBD:

-62.67%

BAM:

-20.47%

Current Drawdown

GSBD:

-15.58%

BAM:

-7.30%

Fundamentals

Market Cap

GSBD:

$1.49B

BAM:

$24.41B

EPS

GSBD:

$0.68

BAM:

$1.09

PE Ratio

GSBD:

18.68

BAM:

53.08

PEG Ratio

GSBD:

2.15

BAM:

4.84

Total Revenue (TTM)

GSBD:

$368.90M

BAM:

$1.37B

Gross Profit (TTM)

GSBD:

$318.67M

BAM:

$347.00M

EBITDA (TTM)

GSBD:

$175.96M

BAM:

$852.00M

Returns By Period

In the year-to-date period, GSBD achieves a -4.71% return, which is significantly lower than BAM's 41.17% return.


GSBD

YTD

-4.71%

1M

-1.01%

6M

-13.86%

1Y

-6.26%

5Y*

0.59%

10Y*

N/A

BAM

YTD

41.17%

1M

-0.62%

6M

45.35%

1Y

42.48%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

GSBD vs. BAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) and Brookfield Asset Management Inc. (BAM). 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 -0.44, compared to the broader market-4.00-2.000.002.00-0.441.74
The chart of Sortino ratio for GSBD, currently valued at -0.49, compared to the broader market-4.00-2.000.002.004.00-0.492.31
The chart of Omega ratio for GSBD, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.30
The chart of Calmar ratio for GSBD, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.383.75
The chart of Martin ratio for GSBD, currently valued at -0.81, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.818.40
GSBD
BAM

The current GSBD Sharpe Ratio is -0.44, which is lower than the BAM Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of GSBD and BAM, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.44
1.74
GSBD
BAM

Dividends

GSBD vs. BAM - Dividend Comparison

GSBD's dividend yield for the trailing twelve months is around 14.12%, more than BAM's 2.78% yield.


TTM202320222021202020192018201720162015
GSBD
Goldman Sachs BDC, Inc.
14.12%12.29%13.12%10.18%9.41%8.46%9.79%8.12%7.65%9.45%
BAM
Brookfield Asset Management Inc.
2.78%3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSBD vs. BAM - Drawdown Comparison

The maximum GSBD drawdown since its inception was -62.67%, which is greater than BAM's maximum drawdown of -20.47%. Use the drawdown chart below to compare losses from any high point for GSBD and BAM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.58%
-7.30%
GSBD
BAM

Volatility

GSBD vs. BAM - Volatility Comparison

The current volatility for Goldman Sachs BDC, Inc. (GSBD) is 3.97%, while Brookfield Asset Management Inc. (BAM) has a volatility of 9.65%. This indicates that GSBD experiences smaller price fluctuations and is considered to be less risky than BAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.97%
9.65%
GSBD
BAM

Financials

GSBD vs. BAM - Financials Comparison

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