GSBD vs. BAM
GSBD (Goldman Sachs BDC, Inc.) and BAM (Brookfield Asset Management Ltd.) are both stocks. Both are in the Financial Services sector — GSBD in Credit Services, BAM in Asset Management. Over the past 3 years, GSBD returned -2.12%/yr vs 17.29%/yr for BAM. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
GSBD vs. BAM - Performance Comparison
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Returns By Period
In the year-to-date period, GSBD achieves a -0.22% return, which is significantly higher than BAM's -5.69% return.
GSBD
- 1D
- -0.58%
- 1M
- -10.13%
- 6M
- -1.70%
- YTD
- -0.22%
- 1Y
- -8.58%
- 3Y*
- -2.12%
- 5Y*
- -2.74%
- 10Y*
- 2.74%
- ALL TIME*
- 3.86%
BAM
- 1D
- 0.92%
- 1M
- 5.52%
- 6M
- -0.60%
- YTD
- -5.69%
- 1Y
- -16.08%
- 3Y*
- 17.29%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $100.72M | $102.40M | $133.90M | |
| $6.44M | $8.07M | $9.68M |
GSBD vs. BAM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GSBD Goldman Sachs BDC, Inc. | -0.22% | -8.81% | -6.24% | 20.97% | -3.08% |
BAM Brookfield Asset Management Ltd. | -5.69% | -0.24% | 39.70% | 45.61% | -10.80% |
Correlation
The correlation between GSBD and BAM is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2022 | 0.42 |
Fundamentals
GSBD:
$969.22M
BAM:
$77.28B
GSBD:
$0.99
BAM:
$1.55
GSBD:
8.74
BAM:
31.20
GSBD:
0.19
BAM:
0.05
GSBD:
3.43
BAM:
15.48
GSBD:
0.71
BAM:
6.98
GSBD:
$286.69M
BAM:
$5.08B
GSBD:
$141.38M
BAM:
$3.26B
GSBD:
$164.11M
BAM:
$2.35B
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Return for Risk
GSBD vs. BAM — Risk / Return Rank
GSBD
BAM
GSBD vs. BAM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) and Brookfield Asset Management Ltd. (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSBD | BAM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.92 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | -0.62 | -0.04 |
| Martin ratioReturn relative to average drawdown | -1.02 | -1.01 | -0.01 |
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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 -30.37%. Use the drawdown chart below to compare losses from any high point for GSBD and BAM.
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Drawdown Indicators
| GSBD | BAM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.67% | -30.37% | -32.30% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -30.08% | +14.85% |
Max Drawdown (3Y)Largest decline over 3 years | -29.59% | -30.37% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -29.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -62.67% | — | — |
Current DrawdownCurrent decline from peak | -24.42% | -20.57% | -3.85% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -9.37% | -2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.91% | 18.48% | -8.57% |
Volatility
GSBD vs. BAM - Volatility Comparison
Goldman Sachs BDC, Inc. (GSBD) has a higher volatility of 8.79% compared to Brookfield Asset Management Ltd. (BAM) at 7.91%. This indicates that GSBD's price experiences larger fluctuations and is considered to be riskier than BAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSBD | BAM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 7.91% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 18.52% | 22.92% | -4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.12% | 29.84% | -7.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.71% | 30.08% | -10.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.17% | 30.08% | +1.09% |
Dividends
GSBD vs. BAM - Dividend Comparison
GSBD's dividend yield for the trailing twelve months is around 17.89%, more than BAM's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAM Brookfield Asset Management Ltd. | 3.88% | 3.34% | 2.80% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GSBD Goldman Sachs BDC, Inc. | 17.89% | 20.26% | 14.88% | 12.29% | 13.12% | 10.18% | 9.41% | 8.46% | 9.79% | 8.12% | 7.65% | 9.47% |
Financials
GSBD vs. BAM - Financials Comparison
This section allows you to compare key financial metrics between Goldman Sachs BDC, Inc. and Brookfield Asset Management Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
GSBD vs. BAM - Profitability Comparison
GSBD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Goldman Sachs BDC, Inc. reported a gross profit of 0.00 and revenue of 78.79M. Therefore, the gross margin over that period was 0.0%.
BAM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Brookfield Asset Management Ltd. reported a gross profit of 0.00 and revenue of 1.34B. Therefore, the gross margin over that period was 0.0%.
GSBD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Goldman Sachs BDC, Inc. reported an operating income of 0.00 and revenue of 78.79M, resulting in an operating margin of 0.0%.
BAM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Brookfield Asset Management Ltd. reported an operating income of 0.00 and revenue of 1.34B, resulting in an operating margin of 0.0%.
GSBD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Goldman Sachs BDC, Inc. reported a net income of 24.79M and revenue of 78.79M, resulting in a net margin of 31.5%.
BAM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Brookfield Asset Management Ltd. reported a net income of 617.00M and revenue of 1.34B, resulting in a net margin of 46.1%.
Frequently Asked Questions
GSBD and BAM have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSBD has higher volatility (8.79%) compared to BAM (7.91%). In terms of maximum drawdown, GSBD dropped -62.67% vs BAM's -30.37%.
GSBD currently has the higher Sharpe Ratio (-0.46 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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