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

Correlation

The correlation between GSBD and MO is 0.17, 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.


-0.50.00.51.00.2

Performance

GSBD vs. MO - Performance Comparison

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

60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
65.84%
90.96%
GSBD
MO

Key characteristics

Sharpe Ratio

GSBD:

-0.45

MO:

2.09

Sortino Ratio

GSBD:

-0.51

MO:

3.10

Omega Ratio

GSBD:

0.93

MO:

1.41

Calmar Ratio

GSBD:

-0.39

MO:

2.01

Martin Ratio

GSBD:

-0.85

MO:

11.49

Ulcer Index

GSBD:

7.39%

MO:

3.27%

Daily Std Dev

GSBD:

14.08%

MO:

17.98%

Max Drawdown

GSBD:

-62.67%

MO:

-82.48%

Current Drawdown

GSBD:

-16.24%

MO:

-7.78%

Fundamentals

Market Cap

GSBD:

$1.49B

MO:

$91.74B

EPS

GSBD:

$0.68

MO:

$5.92

PE Ratio

GSBD:

18.68

MO:

9.14

PEG Ratio

GSBD:

2.15

MO:

3.79

Total Revenue (TTM)

GSBD:

$368.90M

MO:

$20.36B

Gross Profit (TTM)

GSBD:

$318.67M

MO:

$14.22B

EBITDA (TTM)

GSBD:

$175.96M

MO:

$13.08B

Returns By Period

In the year-to-date period, GSBD achieves a -5.46% return, which is significantly lower than MO's 40.61% return.


GSBD

YTD

-5.46%

1M

-0.86%

6M

-13.43%

1Y

-6.57%

5Y*

0.42%

10Y*

N/A

MO

YTD

40.61%

1M

-5.48%

6M

21.20%

1Y

36.81%

5Y*

9.38%

10Y*

7.08%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

GSBD vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) and Altria Group, Inc. (MO). 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 -0.45, compared to the broader market-4.00-2.000.002.00-0.452.09
The chart of Sortino ratio for GSBD, currently valued at -0.51, compared to the broader market-4.00-2.000.002.004.00-0.513.10
The chart of Omega ratio for GSBD, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.41
The chart of Calmar ratio for GSBD, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.392.01
The chart of Martin ratio for GSBD, currently valued at -0.85, compared to the broader market0.0010.0020.00-0.8511.49
GSBD
MO

The current GSBD Sharpe Ratio is -0.45, which is lower than the MO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of GSBD and MO, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.45
2.09
GSBD
MO

Dividends

GSBD vs. MO - Dividend Comparison

GSBD's dividend yield for the trailing twelve months is around 14.23%, more than MO's 7.44% yield.


TTM20232022202120202019201820172016201520142013
GSBD
Goldman Sachs BDC, Inc.
14.23%12.29%13.12%10.18%9.41%8.46%9.79%8.12%7.65%9.45%0.00%0.00%
MO
Altria Group, Inc.
5.60%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

GSBD vs. MO - Drawdown Comparison

The maximum GSBD drawdown since its inception was -62.67%, smaller than the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for GSBD and MO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.24%
-7.78%
GSBD
MO

Volatility

GSBD vs. MO - Volatility Comparison

The current volatility for Goldman Sachs BDC, Inc. (GSBD) is 3.87%, while Altria Group, Inc. (MO) has a volatility of 4.52%. This indicates that GSBD experiences smaller price fluctuations and is considered to be less risky than MO 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%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
4.52%
GSBD
MO

Financials

GSBD vs. MO - Financials Comparison

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