GSBD vs. MO

In the year-to-date period, GSBD achieves a -4.05% return, which is significantly lower than MO's 13.03% return. Over the past 10 years, GSBD has underperformed MO with an annualized return of 3.72%, while MO has yielded a comparatively higher 7.90% annualized return.

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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.

The current GSBD Sharpe Ratio is -0.91, which is lower than the MO Sharpe Ratio of 1.93. 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.

GSBD's dividend yield for the trailing twelve months is around 16.41%, more than MO's 6.96% yield.

The maximum GSBD drawdown since its inception was -62.67%, which is greater than MO's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for GSBD and MO. For additional features, visit the drawdowns tool.

Goldman Sachs BDC, Inc. (GSBD) and Altria Group, Inc. (MO) have volatilities of 6.68% and 6.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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.