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

Correlation

The correlation between GSBD and NMFC is 0.45, 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.


-0.50.00.51.00.4

Performance

GSBD vs. NMFC - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
68.46%
108.08%
GSBD
NMFC

Key characteristics

Sharpe Ratio

GSBD:

-0.33

NMFC:

-0.37

Sortino Ratio

GSBD:

-0.34

NMFC:

-0.43

Omega Ratio

GSBD:

0.96

NMFC:

0.95

Calmar Ratio

GSBD:

-0.28

NMFC:

-0.32

Martin Ratio

GSBD:

-0.61

NMFC:

-1.10

Ulcer Index

GSBD:

7.51%

NMFC:

3.91%

Daily Std Dev

GSBD:

14.12%

NMFC:

11.73%

Max Drawdown

GSBD:

-62.67%

NMFC:

-64.16%

Current Drawdown

GSBD:

-14.92%

NMFC:

-6.33%

Fundamentals

Market Cap

GSBD:

$1.49B

NMFC:

$1.22B

EPS

GSBD:

$0.68

NMFC:

$1.04

PE Ratio

GSBD:

18.68

NMFC:

10.85

PEG Ratio

GSBD:

2.15

NMFC:

0.00

Total Revenue (TTM)

GSBD:

$368.90M

NMFC:

$289.76M

Gross Profit (TTM)

GSBD:

$318.67M

NMFC:

$207.78M

EBITDA (TTM)

GSBD:

$175.96M

NMFC:

$250.05M

Returns By Period

In the year-to-date period, GSBD achieves a -3.96% return, which is significantly lower than NMFC's -3.63% return.


GSBD

YTD

-3.96%

1M

-0.08%

6M

-12.63%

1Y

-5.40%

5Y*

0.73%

10Y*

N/A

NMFC

YTD

-3.63%

1M

0.57%

6M

-2.74%

1Y

-4.46%

5Y*

6.25%

10Y*

7.50%

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. NMFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) and New Mountain Finance Corporation (NMFC). 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 -0.33, compared to the broader market-4.00-2.000.002.00-0.33-0.37
The chart of Sortino ratio for GSBD, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.34-0.43
The chart of Omega ratio for GSBD, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.95
The chart of Calmar ratio for GSBD, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.28-0.32
The chart of Martin ratio for GSBD, currently valued at -0.61, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.61-1.10
GSBD
NMFC

The current GSBD Sharpe Ratio is -0.33, which is comparable to the NMFC Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of GSBD and NMFC, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.33
-0.37
GSBD
NMFC

Dividends

GSBD vs. NMFC - Dividend Comparison

GSBD's dividend yield for the trailing twelve months is around 14.01%, more than NMFC's 9.05% yield.


TTM20232022202120202019201820172016201520142013
GSBD
Goldman Sachs BDC, Inc.
14.01%12.29%13.12%10.18%9.41%8.46%9.79%8.12%7.65%9.45%0.00%0.00%
NMFC
New Mountain Finance Corporation
9.05%11.71%9.86%8.76%10.92%9.90%10.81%10.04%9.65%10.45%9.91%9.84%

Drawdowns

GSBD vs. NMFC - Drawdown Comparison

The maximum GSBD drawdown since its inception was -62.67%, roughly equal to the maximum NMFC drawdown of -64.16%. Use the drawdown chart below to compare losses from any high point for GSBD and NMFC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.92%
-6.33%
GSBD
NMFC

Volatility

GSBD vs. NMFC - Volatility Comparison

Goldman Sachs BDC, Inc. (GSBD) has a higher volatility of 3.99% compared to New Mountain Finance Corporation (NMFC) at 3.76%. This indicates that GSBD's price experiences larger fluctuations and is considered to be riskier than NMFC 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%JulyAugustSeptemberOctoberNovemberDecember
3.99%
3.76%
GSBD
NMFC

Financials

GSBD vs. NMFC - Financials Comparison

This section allows you to compare key financial metrics between Goldman Sachs BDC, Inc. and New Mountain Finance 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


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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