GSBD vs. NMFC
Compare and contrast key facts about Goldman Sachs BDC, Inc. (GSBD) and New Mountain Finance Corporation (NMFC).
Performance
GSBD vs. NMFC - Performance Comparison
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GSBD vs. NMFC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSBD Goldman Sachs BDC, Inc. | -1.82% | -8.81% | -6.24% | 20.97% | -20.13% | 10.85% | 0.71% | 26.36% | -9.44% | 1.96% |
NMFC New Mountain Finance Corporation | -12.81% | -7.17% | -0.95% | 15.47% | -0.55% | 31.94% | -7.13% | 20.64% | 2.78% | 5.71% |
Fundamentals
GSBD:
$1.15
NMFC:
$1.10
GSBD:
7.62
NMFC:
7.02
GSBD:
3.48
NMFC:
2.93
GSBD:
$291.45M
NMFC:
$327.08M
GSBD:
$180.94M
NMFC:
$351.72M
GSBD:
$173.42M
NMFC:
$281.65M
Returns By Period
In the year-to-date period, GSBD achieves a -1.82% return, which is significantly higher than NMFC's -12.81% return. Over the past 10 years, GSBD has underperformed NMFC with an annualized return of 3.01%, while NMFC has yielded a comparatively higher 5.90% annualized return.
GSBD
- 1D
- -1.35%
- 1M
- -0.54%
- YTD
- -1.82%
- 6M
- -5.29%
- 1Y
- -10.85%
- 3Y*
- -0.40%
- 5Y*
- -3.21%
- 10Y*
- 3.01%
NMFC
- 1D
- -0.77%
- 1M
- 3.08%
- YTD
- -12.81%
- 6M
- -12.36%
- 1Y
- -20.18%
- 3Y*
- -2.90%
- 5Y*
- 1.10%
- 10Y*
- 5.90%
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Return for Risk
GSBD vs. NMFC — Risk / Return Rank
GSBD
NMFC
GSBD vs. NMFC - Risk-Adjusted Trends 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.
| GSBD | NMFC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.51 | -0.77 | +0.27 |
Sortino ratioReturn per unit of downside risk | -0.58 | -1.01 | +0.42 |
Omega ratioGain probability vs. loss probability | 0.93 | 0.87 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.57 | -0.80 | +0.23 |
Martin ratioReturn relative to average drawdown | -0.92 | -1.78 | +0.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSBD | NMFC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.51 | -0.77 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.06 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.23 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.31 | -0.19 |
Correlation
The correlation between GSBD and NMFC is 0.49, 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.
Dividends
GSBD vs. NMFC - Dividend Comparison
GSBD's dividend yield for the trailing twelve months is around 19.98%, more than NMFC's 16.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSBD Goldman Sachs BDC, Inc. | 19.98% | 20.26% | 14.88% | 12.29% | 13.12% | 10.18% | 9.41% | 8.46% | 9.79% | 8.12% | 7.65% | 9.47% |
NMFC New Mountain Finance Corporation | 16.62% | 13.90% | 12.17% | 11.40% | 9.86% | 8.76% | 10.92% | 9.90% | 10.81% | 10.04% | 9.65% | 10.45% |
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.
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Drawdown Indicators
| GSBD | NMFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.67% | -64.16% | +1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -18.41% | -24.56% | +6.15% |
Max Drawdown (5Y)Largest decline over 5 years | -29.59% | -27.77% | -1.82% |
Max Drawdown (10Y)Largest decline over 10 years | -62.67% | -64.16% | +1.49% |
Current DrawdownCurrent decline from peak | -25.64% | -24.18% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -11.56% | -5.27% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.40% | 11.10% | +0.30% |
Volatility
GSBD vs. NMFC - Volatility Comparison
The current volatility for Goldman Sachs BDC, Inc. (GSBD) is 6.26%, while New Mountain Finance Corporation (NMFC) has a volatility of 8.10%. This indicates that GSBD experiences smaller price fluctuations and is considered to be less risky than NMFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSBD | NMFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 8.10% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.37% | 17.69% | -4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 26.14% | -4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.77% | 18.10% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.75% | 25.73% | +5.02% |
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.
Total Revenue: Total amount of money received from sales and other business activities