GSBD vs. NMFC
Compare and contrast key facts about Goldman Sachs BDC, Inc. (GSBD) and New Mountain Finance Corporation (NMFC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSBD or NMFC.
Performance
GSBD vs. NMFC - Performance Comparison
Returns By Period
In the year-to-date period, GSBD achieves a -3.74% return, which is significantly lower than NMFC's -0.11% return.
GSBD
-3.74%
-4.24%
-9.88%
-2.25%
2.09%
N/A
NMFC
-0.11%
1.82%
-1.60%
2.68%
8.22%
8.08%
Fundamentals
| GSBD | NMFC | |
|---|---|---|
| Market Cap | $1.51B | $1.24B |
| EPS | $0.68 | $1.04 |
| PE Ratio | 18.90 | 11.08 |
| PEG Ratio | 2.15 | 0.00 |
| Total Revenue (TTM) | $368.90M | $289.76M |
| Gross Profit (TTM) | $318.67M | $207.78M |
| EBITDA (TTM) | $175.96M | $223.09M |
Key characteristics
| GSBD | NMFC | |
|---|---|---|
| Sharpe Ratio | -0.16 | 0.23 |
| Sortino Ratio | -0.12 | 0.42 |
| Omega Ratio | 0.98 | 1.05 |
| Calmar Ratio | -0.14 | 0.22 |
| Martin Ratio | -0.35 | 0.94 |
| Ulcer Index | 6.38% | 2.84% |
| Daily Std Dev | 14.01% | 11.50% |
| Max Drawdown | -62.67% | -64.16% |
| Current Drawdown | -14.72% | -3.41% |
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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.
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.
Dividends
GSBD vs. NMFC - Dividend Comparison
GSBD's dividend yield for the trailing twelve months is around 13.98%, more than NMFC's 12.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSBD Goldman Sachs BDC, Inc. | 13.98% | 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 | 12.07% | 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.
Volatility
GSBD vs. NMFC - Volatility Comparison
The current volatility for Goldman Sachs BDC, Inc. (GSBD) is 5.07%, while New Mountain Finance Corporation (NMFC) has a volatility of 6.60%. 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.
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