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

Correlation

The correlation between GSBD and NMFC is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

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.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
54.58%
87.25%
GSBD
NMFC

Key characteristics

Sharpe Ratio

GSBD:

-0.97

NMFC:

-0.78

Sortino Ratio

GSBD:

-1.27

NMFC:

-0.98

Omega Ratio

GSBD:

0.83

NMFC:

0.85

Calmar Ratio

GSBD:

-0.65

NMFC:

-0.64

Martin Ratio

GSBD:

-1.55

NMFC:

-1.94

Ulcer Index

GSBD:

12.38%

NMFC:

7.90%

Daily Std Dev

GSBD:

19.75%

NMFC:

19.55%

Max Drawdown

GSBD:

-62.67%

NMFC:

-64.16%

Current Drawdown

GSBD:

-21.95%

NMFC:

-15.47%

Fundamentals

Market Cap

GSBD:

$1.28B

NMFC:

$1.09B

EPS

GSBD:

$0.55

NMFC:

$1.03

PE Ratio

GSBD:

19.85

NMFC:

9.84

PEG Ratio

GSBD:

2.15

NMFC:

0.00

PS Ratio

GSBD:

2.95

NMFC:

2.94

PB Ratio

GSBD:

0.81

NMFC:

0.81

Total Revenue (TTM)

GSBD:

$228.47M

NMFC:

$188.47M

Gross Profit (TTM)

GSBD:

$219.61M

NMFC:

$146.71M

EBITDA (TTM)

GSBD:

$21.77M

NMFC:

$130.61M

Returns By Period

In the year-to-date period, GSBD achieves a -6.03% return, which is significantly higher than NMFC's -7.38% return. Over the past 10 years, GSBD has underperformed NMFC with an annualized return of 3.79%, while NMFC has yielded a comparatively higher 6.19% annualized return.


GSBD

YTD

-6.03%

1M

-7.78%

6M

-12.55%

1Y

-20.15%

5Y*

4.42%

10Y*

3.79%

NMFC

YTD

-7.38%

1M

-8.74%

6M

-7.17%

1Y

-15.44%

5Y*

16.62%

10Y*

6.19%

*Annualized

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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSBD
The Risk-Adjusted Performance Rank of GSBD is 88
Overall Rank
The Sharpe Ratio Rank of GSBD is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of GSBD is 99
Sortino Ratio Rank
The Omega Ratio Rank of GSBD is 99
Omega Ratio Rank
The Calmar Ratio Rank of GSBD is 1212
Calmar Ratio Rank
The Martin Ratio Rank of GSBD is 77
Martin Ratio Rank

NMFC
The Risk-Adjusted Performance Rank of NMFC is 1010
Overall Rank
The Sharpe Ratio Rank of NMFC is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of NMFC is 1414
Sortino Ratio Rank
The Omega Ratio Rank of NMFC is 1111
Omega Ratio Rank
The Calmar Ratio Rank of NMFC is 1212
Calmar Ratio Rank
The Martin Ratio Rank of NMFC is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for GSBD, currently valued at -0.97, compared to the broader market-2.00-1.000.001.002.003.00
GSBD: -0.97
NMFC: -0.78
The chart of Sortino ratio for GSBD, currently valued at -1.27, compared to the broader market-6.00-4.00-2.000.002.004.00
GSBD: -1.27
NMFC: -0.98
The chart of Omega ratio for GSBD, currently valued at 0.83, compared to the broader market0.501.001.502.00
GSBD: 0.83
NMFC: 0.85
The chart of Calmar ratio for GSBD, currently valued at -0.65, compared to the broader market0.001.002.003.004.005.00
GSBD: -0.65
NMFC: -0.64
The chart of Martin ratio for GSBD, currently valued at -1.55, compared to the broader market-5.000.005.0010.0015.0020.00
GSBD: -1.55
NMFC: -1.94

The current GSBD Sharpe Ratio is -0.97, which is comparable to the NMFC Sharpe Ratio of -0.78. 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-1.50-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.97
-0.78
GSBD
NMFC

Dividends

GSBD vs. NMFC - Dividend Comparison

GSBD's dividend yield for the trailing twelve months is around 16.76%, more than NMFC's 6.71% yield.


TTM20242023202220212020201920182017201620152014
GSBD
Goldman Sachs BDC, Inc.
16.76%14.88%12.29%13.12%10.18%9.41%8.46%9.79%8.12%7.65%9.47%0.00%
NMFC
New Mountain Finance Corporation
6.71%6.04%11.71%9.86%8.76%10.92%9.90%10.81%10.04%9.65%10.45%9.91%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-21.95%
-15.47%
GSBD
NMFC

Volatility

GSBD vs. NMFC - Volatility Comparison

The current volatility for Goldman Sachs BDC, Inc. (GSBD) is 13.43%, while New Mountain Finance Corporation (NMFC) has a volatility of 15.43%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.43%
15.43%
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