GSBD vs. QYLD

In the year-to-date period, GSBD achieves a -2.84% return, which is significantly higher than QYLD's -7.87% return. Over the past 10 years, GSBD has outperformed QYLD with an annualized return of 3.91%, while QYLD has yielded a comparatively lower -3.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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 -0.81, which is lower than the QYLD Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of GSBD and QYLD, 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 16.21%, more than QYLD's 13.68% yield.

The maximum GSBD drawdown since its inception was -62.67%, which is greater than QYLD's maximum drawdown of -40.69%. Use the drawdown chart below to compare losses from any high point for GSBD and QYLD. For additional features, visit the drawdowns tool.

Goldman Sachs BDC, Inc. (GSBD) has a higher volatility of 6.62% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 3.16%. This indicates that GSBD's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.