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GSBD vs. QYLD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

GSBD vs. QYLD - Performance Comparison

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

60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2025FebruaryMarch
68.54%
118.83%
GSBD
QYLD

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Risk-Adjusted Performance

GSBD vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) and undefined (undefined). 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 -0.55, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.550.90
The chart of Sortino ratio for GSBD, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.651.25
The chart of Omega ratio for GSBD, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.20
The chart of Calmar ratio for GSBD, currently valued at -0.44, compared to the broader market0.001.002.003.004.005.00-0.441.38
The chart of Martin ratio for GSBD, currently valued at -0.84, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.845.93
GSBD
QYLD


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
-0.55
0.90
GSBD
QYLD

Drawdowns

GSBD vs. QYLD - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-14.88%
-6.86%
GSBD
QYLD

Volatility

GSBD vs. QYLD - Volatility Comparison

Goldman Sachs BDC, Inc. (GSBD) and undefined (QYLD) have volatilities of 5.19% and 5.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
5.19%
5.26%
GSBD
QYLD
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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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