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GSBD vs. TSLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GSBD and TSLX is 0.51, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

GSBD vs. TSLX - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
49.91%
242.42%
GSBD
TSLX

Key characteristics

Sharpe Ratio

GSBD:

-1.12

TSLX:

0.41

Sortino Ratio

GSBD:

-1.41

TSLX:

0.63

Omega Ratio

GSBD:

0.81

TSLX:

1.09

Calmar Ratio

GSBD:

-0.77

TSLX:

0.55

Martin Ratio

GSBD:

-1.74

TSLX:

2.08

Ulcer Index

GSBD:

10.79%

TSLX:

3.05%

Daily Std Dev

GSBD:

16.75%

TSLX:

15.59%

Max Drawdown

GSBD:

-62.67%

TSLX:

-50.27%

Current Drawdown

GSBD:

-24.31%

TSLX:

-11.63%

Fundamentals

Market Cap

GSBD:

$1.24B

TSLX:

$1.91B

EPS

GSBD:

$0.55

TSLX:

$2.03

PE Ratio

GSBD:

19.25

TSLX:

10.02

PEG Ratio

GSBD:

2.15

TSLX:

1.27

Total Revenue (TTM)

GSBD:

$290.15M

TSLX:

$287.39M

Gross Profit (TTM)

GSBD:

$281.29M

TSLX:

$242.79M

EBITDA (TTM)

GSBD:

$21.77M

TSLX:

$160.44M

Returns By Period

In the year-to-date period, GSBD achieves a -8.87% return, which is significantly lower than TSLX's -2.17% return. Over the past 10 years, GSBD has underperformed TSLX with an annualized return of 3.66%, while TSLX has yielded a comparatively higher 13.00% annualized return.


GSBD

YTD

-8.87%

1M

-11.50%

6M

-16.67%

1Y

-18.13%

5Y*

10.68%

10Y*

3.66%

TSLX

YTD

-2.17%

1M

-8.28%

6M

4.03%

1Y

7.37%

5Y*

24.48%

10Y*

13.00%

*Annualized

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Risk-Adjusted Performance

GSBD vs. TSLX — 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 77
Overall Rank
The Sharpe Ratio Rank of GSBD is 44
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 99
Calmar Ratio Rank
The Martin Ratio Rank of GSBD is 66
Martin Ratio Rank

TSLX
The Risk-Adjusted Performance Rank of TSLX is 6868
Overall Rank
The Sharpe Ratio Rank of TSLX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of TSLX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of TSLX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of TSLX is 7676
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. TSLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) and Sixth Street Specialty Lending, Inc. (TSLX). 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 -1.12, compared to the broader market-2.00-1.000.001.002.00
GSBD: -1.12
TSLX: 0.41
The chart of Sortino ratio for GSBD, currently valued at -1.41, compared to the broader market-6.00-4.00-2.000.002.004.00
GSBD: -1.41
TSLX: 0.63
The chart of Omega ratio for GSBD, currently valued at 0.81, compared to the broader market0.501.001.502.00
GSBD: 0.81
TSLX: 1.09
The chart of Calmar ratio for GSBD, currently valued at -0.77, compared to the broader market0.001.002.003.004.00
GSBD: -0.77
TSLX: 0.55
The chart of Martin ratio for GSBD, currently valued at -1.74, compared to the broader market-10.000.0010.0020.00
GSBD: -1.74
TSLX: 2.08

The current GSBD Sharpe Ratio is -1.12, which is lower than the TSLX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of GSBD and TSLX, 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-1.12
0.41
GSBD
TSLX

Dividends

GSBD vs. TSLX - Dividend Comparison

GSBD's dividend yield for the trailing twelve months is around 17.28%, more than TSLX's 10.23% yield.


TTM20242023202220212020201920182017201620152014
GSBD
Goldman Sachs BDC, Inc.
17.28%14.88%12.29%13.12%10.18%9.41%8.46%9.79%8.12%7.65%9.47%0.00%
TSLX
Sixth Street Specialty Lending, Inc.
10.23%11.97%9.72%10.34%15.35%11.08%8.43%9.84%10.81%8.35%9.62%9.10%

Drawdowns

GSBD vs. TSLX - Drawdown Comparison

The maximum GSBD drawdown since its inception was -62.67%, which is greater than TSLX's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for GSBD and TSLX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.31%
-11.63%
GSBD
TSLX

Volatility

GSBD vs. TSLX - Volatility Comparison

Goldman Sachs BDC, Inc. (GSBD) and Sixth Street Specialty Lending, Inc. (TSLX) have volatilities of 8.94% and 8.55%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.94%
8.55%
GSBD
TSLX

Financials

GSBD vs. TSLX - Financials Comparison

This section allows you to compare key financial metrics between Goldman Sachs BDC, Inc. and Sixth Street Specialty Lending, Inc.. 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
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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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