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HYIN vs. ARCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYIN and ARCC is 0.54, 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

HYIN vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Alternative Income Fund (HYIN) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
1.31%
61.10%
HYIN
ARCC

Key characteristics

Sharpe Ratio

HYIN:

0.09

ARCC:

0.57

Sortino Ratio

HYIN:

0.22

ARCC:

0.92

Omega Ratio

HYIN:

1.03

ARCC:

1.14

Calmar Ratio

HYIN:

0.09

ARCC:

0.61

Martin Ratio

HYIN:

0.39

ARCC:

2.78

Ulcer Index

HYIN:

3.79%

ARCC:

4.13%

Daily Std Dev

HYIN:

16.59%

ARCC:

20.23%

Max Drawdown

HYIN:

-31.10%

ARCC:

-79.36%

Current Drawdown

HYIN:

-9.54%

ARCC:

-9.31%

Returns By Period

In the year-to-date period, HYIN achieves a -4.75% return, which is significantly lower than ARCC's -1.35% return.


HYIN

YTD

-4.75%

1M

-6.83%

6M

-5.19%

1Y

2.77%

5Y*

N/A

10Y*

N/A

ARCC

YTD

-1.35%

1M

-5.04%

6M

2.29%

1Y

12.07%

5Y*

23.92%

10Y*

12.35%

*Annualized

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Risk-Adjusted Performance

HYIN vs. ARCC — Risk-Adjusted Performance Rank

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

HYIN
The Risk-Adjusted Performance Rank of HYIN is 2525
Overall Rank
The Sharpe Ratio Rank of HYIN is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of HYIN is 2323
Sortino Ratio Rank
The Omega Ratio Rank of HYIN is 2424
Omega Ratio Rank
The Calmar Ratio Rank of HYIN is 2727
Calmar Ratio Rank
The Martin Ratio Rank of HYIN is 2727
Martin Ratio Rank

ARCC
The Risk-Adjusted Performance Rank of ARCC is 7272
Overall Rank
The Sharpe Ratio Rank of ARCC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ARCC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ARCC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ARCC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ARCC is 7878
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.

HYIN vs. ARCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Alternative Income Fund (HYIN) and Ares Capital Corporation (ARCC). 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 HYIN, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.00
HYIN: 0.09
ARCC: 0.57
The chart of Sortino ratio for HYIN, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.00
HYIN: 0.22
ARCC: 0.92
The chart of Omega ratio for HYIN, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
HYIN: 1.03
ARCC: 1.14
The chart of Calmar ratio for HYIN, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.0012.00
HYIN: 0.09
ARCC: 0.61
The chart of Martin ratio for HYIN, currently valued at 0.39, compared to the broader market0.0020.0040.0060.00
HYIN: 0.39
ARCC: 2.78

The current HYIN Sharpe Ratio is 0.09, which is lower than the ARCC Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of HYIN and ARCC, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.09
0.57
HYIN
ARCC

Dividends

HYIN vs. ARCC - Dividend Comparison

HYIN's dividend yield for the trailing twelve months is around 12.27%, more than ARCC's 9.10% yield.


TTM20242023202220212020201920182017201620152014
HYIN
WisdomTree Alternative Income Fund
12.27%12.59%11.71%11.34%4.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARCC
Ares Capital Corporation
9.10%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%

Drawdowns

HYIN vs. ARCC - Drawdown Comparison

The maximum HYIN drawdown since its inception was -31.10%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for HYIN and ARCC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.54%
-9.31%
HYIN
ARCC

Volatility

HYIN vs. ARCC - Volatility Comparison

The current volatility for WisdomTree Alternative Income Fund (HYIN) is 12.31%, while Ares Capital Corporation (ARCC) has a volatility of 15.61%. This indicates that HYIN experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
12.31%
15.61%
HYIN
ARCC