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NMFC vs. HTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NMFC vs. HTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Mountain Finance Corporation (NMFC) and Hercules Capital, Inc. (HTGC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NMFC achieves a -9.98% return, which is significantly higher than HTGC's -12.79% return. Over the past 10 years, NMFC has underperformed HTGC with an annualized return of 6.45%, while HTGC has yielded a comparatively higher 13.89% annualized return.


NMFC

1D
0.76%
1M
-1.61%
YTD
-9.98%
6M
-11.66%
1Y
-15.21%
3Y*
-3.21%
5Y*
0.62%
10Y*
6.45%

HTGC

1D
-0.06%
1M
0.26%
YTD
-12.79%
6M
-12.84%
1Y
-4.63%
3Y*
12.33%
5Y*
9.00%
10Y*
13.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NMFC vs. HTGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMFC
New Mountain Finance Corporation
-9.98%-7.17%-0.95%15.47%-0.55%31.94%-7.13%20.64%2.78%5.71%
HTGC
Hercules Capital, Inc.
-12.79%3.54%33.33%42.91%-10.42%26.50%14.49%39.86%-6.86%1.86%

Correlation

The correlation between NMFC and HTGC is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since May 20, 2011

0.50

The correlation between NMFC and HTGC shifts across timeframes, from 0.50 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NMFC:

$328.53

HTGC:

$1.49

PE Ratio

NMFC:

0.02

HTGC:

10.40

PS Ratio

NMFC:

2.35

HTGC:

5.21

Total Revenue (TTM)

NMFC:

$315.55M

HTGC:

$578.18M

Gross Profit (TTM)

NMFC:

$203.95M

HTGC:

$510.74M

EBITDA (TTM)

NMFC:

$106.53M

HTGC:

$380.44M

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Return for Risk

NMFC vs. HTGC — Risk / Return Rank

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

NMFC
NMFC Risk / Return Rank: 1616
Overall Rank
NMFC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
NMFC Sortino Ratio Rank: 1414
Sortino Ratio Rank
NMFC Omega Ratio Rank: 1616
Omega Ratio Rank
NMFC Calmar Ratio Rank: 2020
Calmar Ratio Rank
NMFC Martin Ratio Rank: 1616
Martin Ratio Rank

HTGC
HTGC Risk / Return Rank: 3333
Overall Rank
HTGC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HTGC Sortino Ratio Rank: 2929
Sortino Ratio Rank
HTGC Omega Ratio Rank: 2929
Omega Ratio Rank
HTGC Calmar Ratio Rank: 3737
Calmar Ratio Rank
HTGC Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NMFC vs. HTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for New Mountain Finance Corporation (NMFC) and Hercules Capital, Inc. (HTGC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NMFCHTGCDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

0.90

0.99

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.62

-0.19

-0.43

Martin ratioReturn relative to average drawdown

-1.20

-0.42

-0.78

NMFC vs. HTGC - Sharpe Ratio Comparison

The current NMFC Sharpe Ratio is -0.67, which is lower than the HTGC Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of NMFC and HTGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NMFC vs. HTGC - Drawdown Comparison

The maximum NMFC drawdown since its inception was -64.16%, smaller than the maximum HTGC drawdown of -68.21%. Use the drawdown chart below to compare losses from any high point for NMFC and HTGC.


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Drawdown Indicators


NMFCHTGCDifference

Max Drawdown

Largest peak-to-trough decline

-64.16%

-68.21%

+4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-24.56%

-24.74%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-27.77%

-27.97%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-27.77%

-36.11%

+8.34%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

-57.54%

-6.62%

Current Drawdown

Current decline from peak

-21.72%

-17.54%

-4.18%

Average Drawdown

Average peak-to-trough decline

-5.47%

-10.87%

+5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.70%

10.98%

+1.72%

Volatility

NMFC vs. HTGC - Volatility Comparison

New Mountain Finance Corporation (NMFC) has a higher volatility of 6.36% compared to Hercules Capital, Inc. (HTGC) at 5.93%. This indicates that NMFC's price experiences larger fluctuations and is considered to be riskier than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMFCHTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

5.93%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

18.29%

20.04%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

22.70%

23.30%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.51%

25.74%

-7.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.91%

27.84%

-1.93%

Dividends

NMFC vs. HTGC - Dividend Comparison

NMFC's dividend yield for the trailing twelve months is around 16.10%, more than HTGC's 11.68% yield.


PositionTTM20252024202320222021202020192018201720162015
HTGC
Hercules Capital, Inc.
11.68%9.99%9.56%11.40%13.77%9.76%9.02%9.49%11.40%9.45%8.79%10.17%
NMFC
New Mountain Finance Corporation
16.10%13.90%12.17%11.40%9.86%8.76%10.92%9.90%10.81%10.04%9.65%10.45%

Financials

NMFC vs. HTGC - Financials Comparison

This section allows you to compare key financial metrics between New Mountain Finance Corporation and Hercules Capital, 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


50.00M100.00M150.00M20222023202420252026
68.79M
123.49M
(NMFC) Total Revenue
(HTGC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NMFC and HTGC have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NMFC has higher volatility (6.36%) compared to HTGC (5.93%). In terms of maximum drawdown, NMFC dropped -64.16% vs HTGC's -68.21%.

HTGC currently has the higher Sharpe Ratio (-0.20 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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