NMFC vs. WHF
Compare and contrast key facts about New Mountain Finance Corporation (NMFC) and WhiteHorse Finance, Inc. (WHF).
Performance
NMFC vs. WHF - Performance Comparison
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NMFC vs. WHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NMFC New Mountain Finance Corporation | -12.81% | -7.17% | -0.95% | 15.47% | -0.55% | 31.94% | -7.13% | 20.64% | 2.78% | 5.71% |
WHF WhiteHorse Finance, Inc. | 2.44% | -15.36% | -8.52% | 6.26% | -6.23% | 25.77% | 19.14% | 20.83% | 4.80% | 21.87% |
Fundamentals
NMFC:
$932.42M
WHF:
$164.77M
NMFC:
$1.10
WHF:
$1.15
NMFC:
7.02
WHF:
6.17
NMFC:
2.93
WHF:
3.78
NMFC:
0.00
WHF:
0.63
NMFC:
$327.08M
WHF:
$43.62M
NMFC:
$351.72M
WHF:
$19.82M
NMFC:
$281.65M
WHF:
$0.00
Returns By Period
In the year-to-date period, NMFC achieves a -12.81% return, which is significantly lower than WHF's 2.44% return. Over the past 10 years, NMFC has underperformed WHF with an annualized return of 5.90%, while WHF has yielded a comparatively higher 8.92% annualized return.
NMFC
- 1D
- -0.77%
- 1M
- 3.08%
- YTD
- -12.81%
- 6M
- -12.36%
- 1Y
- -20.18%
- 3Y*
- -2.90%
- 5Y*
- 1.10%
- 10Y*
- 5.90%
WHF
- 1D
- -3.92%
- 1M
- 5.95%
- YTD
- 2.44%
- 6M
- 12.31%
- 1Y
- -15.68%
- 3Y*
- -5.30%
- 5Y*
- -2.75%
- 10Y*
- 8.92%
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Return for Risk
NMFC vs. WHF — Risk / Return Rank
NMFC
WHF
NMFC vs. WHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for New Mountain Finance Corporation (NMFC) and WhiteHorse Finance, Inc. (WHF). 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.
| NMFC | WHF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.77 | -0.56 | -0.21 |
Sortino ratioReturn per unit of downside risk | -1.01 | -0.66 | -0.35 |
Omega ratioGain probability vs. loss probability | 0.87 | 0.92 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.57 | -0.23 |
Martin ratioReturn relative to average drawdown | -1.78 | -1.03 | -0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NMFC | WHF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | -0.56 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.12 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.28 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.24 | +0.07 |
Correlation
The correlation between NMFC and WHF is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NMFC vs. WHF - Dividend Comparison
NMFC's dividend yield for the trailing twelve months is around 16.62%, more than WHF's 14.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMFC New Mountain Finance Corporation | 16.62% | 13.90% | 12.17% | 11.40% | 9.86% | 8.76% | 10.92% | 9.90% | 10.81% | 10.04% | 9.65% | 10.45% |
WHF WhiteHorse Finance, Inc. | 14.98% | 20.72% | 18.44% | 12.60% | 11.26% | 10.03% | 13.96% | 11.79% | 11.16% | 10.58% | 11.67% | 12.37% |
Drawdowns
NMFC vs. WHF - Drawdown Comparison
The maximum NMFC drawdown since its inception was -64.16%, which is greater than WHF's maximum drawdown of -57.48%. Use the drawdown chart below to compare losses from any high point for NMFC and WHF.
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Drawdown Indicators
| NMFC | WHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.16% | -57.48% | -6.68% |
Max Drawdown (1Y)Largest decline over 1 year | -24.56% | -28.62% | +4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -27.77% | -37.91% | +10.14% |
Max Drawdown (10Y)Largest decline over 10 years | -64.16% | -57.48% | -6.68% |
Current DrawdownCurrent decline from peak | -24.18% | -28.58% | +4.40% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -8.76% | +3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.10% | 15.88% | -4.78% |
Volatility
NMFC vs. WHF - Volatility Comparison
The current volatility for New Mountain Finance Corporation (NMFC) is 8.10%, while WhiteHorse Finance, Inc. (WHF) has a volatility of 11.40%. This indicates that NMFC experiences smaller price fluctuations and is considered to be less risky than WHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NMFC | WHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.10% | 11.40% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 17.69% | 22.81% | -5.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.14% | 28.08% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 22.77% | -4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.73% | 31.49% | -5.76% |
Financials
NMFC vs. WHF - Financials Comparison
This section allows you to compare key financial metrics between New Mountain Finance Corporation and WhiteHorse Finance, 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.
Total Revenue: Total amount of money received from sales and other business activities