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

Correlation

The correlation between PNNT and GSBD is 0.41, 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.


-0.50.00.51.00.4

Performance

PNNT vs. GSBD - Performance Comparison

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

60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
141.58%
68.46%
PNNT
GSBD

Key characteristics

Sharpe Ratio

PNNT:

1.14

GSBD:

-0.33

Sortino Ratio

PNNT:

1.60

GSBD:

-0.34

Omega Ratio

PNNT:

1.21

GSBD:

0.96

Calmar Ratio

PNNT:

1.31

GSBD:

-0.28

Martin Ratio

PNNT:

3.20

GSBD:

-0.61

Ulcer Index

PNNT:

6.25%

GSBD:

7.51%

Daily Std Dev

PNNT:

17.47%

GSBD:

14.12%

Max Drawdown

PNNT:

-82.16%

GSBD:

-62.67%

Current Drawdown

PNNT:

-5.75%

GSBD:

-14.92%

Fundamentals

Market Cap

PNNT:

$446.63M

GSBD:

$1.49B

EPS

PNNT:

$0.75

GSBD:

$0.68

PE Ratio

PNNT:

9.12

GSBD:

18.68

PEG Ratio

PNNT:

0.28

GSBD:

2.15

Total Revenue (TTM)

PNNT:

$90.02M

GSBD:

$368.90M

Gross Profit (TTM)

PNNT:

$67.81M

GSBD:

$318.67M

EBITDA (TTM)

PNNT:

$38.31M

GSBD:

$175.96M

Returns By Period

In the year-to-date period, PNNT achieves a 14.42% return, which is significantly higher than GSBD's -3.96% return.


PNNT

YTD

14.42%

1M

0.87%

6M

-0.71%

1Y

18.89%

5Y*

13.48%

10Y*

8.93%

GSBD

YTD

-3.96%

1M

-0.08%

6M

-12.63%

1Y

-5.40%

5Y*

0.73%

10Y*

N/A

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Risk-Adjusted Performance

PNNT vs. GSBD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PennantPark Investment Corporation (PNNT) and Goldman Sachs BDC, Inc. (GSBD). 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 PNNT, currently valued at 1.14, compared to the broader market-4.00-2.000.002.001.14-0.33
The chart of Sortino ratio for PNNT, currently valued at 1.60, compared to the broader market-4.00-2.000.002.004.001.60-0.34
The chart of Omega ratio for PNNT, currently valued at 1.21, compared to the broader market0.501.001.502.001.210.96
The chart of Calmar ratio for PNNT, currently valued at 1.31, compared to the broader market0.002.004.006.001.31-0.28
The chart of Martin ratio for PNNT, currently valued at 3.20, compared to the broader market-5.000.005.0010.0015.0020.0025.003.20-0.61
PNNT
GSBD

The current PNNT Sharpe Ratio is 1.14, which is higher than the GSBD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of PNNT and GSBD, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.14
-0.33
PNNT
GSBD

Dividends

PNNT vs. GSBD - Dividend Comparison

PNNT's dividend yield for the trailing twelve months is around 13.09%, less than GSBD's 14.01% yield.


TTM20232022202120202019201820172016201520142013
PNNT
PennantPark Investment Corporation
13.09%11.65%10.43%6.93%11.71%11.03%11.30%10.42%14.62%18.12%11.75%9.66%
GSBD
Goldman Sachs BDC, Inc.
14.01%12.29%13.12%10.18%9.41%8.46%9.79%8.12%7.65%9.45%0.00%0.00%

Drawdowns

PNNT vs. GSBD - Drawdown Comparison

The maximum PNNT drawdown since its inception was -82.16%, which is greater than GSBD's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for PNNT and GSBD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.75%
-14.92%
PNNT
GSBD

Volatility

PNNT vs. GSBD - Volatility Comparison

PennantPark Investment Corporation (PNNT) has a higher volatility of 4.70% compared to Goldman Sachs BDC, Inc. (GSBD) at 3.99%. This indicates that PNNT's price experiences larger fluctuations and is considered to be riskier than GSBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.70%
3.99%
PNNT
GSBD

Financials

PNNT vs. GSBD - Financials Comparison

This section allows you to compare key financial metrics between PennantPark Investment Corporation and Goldman Sachs BDC, 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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