RAND vs. ICMB
RAND (Rand Capital Corporation) and ICMB (Investcorp Credit Management BDC, Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, RAND returned 2.86%/yr vs -11.13%/yr for ICMB. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
RAND vs. ICMB - Performance Comparison
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Returns By Period
In the year-to-date period, RAND achieves a -7.44% return, which is significantly higher than ICMB's -71.48% return. Over the past 10 years, RAND has outperformed ICMB with an annualized return of 2.86%, while ICMB has yielded a comparatively lower -11.13% annualized return.
RAND
- 1D
- 0.00%
- 1M
- -3.00%
- 6M
- -6.49%
- YTD
- -7.44%
- 1Y
- -38.17%
- 3Y*
- 5.85%
- 5Y*
- 0.77%
- 10Y*
- 2.86%
- ALL TIME*
- -1.32%
ICMB
- 1D
- -1.18%
- 1M
- -20.95%
- 6M
- -74.16%
- YTD
- -71.48%
- 1Y
- -70.11%
- 3Y*
- -32.92%
- 5Y*
- -24.18%
- 10Y*
- -11.13%
- ALL TIME*
- -10.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.35K | $49.37K | $104.10K | |
| $23.55K | $19.46K | $30.02K |
RAND vs. ICMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RAND Rand Capital Corporation | -7.44% | -34.86% | 91.43% | 7.45% | -17.05% | -0.95% | 69.87% | 7.20% | -17.22% | -4.43% |
ICMB Investcorp Credit Management BDC, Inc. | -71.48% | 5.92% | 0.74% | 19.01% | -18.96% | 15.99% | -16.38% | 23.01% | -13.98% | -2.71% |
Correlation
The correlation between RAND and ICMB is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.01 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2014 | 0.02 |
Fundamentals
RAND:
$30.29M
ICMB:
$11.11M
RAND:
-$2.81
ICMB:
-$0.98
RAND:
-$3.23M
ICMB:
$6.51M
RAND:
-$4.74M
ICMB:
$729.57K
RAND:
-$6.47M
ICMB:
-$9.28M
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Return for Risk
RAND vs. ICMB — Risk / Return Rank
RAND
ICMB
RAND vs. ICMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rand Capital Corporation (RAND) and Investcorp Credit Management BDC, Inc. (ICMB). 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.
| RAND | ICMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.69 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | -0.93 | -0.05 |
| Martin ratioReturn relative to average drawdown | -1.33 | -2.00 | +0.67 |
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Drawdowns
RAND vs. ICMB - Drawdown Comparison
The maximum RAND drawdown since its inception was -89.66%, which is greater than ICMB's maximum drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for RAND and ICMB.
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Drawdown Indicators
| RAND | ICMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.66% | -80.34% | -9.32% |
Max Drawdown (1Y)Largest decline over 1 year | -39.44% | -75.55% | +36.11% |
Max Drawdown (3Y)Largest decline over 3 years | -60.11% | -75.55% | +15.44% |
Max Drawdown (5Y)Largest decline over 5 years | -60.11% | -76.50% | +16.39% |
Max Drawdown (10Y)Largest decline over 10 years | -60.11% | -80.34% | +20.23% |
Current DrawdownCurrent decline from peak | -59.28% | -76.12% | +16.84% |
Average DrawdownAverage peak-to-trough decline | -67.66% | -19.94% | -47.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.39% | 35.27% | -5.88% |
Volatility
RAND vs. ICMB - Volatility Comparison
The current volatility for Rand Capital Corporation (RAND) is 5.09%, while Investcorp Credit Management BDC, Inc. (ICMB) has a volatility of 18.67%. This indicates that RAND experiences smaller price fluctuations and is considered to be less risky than ICMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RAND | ICMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 18.67% | -13.58% |
Volatility (6M)Calculated over the trailing 6-month period | 24.94% | 56.11% | -31.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.44% | 57.52% | -14.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.91% | 41.16% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.36% | 45.33% | +1.03% |
Dividends
RAND vs. ICMB - Dividend Comparison
RAND's dividend yield for the trailing twelve months is around 17.18%, less than ICMB's 36.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMB Investcorp Credit Management BDC, Inc. | 36.36% | 19.26% | 17.82% | 17.72% | 17.02% | 12.73% | 15.93% | 14.93% | 16.00% | 12.27% | 15.12% | 18.14% |
RAND Rand Capital Corporation | 17.18% | 15.15% | 26.13% | 10.24% | 6.23% | 2.59% | 90.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
RAND vs. ICMB - Financials Comparison
This section allows you to compare key financial metrics between Rand Capital Corporation and Investcorp Credit Management 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
RAND and ICMB have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICMB has higher volatility (18.67%) compared to RAND (5.09%). In terms of maximum drawdown, RAND dropped -89.66% vs ICMB's -80.34%.
RAND currently has the higher Sharpe Ratio (-0.89 vs -1.23), 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.
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