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SAR vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

SAR vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saratoga Investment Corp. (SAR) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAR achieves a -8.25% return, which is significantly lower than ^GSPC's 9.41% return. Over the past 10 years, SAR has underperformed ^GSPC with an annualized return of 12.05%, while ^GSPC has yielded a comparatively higher 13.26% annualized return.


SAR

1D
1.33%
1M
-13.61%
6M
-11.41%
YTD
-8.25%
1Y
-6.63%
3Y*
3.20%
5Y*
5.22%
10Y*
12.05%
ALL TIME*
7.49%

^GSPC

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$37.98T$37.61T$41.48T
$2.70M$4.31M$2.87M

SAR vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAR
Saratoga Investment Corp.
-8.25%10.36%6.07%12.91%-3.82%51.00%-10.92%34.20%-2.78%20.77%
^GSPC
S&P 500 Index
9.41%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between SAR and ^GSPC is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.24

Correlation (3Y)
Balances recent behavior with more history.

0.30

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.36

Correlation (10Y)
Provides a long-term view across more market conditions.

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2007

0.25

The correlation between SAR and ^GSPC shifts across timeframes, from 0.24 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SAR vs. ^GSPC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SAR
SAR Risk / Return Rank: 2525
Overall Rank
SAR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SAR Sortino Ratio Rank: 2727
Sortino Ratio Rank
SAR Omega Ratio Rank: 2525
Omega Ratio Rank
SAR Calmar Ratio Rank: 3131
Calmar Ratio Rank
SAR Martin Ratio Rank: 1313
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6868
Overall Rank
^GSPC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6666
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6565
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SAR vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saratoga Investment Corp. (SAR) and S&P 500 Index (^GSPC). 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.


SAR^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

0.96

1.25

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.38

2.00

-2.38

Martin ratioReturn relative to average drawdown

-1.25

8.49

-9.75

SAR vs. ^GSPC - Sharpe Ratio Comparison

The current SAR Sharpe Ratio is -0.33, which is lower than the ^GSPC Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SAR and ^GSPC, 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

SAR vs. ^GSPC - Drawdown Comparison

The maximum SAR drawdown since its inception was -90.67%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SAR and ^GSPC.


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Drawdown Indicators


SAR^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-90.67%

-56.78%

-33.89%

Max Drawdown (1Y)

Largest decline over 1 year

-22.46%

-9.10%

-13.36%

Max Drawdown (3Y)

Largest decline over 3 years

-22.46%

-18.90%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-26.19%

-25.43%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-69.89%

-33.92%

-35.97%

Current Drawdown

Current decline from peak

-15.13%

-1.58%

-13.55%

Average Drawdown

Average peak-to-trough decline

-17.54%

-10.70%

-6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.81%

2.14%

+4.67%

Volatility

SAR vs. ^GSPC - Volatility Comparison

Saratoga Investment Corp. (SAR) has a higher volatility of 17.93% compared to S&P 500 Index (^GSPC) at 3.51%. This indicates that SAR's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAR^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.93%

3.51%

+14.42%

Volatility (6M)

Calculated over the trailing 6-month period

22.90%

10.11%

+12.79%

Volatility (1Y)

Calculated over the trailing 1-year period

25.55%

12.87%

+12.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

17.01%

+6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.02%

18.07%

+19.95%

Frequently Asked Questions


SAR and ^GSPC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAR has higher volatility (17.93%) compared to ^GSPC (3.51%). In terms of maximum drawdown, SAR dropped -90.67% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.42 vs -0.33), 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

Find the right allocation for SAR and ^GSPC

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