SAR vs. BCSF
Compare and contrast key facts about Saratoga Investment Corp. (SAR) and Bain Capital Specialty Finance, Inc. (BCSF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAR or BCSF.
Performance
SAR vs. BCSF - Performance Comparison
Returns By Period
In the year-to-date period, SAR achieves a 7.93% return, which is significantly lower than BCSF's 21.13% return.
SAR
7.93%
5.00%
15.51%
12.17%
9.46%
15.80%
BCSF
21.13%
0.78%
9.24%
24.07%
8.97%
N/A
Fundamentals
| SAR | BCSF | |
|---|---|---|
| Market Cap | $342.12M | $1.09B |
| EPS | $1.52 | $1.99 |
| PE Ratio | 16.31 | 8.46 |
| PEG Ratio | 0.00 | 1.07 |
| Total Revenue (TTM) | $69.47M | $297.41M |
| Gross Profit (TTM) | $31.98M | $230.49M |
| EBITDA (TTM) | $18.23B | $205.01M |
Key characteristics
| SAR | BCSF | |
|---|---|---|
| Sharpe Ratio | 0.64 | 1.67 |
| Sortino Ratio | 0.92 | 2.25 |
| Omega Ratio | 1.15 | 1.30 |
| Calmar Ratio | 0.84 | 2.65 |
| Martin Ratio | 1.49 | 10.75 |
| Ulcer Index | 7.84% | 2.25% |
| Daily Std Dev | 18.16% | 14.51% |
| Max Drawdown | -90.83% | -62.45% |
| Current Drawdown | -0.43% | -1.35% |
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Correlation
The correlation between SAR and BCSF is 0.39, 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.
Risk-Adjusted Performance
SAR vs. BCSF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Investment Corp. (SAR) and Bain Capital Specialty Finance, Inc. (BCSF). 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.
Dividends
SAR vs. BCSF - Dividend Comparison
SAR's dividend yield for the trailing twelve months is around 11.52%, more than BCSF's 10.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAR Saratoga Investment Corp. | 11.52% | 10.90% | 11.02% | 6.16% | 6.57% | 6.61% | 10.35% | 10.51% | 9.12% | 14.14% | 1.21% | 16.93% |
BCSF Bain Capital Specialty Finance, Inc. | 10.53% | 10.62% | 11.60% | 8.94% | 11.73% | 8.14% | 2.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SAR vs. BCSF - Drawdown Comparison
The maximum SAR drawdown since its inception was -90.83%, which is greater than BCSF's maximum drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for SAR and BCSF. For additional features, visit the drawdowns tool.
Volatility
SAR vs. BCSF - Volatility Comparison
Saratoga Investment Corp. (SAR) has a higher volatility of 4.94% compared to Bain Capital Specialty Finance, Inc. (BCSF) at 4.35%. This indicates that SAR's price experiences larger fluctuations and is considered to be riskier than BCSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SAR vs. BCSF - Financials Comparison
This section allows you to compare key financial metrics between Saratoga Investment Corp. and Bain Capital Specialty 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