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SAR vs. CGBD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAR and CGBD 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

SAR vs. CGBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saratoga Investment Corp. (SAR) and TCG BDC, Inc. (CGBD). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%130.00%140.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
112.16%
146.38%
SAR
CGBD

Key characteristics

Sharpe Ratio

SAR:

0.29

CGBD:

1.74

Sortino Ratio

SAR:

0.49

CGBD:

2.36

Omega Ratio

SAR:

1.08

CGBD:

1.32

Calmar Ratio

SAR:

0.39

CGBD:

2.46

Martin Ratio

SAR:

0.70

CGBD:

6.90

Ulcer Index

SAR:

7.75%

CGBD:

4.35%

Daily Std Dev

SAR:

18.38%

CGBD:

17.21%

Max Drawdown

SAR:

-90.83%

CGBD:

-71.09%

Current Drawdown

SAR:

-6.20%

CGBD:

0.00%

Fundamentals

Market Cap

SAR:

$332.19M

CGBD:

$909.70M

EPS

SAR:

$1.52

CGBD:

$1.73

PE Ratio

SAR:

15.84

CGBD:

10.33

PEG Ratio

SAR:

0.00

CGBD:

3.54

Total Revenue (TTM)

SAR:

$97.72M

CGBD:

$212.67M

Gross Profit (TTM)

SAR:

$41.24M

CGBD:

$172.89M

EBITDA (TTM)

SAR:

$18.24B

CGBD:

$174.14M

Returns By Period

In the year-to-date period, SAR achieves a 3.78% return, which is significantly lower than CGBD's 30.70% return.


SAR

YTD

3.78%

1M

-4.59%

6M

10.63%

1Y

5.41%

5Y*

8.65%

10Y*

15.58%

CGBD

YTD

30.70%

1M

8.37%

6M

5.54%

1Y

29.86%

5Y*

19.80%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SAR vs. CGBD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saratoga Investment Corp. (SAR) and TCG BDC, Inc. (CGBD). 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 SAR, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.291.74
The chart of Sortino ratio for SAR, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.492.36
The chart of Omega ratio for SAR, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.32
The chart of Calmar ratio for SAR, currently valued at 0.39, compared to the broader market0.002.004.006.000.392.46
The chart of Martin ratio for SAR, currently valued at 0.70, compared to the broader market-5.000.005.0010.0015.0020.0025.000.706.90
SAR
CGBD

The current SAR Sharpe Ratio is 0.29, which is lower than the CGBD Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of SAR and CGBD, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.29
1.74
SAR
CGBD

Dividends

SAR vs. CGBD - Dividend Comparison

SAR's dividend yield for the trailing twelve months is around 12.43%, more than CGBD's 10.33% yield.


TTM20232022202120202019201820172016201520142013
SAR
Saratoga Investment Corp.
12.43%10.90%11.02%6.16%6.57%6.61%10.35%10.51%9.12%14.14%1.21%16.93%
CGBD
TCG BDC, Inc.
10.33%11.76%11.46%10.92%14.33%13.00%13.55%6.14%0.00%0.00%0.00%0.00%

Drawdowns

SAR vs. CGBD - Drawdown Comparison

The maximum SAR drawdown since its inception was -90.83%, which is greater than CGBD's maximum drawdown of -71.09%. Use the drawdown chart below to compare losses from any high point for SAR and CGBD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.20%
0
SAR
CGBD

Volatility

SAR vs. CGBD - Volatility Comparison

Saratoga Investment Corp. (SAR) has a higher volatility of 4.55% compared to TCG BDC, Inc. (CGBD) at 3.56%. This indicates that SAR's price experiences larger fluctuations and is considered to be riskier than CGBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.55%
3.56%
SAR
CGBD

Financials

SAR vs. CGBD - Financials Comparison

This section allows you to compare key financial metrics between Saratoga Investment Corp. and TCG 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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