SAR vs. CGBD
Compare and contrast key facts about Saratoga Investment Corp. (SAR) and TCG BDC, Inc. (CGBD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAR or CGBD.
Performance
SAR vs. CGBD - Performance Comparison
Returns By Period
In the year-to-date period, SAR achieves a 7.93% return, which is significantly lower than CGBD's 19.30% return.
SAR
7.93%
5.00%
15.51%
12.17%
9.46%
15.80%
CGBD
19.30%
-6.96%
-2.81%
24.65%
19.04%
N/A
Fundamentals
| SAR | CGBD | |
|---|---|---|
| Market Cap | $342.12M | $825.70M |
| EPS | $1.52 | $1.73 |
| PE Ratio | 16.31 | 9.38 |
| PEG Ratio | 0.00 | 3.54 |
| Total Revenue (TTM) | $69.47M | $212.67M |
| Gross Profit (TTM) | $31.98M | $172.89M |
| EBITDA (TTM) | $18.23B | $174.14M |
Key characteristics
| SAR | CGBD | |
|---|---|---|
| Sharpe Ratio | 0.64 | 1.43 |
| Sortino Ratio | 0.92 | 1.99 |
| Omega Ratio | 1.15 | 1.26 |
| Calmar Ratio | 0.84 | 2.01 |
| Martin Ratio | 1.49 | 5.77 |
| Ulcer Index | 7.84% | 4.25% |
| Daily Std Dev | 18.16% | 17.10% |
| Max Drawdown | -90.83% | -71.09% |
| Current Drawdown | -0.43% | -8.05% |
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Correlation
The correlation between SAR and CGBD is 0.42, 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.
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.
Dividends
SAR vs. CGBD - Dividend Comparison
SAR's dividend yield for the trailing twelve months is around 11.52%, more than CGBD's 11.32% 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% |
CGBD TCG BDC, Inc. | 11.32% | 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.
Volatility
SAR vs. CGBD - Volatility Comparison
Saratoga Investment Corp. (SAR) and TCG BDC, Inc. (CGBD) have volatilities of 4.94% and 5.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities