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

Correlation

The correlation between SAR and GLAD is 0.23, 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.


-0.50.00.51.00.2

Performance

SAR vs. GLAD - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
35.47%
225.34%
SAR
GLAD

Key characteristics

Sharpe Ratio

SAR:

0.29

GLAD:

2.53

Sortino Ratio

SAR:

0.49

GLAD:

3.05

Omega Ratio

SAR:

1.08

GLAD:

1.45

Calmar Ratio

SAR:

0.39

GLAD:

3.80

Martin Ratio

SAR:

0.70

GLAD:

10.45

Ulcer Index

SAR:

7.75%

GLAD:

4.34%

Daily Std Dev

SAR:

18.38%

GLAD:

17.89%

Max Drawdown

SAR:

-90.83%

GLAD:

-74.87%

Current Drawdown

SAR:

-6.20%

GLAD:

-1.27%

Fundamentals

Market Cap

SAR:

$332.19M

GLAD:

$622.11M

EPS

SAR:

$1.52

GLAD:

$4.34

PE Ratio

SAR:

15.84

GLAD:

6.42

PEG Ratio

SAR:

0.00

GLAD:

2.31

Total Revenue (TTM)

SAR:

$97.72M

GLAD:

$109.55M

Gross Profit (TTM)

SAR:

$41.24M

GLAD:

$100.42M

EBITDA (TTM)

SAR:

$18.24B

GLAD:

$74.92M

Returns By Period

In the year-to-date period, SAR achieves a 3.78% return, which is significantly lower than GLAD's 41.53% return. Both investments have delivered pretty close results over the past 10 years, with SAR having a 15.58% annualized return and GLAD not far behind at 15.23%.


SAR

YTD

3.78%

1M

-4.59%

6M

10.63%

1Y

5.41%

5Y*

8.65%

10Y*

15.58%

GLAD

YTD

41.53%

1M

6.81%

6M

28.58%

1Y

44.64%

5Y*

16.14%

10Y*

15.23%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SAR vs. GLAD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saratoga Investment Corp. (SAR) and Gladstone Capital Corporation (GLAD). 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-4.00-2.000.002.000.292.53
The chart of Sortino ratio for SAR, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.493.05
The chart of Omega ratio for SAR, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.45
The chart of Calmar ratio for SAR, currently valued at 0.39, compared to the broader market0.002.004.006.000.393.80
The chart of Martin ratio for SAR, currently valued at 0.70, compared to the broader market-5.000.005.0010.0015.0020.0025.000.7010.45
SAR
GLAD

The current SAR Sharpe Ratio is 0.29, which is lower than the GLAD Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of SAR and GLAD, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.29
2.53
SAR
GLAD

Dividends

SAR vs. GLAD - Dividend Comparison

SAR's dividend yield for the trailing twelve months is around 12.43%, more than GLAD's 8.70% 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%
GLAD
Gladstone Capital Corporation
8.70%9.19%8.45%6.73%8.97%8.46%11.51%9.12%8.95%11.49%10.16%8.78%

Drawdowns

SAR vs. GLAD - Drawdown Comparison

The maximum SAR drawdown since its inception was -90.83%, which is greater than GLAD's maximum drawdown of -74.87%. Use the drawdown chart below to compare losses from any high point for SAR and GLAD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.20%
-1.27%
SAR
GLAD

Volatility

SAR vs. GLAD - Volatility Comparison

The current volatility for Saratoga Investment Corp. (SAR) is 4.55%, while Gladstone Capital Corporation (GLAD) has a volatility of 5.26%. This indicates that SAR experiences smaller price fluctuations and is considered to be less risky than GLAD 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%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.55%
5.26%
SAR
GLAD

Financials

SAR vs. GLAD - Financials Comparison

This section allows you to compare key financial metrics between Saratoga Investment Corp. and Gladstone Capital Corporation. 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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