SAR vs. GLAD
Compare and contrast key facts about Saratoga Investment Corp. (SAR) and Gladstone Capital Corporation (GLAD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAR or GLAD.
Performance
SAR vs. GLAD - Performance Comparison
Returns By Period
In the year-to-date period, SAR achieves a 7.93% return, which is significantly lower than GLAD's 34.78% return. Over the past 10 years, SAR has outperformed GLAD with an annualized return of 15.80%, while GLAD has yielded a comparatively lower 13.80% annualized return.
SAR
7.93%
5.00%
15.51%
12.17%
9.46%
15.80%
GLAD
34.78%
8.25%
24.30%
44.92%
14.90%
13.80%
Fundamentals
| SAR | GLAD | |
|---|---|---|
| Market Cap | $342.12M | $577.58M |
| EPS | $1.52 | $3.54 |
| PE Ratio | 16.31 | 7.50 |
| PEG Ratio | 0.00 | 2.31 |
| Total Revenue (TTM) | $69.47M | $76.45M |
| Gross Profit (TTM) | $31.98M | $67.31M |
| EBITDA (TTM) | $18.23B | $74.92M |
Key characteristics
| SAR | GLAD | |
|---|---|---|
| Sharpe Ratio | 0.64 | 2.60 |
| Sortino Ratio | 0.92 | 3.13 |
| Omega Ratio | 1.15 | 1.47 |
| Calmar Ratio | 0.84 | 3.76 |
| Martin Ratio | 1.49 | 10.38 |
| Ulcer Index | 7.84% | 4.33% |
| Daily Std Dev | 18.16% | 17.27% |
| Max Drawdown | -90.83% | -74.88% |
| Current Drawdown | -0.43% | 0.00% |
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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.
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.
Dividends
SAR vs. GLAD - Dividend Comparison
SAR's dividend yield for the trailing twelve months is around 11.52%, more than GLAD's 7.39% 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% |
GLAD Gladstone Capital Corporation | 7.39% | 9.16% | 8.42% | 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 -74.88%. Use the drawdown chart below to compare losses from any high point for SAR and GLAD. For additional features, visit the drawdowns tool.
Volatility
SAR vs. GLAD - Volatility Comparison
Saratoga Investment Corp. (SAR) and Gladstone Capital Corporation (GLAD) have volatilities of 4.77% and 4.73%, 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. 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.
Total Revenue: Total amount of money received from sales and other business activities