SAR vs. ^GSPC
Compare and contrast key facts about Saratoga Investment Corp. (SAR) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAR or ^GSPC.
Correlation
The correlation between SAR and ^GSPC is 0.25, 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.
Performance
SAR vs. ^GSPC - Performance Comparison
Key characteristics
SAR:
0.29
^GSPC:
2.10
SAR:
0.49
^GSPC:
2.80
SAR:
1.08
^GSPC:
1.39
SAR:
0.39
^GSPC:
3.09
SAR:
0.70
^GSPC:
13.49
SAR:
7.75%
^GSPC:
1.94%
SAR:
18.38%
^GSPC:
12.52%
SAR:
-90.83%
^GSPC:
-56.78%
SAR:
-6.20%
^GSPC:
-2.62%
Returns By Period
In the year-to-date period, SAR achieves a 3.78% return, which is significantly lower than ^GSPC's 24.34% return. Over the past 10 years, SAR has outperformed ^GSPC with an annualized return of 15.58%, while ^GSPC has yielded a comparatively lower 11.06% annualized return.
SAR
3.78%
-4.59%
10.63%
5.41%
8.65%
15.58%
^GSPC
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
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Risk-Adjusted Performance
SAR vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Investment Corp. (SAR) and S&P 500 (^GSPC). 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.
Drawdowns
SAR vs. ^GSPC - Drawdown Comparison
The maximum SAR drawdown since its inception was -90.83%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SAR and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
SAR vs. ^GSPC - Volatility Comparison
Saratoga Investment Corp. (SAR) has a higher volatility of 4.55% compared to S&P 500 (^GSPC) at 3.79%. This indicates that SAR's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.