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:
0.70
^GSPC:
0.28
SAR:
1.06
^GSPC:
0.53
SAR:
1.15
^GSPC:
1.08
SAR:
0.97
^GSPC:
0.28
SAR:
3.90
^GSPC:
1.31
SAR:
3.59%
^GSPC:
4.06%
SAR:
19.99%
^GSPC:
18.90%
SAR:
-90.83%
^GSPC:
-56.78%
SAR:
-8.12%
^GSPC:
-12.17%
Returns By Period
In the year-to-date period, SAR achieves a 0.34% return, which is significantly higher than ^GSPC's -8.25% return. Over the past 10 years, SAR has outperformed ^GSPC with an annualized return of 14.37%, while ^GSPC has yielded a comparatively lower 10.02% annualized return.
SAR
0.34%
-1.93%
2.54%
15.80%
22.65%
14.37%
^GSPC
-8.25%
-4.30%
-7.20%
6.61%
14.07%
10.02%
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Risk-Adjusted Performance
SAR vs. ^GSPC — Risk-Adjusted Performance Rank
SAR
^GSPC
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
The current volatility for Saratoga Investment Corp. (SAR) is 12.44%, while S&P 500 (^GSPC) has a volatility of 13.54%. This indicates that SAR experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.