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SLRC vs. WHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SLRC and WHF is 0.32, 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.


-0.50.00.51.00.3

Performance

SLRC vs. WHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SLR Investment Corp. (SLRC) and WhiteHorse Finance, Inc. (WHF). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.29%
-10.73%
SLRC
WHF

Key characteristics

Sharpe Ratio

SLRC:

1.13

WHF:

-0.42

Sortino Ratio

SLRC:

1.69

WHF:

-0.47

Omega Ratio

SLRC:

1.21

WHF:

0.94

Calmar Ratio

SLRC:

1.53

WHF:

-0.51

Martin Ratio

SLRC:

5.07

WHF:

-1.17

Ulcer Index

SLRC:

3.02%

WHF:

6.28%

Daily Std Dev

SLRC:

13.59%

WHF:

17.39%

Max Drawdown

SLRC:

-63.06%

WHF:

-57.48%

Current Drawdown

SLRC:

-3.65%

WHF:

-14.20%

Fundamentals

Market Cap

SLRC:

$873.96M

WHF:

$246.61M

EPS

SLRC:

$1.77

WHF:

$0.45

PE Ratio

SLRC:

9.05

WHF:

23.58

PEG Ratio

SLRC:

2.65

WHF:

1.01

Total Revenue (TTM)

SLRC:

$238.66M

WHF:

$79.68M

Gross Profit (TTM)

SLRC:

$192.99M

WHF:

$85.70M

EBITDA (TTM)

SLRC:

$189.18M

WHF:

$23.39M

Returns By Period

In the year-to-date period, SLRC achieves a 16.86% return, which is significantly higher than WHF's -4.70% return. Over the past 10 years, SLRC has underperformed WHF with an annualized return of 8.18%, while WHF has yielded a comparatively higher 11.23% annualized return.


SLRC

YTD

16.86%

1M

-0.87%

6M

4.55%

1Y

15.33%

5Y*

4.80%

10Y*

8.18%

WHF

YTD

-4.70%

1M

-1.13%

6M

-11.38%

1Y

-7.56%

5Y*

6.95%

10Y*

11.23%

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Risk-Adjusted Performance

SLRC vs. WHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SLR Investment Corp. (SLRC) and WhiteHorse Finance, Inc. (WHF). 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 SLRC, currently valued at 1.13, compared to the broader market-4.00-2.000.002.001.13-0.42
The chart of Sortino ratio for SLRC, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.001.69-0.47
The chart of Omega ratio for SLRC, currently valued at 1.21, compared to the broader market0.501.001.502.001.210.94
The chart of Calmar ratio for SLRC, currently valued at 1.53, compared to the broader market0.002.004.006.001.53-0.51
The chart of Martin ratio for SLRC, currently valued at 5.07, compared to the broader market0.0010.0020.005.07-1.17
SLRC
WHF

The current SLRC Sharpe Ratio is 1.13, which is higher than the WHF Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of SLRC and WHF, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.13
-0.42
SLRC
WHF

Dividends

SLRC vs. WHF - Dividend Comparison

SLRC's dividend yield for the trailing twelve months is around 10.35%, less than WHF's 13.37% yield.


TTM20232022202120202019201820172016201520142013
SLRC
SLR Investment Corp.
10.35%10.93%11.81%8.90%9.37%7.95%8.55%7.92%7.68%9.74%8.88%8.87%
WHF
WhiteHorse Finance, Inc.
13.37%12.60%11.26%10.03%11.35%11.79%11.16%13.23%11.67%12.37%12.29%9.40%

Drawdowns

SLRC vs. WHF - Drawdown Comparison

The maximum SLRC drawdown since its inception was -63.06%, which is greater than WHF's maximum drawdown of -57.48%. Use the drawdown chart below to compare losses from any high point for SLRC and WHF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.65%
-14.20%
SLRC
WHF

Volatility

SLRC vs. WHF - Volatility Comparison

The current volatility for SLR Investment Corp. (SLRC) is 3.43%, while WhiteHorse Finance, Inc. (WHF) has a volatility of 3.78%. This indicates that SLRC experiences smaller price fluctuations and is considered to be less risky than WHF 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%JulyAugustSeptemberOctoberNovemberDecember
3.43%
3.78%
SLRC
WHF

Financials

SLRC vs. WHF - Financials Comparison

This section allows you to compare key financial metrics between SLR Investment Corp. and WhiteHorse Finance, 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.


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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