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SLRC vs. WHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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SLRC vs. WHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLRC
SLR Investment Corp.
-4.69%5.72%19.15%20.57%-16.13%14.74%-5.63%16.18%2.78%4.72%
WHF
WhiteHorse Finance, Inc.
6.62%-15.36%-8.52%6.26%-6.23%25.77%19.14%20.83%4.80%21.87%

Fundamentals

EPS

SLRC:

$1.65

WHF:

$1.15

PE Ratio

SLRC:

8.67

WHF:

6.42

PS Ratio

SLRC:

4.66

WHF:

3.94

Total Revenue (TTM)

SLRC:

$167.35M

WHF:

$43.62M

Gross Profit (TTM)

SLRC:

$99.90M

WHF:

$19.82M

EBITDA (TTM)

SLRC:

$90.07M

WHF:

$0.00

Returns By Period

In the year-to-date period, SLRC achieves a -4.69% return, which is significantly lower than WHF's 6.62% return. Over the past 10 years, SLRC has underperformed WHF with an annualized return of 7.71%, while WHF has yielded a comparatively higher 9.36% annualized return.


SLRC

1D
1.85%
1M
2.18%
YTD
-4.69%
6M
-1.10%
1Y
-5.77%
3Y*
9.22%
5Y*
5.66%
10Y*
7.71%

WHF

1D
1.23%
1M
17.62%
YTD
6.62%
6M
11.48%
1Y
-12.87%
3Y*
-4.03%
5Y*
-1.97%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SLRC vs. WHF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLRC
SLRC Risk / Return Rank: 2525
Overall Rank
SLRC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SLRC Sortino Ratio Rank: 2525
Sortino Ratio Rank
SLRC Omega Ratio Rank: 2525
Omega Ratio Rank
SLRC Calmar Ratio Rank: 2727
Calmar Ratio Rank
SLRC Martin Ratio Rank: 1919
Martin Ratio Rank

WHF
WHF Risk / Return Rank: 2424
Overall Rank
WHF Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WHF Sortino Ratio Rank: 2020
Sortino Ratio Rank
WHF Omega Ratio Rank: 2121
Omega Ratio Rank
WHF Calmar Ratio Rank: 2929
Calmar Ratio Rank
WHF Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLRC vs. WHF - Risk-Adjusted Trends 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.


SLRCWHFDifference

Sharpe ratio

Return per unit of total volatility

-0.26

-0.46

+0.20

Sortino ratio

Return per unit of downside risk

-0.22

-0.51

+0.29

Omega ratio

Gain probability vs. loss probability

0.97

0.94

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.46

-0.41

-0.04

Martin ratio

Return relative to average drawdown

-1.19

-0.75

-0.44

SLRC vs. WHF - Sharpe Ratio Comparison

The current SLRC Sharpe Ratio is -0.26, which is higher than the WHF Sharpe Ratio of -0.46. 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.


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Sharpe Ratios by Period


SLRCWHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

-0.46

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.09

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.30

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.25

+0.07

Correlation

The correlation between SLRC and WHF is 0.33, 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.


Dividends

SLRC vs. WHF - Dividend Comparison

SLRC's dividend yield for the trailing twelve months is around 11.46%, less than WHF's 14.39% yield.


TTM20252024202320222021202020192018201720162015
SLRC
SLR Investment Corp.
11.46%10.61%10.15%10.91%11.79%8.90%9.37%7.95%8.55%7.92%7.68%9.74%
WHF
WhiteHorse Finance, Inc.
14.39%20.72%18.44%12.60%11.26%10.03%13.96%11.79%11.16%10.58%11.67%12.37%

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.


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Drawdown Indicators


SLRCWHFDifference

Max Drawdown

Largest peak-to-trough decline

-63.06%

-57.48%

-5.58%

Max Drawdown (1Y)

Largest decline over 1 year

-16.13%

-28.62%

+12.49%

Max Drawdown (5Y)

Largest decline over 5 years

-31.72%

-37.91%

+6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-63.06%

-57.48%

-5.58%

Current Drawdown

Current decline from peak

-8.63%

-25.67%

+17.04%

Average Drawdown

Average peak-to-trough decline

-7.44%

-8.75%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

15.85%

-9.67%

Volatility

SLRC vs. WHF - Volatility Comparison

The current volatility for SLR Investment Corp. (SLRC) is 6.63%, while WhiteHorse Finance, Inc. (WHF) has a volatility of 10.56%. 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.


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Volatility by Period


SLRCWHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

10.56%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

14.92%

22.45%

-7.53%

Volatility (1Y)

Calculated over the trailing 1-year period

22.03%

27.84%

-5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.30%

22.70%

-3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

31.47%

-2.34%

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


0.0010.00M20.00M30.00M40.00M50.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
45.29M
5.98M
(SLRC) Total Revenue
(WHF) Total Revenue
Values in USD except per share items