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SNEX vs. GAIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNEX and GAIN is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SNEX vs. GAIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneX Group Inc. (SNEX) and Gladstone Investment Corporation (GAIN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SNEX:

2.03

GAIN:

0.42

Sortino Ratio

SNEX:

2.76

GAIN:

0.67

Omega Ratio

SNEX:

1.36

GAIN:

1.09

Calmar Ratio

SNEX:

4.11

GAIN:

0.55

Martin Ratio

SNEX:

12.94

GAIN:

1.78

Ulcer Index

SNEX:

5.63%

GAIN:

4.57%

Daily Std Dev

SNEX:

33.77%

GAIN:

23.74%

Max Drawdown

SNEX:

-97.68%

GAIN:

-80.88%

Current Drawdown

SNEX:

-5.86%

GAIN:

-1.72%

Fundamentals

Market Cap

SNEX:

$4.27B

GAIN:

$506.51M

EPS

SNEX:

$5.58

GAIN:

$1.91

PE Ratio

SNEX:

15.88

GAIN:

7.20

PS Ratio

SNEX:

0.04

GAIN:

5.68

PB Ratio

SNEX:

2.30

GAIN:

1.04

Total Revenue (TTM)

SNEX:

$123.03B

GAIN:

$78.86M

Gross Profit (TTM)

SNEX:

$2.22B

GAIN:

$78.15M

EBITDA (TTM)

SNEX:

$1.35B

GAIN:

$64.91M

Returns By Period

In the year-to-date period, SNEX achieves a 35.70% return, which is significantly higher than GAIN's 6.25% return. Over the past 10 years, SNEX has outperformed GAIN with an annualized return of 18.98%, while GAIN has yielded a comparatively lower 17.30% annualized return.


SNEX

YTD

35.70%

1M

17.31%

6M

36.62%

1Y

72.72%

5Y*

39.00%

10Y*

18.98%

GAIN

YTD

6.25%

1M

4.39%

6M

6.41%

1Y

8.87%

5Y*

16.79%

10Y*

17.30%

*Annualized

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Risk-Adjusted Performance

SNEX vs. GAIN — Risk-Adjusted Performance Rank

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

SNEX
The Risk-Adjusted Performance Rank of SNEX is 9595
Overall Rank
The Sharpe Ratio Rank of SNEX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of SNEX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of SNEX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of SNEX is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SNEX is 9797
Martin Ratio Rank

GAIN
The Risk-Adjusted Performance Rank of GAIN is 6565
Overall Rank
The Sharpe Ratio Rank of GAIN is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of GAIN is 5959
Sortino Ratio Rank
The Omega Ratio Rank of GAIN is 5656
Omega Ratio Rank
The Calmar Ratio Rank of GAIN is 7272
Calmar Ratio Rank
The Martin Ratio Rank of GAIN is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNEX vs. GAIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) and Gladstone Investment Corporation (GAIN). 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.


The current SNEX Sharpe Ratio is 2.03, which is higher than the GAIN Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SNEX and GAIN, 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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Dividends

SNEX vs. GAIN - Dividend Comparison

SNEX has not paid dividends to shareholders, while GAIN's dividend yield for the trailing twelve months is around 12.07%.


TTM20242023202220212020201920182017201620152014
SNEX
StoneX Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GAIN
Gladstone Investment Corporation
12.07%12.53%17.24%9.88%6.06%9.22%7.74%9.88%7.94%8.87%9.68%11.00%

Drawdowns

SNEX vs. GAIN - Drawdown Comparison

The maximum SNEX drawdown since its inception was -97.68%, which is greater than GAIN's maximum drawdown of -80.88%. Use the drawdown chart below to compare losses from any high point for SNEX and GAIN. For additional features, visit the drawdowns tool.


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Volatility

SNEX vs. GAIN - Volatility Comparison

StoneX Group Inc. (SNEX) has a higher volatility of 12.00% compared to Gladstone Investment Corporation (GAIN) at 7.57%. This indicates that SNEX's price experiences larger fluctuations and is considered to be riskier than GAIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SNEX vs. GAIN - Financials Comparison

This section allows you to compare key financial metrics between StoneX Group Inc. and Gladstone Investment 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B20212022202320242025
36.89B
35.69M
(SNEX) Total Revenue
(GAIN) Total Revenue
Values in USD except per share items