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TPVG vs. TSLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TPVG and TSLX 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.


-0.50.00.51.00.5

Performance

TPVG vs. TSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TriplePoint Venture Growth BDC Corp. (TPVG) and Sixth Street Specialty Lending, Inc. (TSLX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
62.69%
322.69%
TPVG
TSLX

Key characteristics

Sharpe Ratio

TPVG:

-0.61

TSLX:

0.89

Sortino Ratio

TPVG:

-0.70

TSLX:

1.29

Omega Ratio

TPVG:

0.90

TSLX:

1.16

Calmar Ratio

TPVG:

-0.40

TSLX:

1.43

Martin Ratio

TPVG:

-0.92

TSLX:

4.11

Ulcer Index

TPVG:

20.97%

TSLX:

3.00%

Daily Std Dev

TPVG:

31.40%

TSLX:

13.89%

Max Drawdown

TPVG:

-81.78%

TSLX:

-50.27%

Current Drawdown

TPVG:

-40.86%

TSLX:

-0.64%

Fundamentals

Market Cap

TPVG:

$282.35M

TSLX:

$1.93B

EPS

TPVG:

$0.20

TSLX:

$2.06

PE Ratio

TPVG:

35.25

TSLX:

10.04

PEG Ratio

TPVG:

2.69

TSLX:

1.27

Total Revenue (TTM)

TPVG:

$30.35M

TSLX:

$396.71M

Gross Profit (TTM)

TPVG:

$15.89M

TSLX:

$115.82B

EBITDA (TTM)

TPVG:

$25.61M

TSLX:

$115.63B

Returns By Period

In the year-to-date period, TPVG achieves a -21.74% return, which is significantly lower than TSLX's 9.65% return. Over the past 10 years, TPVG has underperformed TSLX with an annualized return of 5.24%, while TSLX has yielded a comparatively higher 14.18% annualized return.


TPVG

YTD

-21.74%

1M

-6.72%

6M

-5.80%

1Y

-19.74%

5Y*

-0.33%

10Y*

5.24%

TSLX

YTD

9.65%

1M

4.63%

6M

4.05%

1Y

11.14%

5Y*

12.50%

10Y*

14.18%

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Risk-Adjusted Performance

TPVG vs. TSLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TriplePoint Venture Growth BDC Corp. (TPVG) and Sixth Street Specialty Lending, Inc. (TSLX). 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 TPVG, currently valued at -0.61, compared to the broader market-4.00-2.000.002.00-0.610.89
The chart of Sortino ratio for TPVG, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.701.29
The chart of Omega ratio for TPVG, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.16
The chart of Calmar ratio for TPVG, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.401.43
The chart of Martin ratio for TPVG, currently valued at -0.92, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.924.11
TPVG
TSLX

The current TPVG Sharpe Ratio is -0.61, which is lower than the TSLX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of TPVG and TSLX, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.61
0.89
TPVG
TSLX

Dividends

TPVG vs. TSLX - Dividend Comparison

TPVG's dividend yield for the trailing twelve months is around 19.39%, more than TSLX's 12.14% yield.


TTM2023202220212020201920182017201620152014
TPVG
TriplePoint Venture Growth BDC Corp.
19.39%14.73%14.86%8.02%11.81%10.13%14.14%11.35%12.22%12.04%8.22%
TSLX
Sixth Street Specialty Lending, Inc.
12.14%9.72%10.34%15.35%11.08%8.43%9.84%10.81%8.35%9.62%9.10%

Drawdowns

TPVG vs. TSLX - Drawdown Comparison

The maximum TPVG drawdown since its inception was -81.78%, which is greater than TSLX's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TPVG and TSLX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.86%
-0.64%
TPVG
TSLX

Volatility

TPVG vs. TSLX - Volatility Comparison

TriplePoint Venture Growth BDC Corp. (TPVG) has a higher volatility of 12.74% compared to Sixth Street Specialty Lending, Inc. (TSLX) at 3.79%. This indicates that TPVG's price experiences larger fluctuations and is considered to be riskier than TSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
12.74%
3.79%
TPVG
TSLX

Financials

TPVG vs. TSLX - Financials Comparison

This section allows you to compare key financial metrics between TriplePoint Venture Growth BDC Corp. and Sixth Street Specialty Lending, 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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