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

Correlation

The correlation between TSLX and MSFT is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

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Performance

TSLX vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sixth Street Specialty Lending, Inc. (TSLX) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
4.03%
-13.17%
TSLX
MSFT

Key characteristics

Sharpe Ratio

TSLX:

1.17

MSFT:

-0.43

Sortino Ratio

TSLX:

1.70

MSFT:

-0.44

Omega Ratio

TSLX:

1.21

MSFT:

0.94

Calmar Ratio

TSLX:

1.86

MSFT:

-0.48

Martin Ratio

TSLX:

5.47

MSFT:

-0.99

Ulcer Index

TSLX:

2.95%

MSFT:

9.40%

Daily Std Dev

TSLX:

13.82%

MSFT:

21.61%

Max Drawdown

TSLX:

-50.27%

MSFT:

-69.39%

Current Drawdown

TSLX:

-3.16%

MSFT:

-17.79%

Fundamentals

Market Cap

TSLX:

$2.09B

MSFT:

$2.84T

EPS

TSLX:

$2.03

MSFT:

$12.42

PE Ratio

TSLX:

10.98

MSFT:

30.77

PEG Ratio

TSLX:

1.27

MSFT:

1.75

Total Revenue (TTM)

TSLX:

$287.39M

MSFT:

$199.94B

Gross Profit (TTM)

TSLX:

$242.79M

MSFT:

$138.36B

EBITDA (TTM)

TSLX:

$160.44M

MSFT:

$109.35B

Returns By Period

In the year-to-date period, TSLX achieves a 7.21% return, which is significantly higher than MSFT's -9.16% return. Over the past 10 years, TSLX has underperformed MSFT with an annualized return of 14.17%, while MSFT has yielded a comparatively higher 27.15% annualized return.


TSLX

YTD

7.21%

1M

-2.50%

6M

15.01%

1Y

16.94%

5Y*

26.84%

10Y*

14.17%

MSFT

YTD

-9.16%

1M

-1.63%

6M

-8.02%

1Y

-8.63%

5Y*

21.11%

10Y*

27.15%

*Annualized

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Microsoft Corporation

Risk-Adjusted Performance

TSLX vs. MSFT — Risk-Adjusted Performance Rank

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

TSLX
The Risk-Adjusted Performance Rank of TSLX is 8585
Overall Rank
The Sharpe Ratio Rank of TSLX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of TSLX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of TSLX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of TSLX is 8787
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 2727
Overall Rank
The Sharpe Ratio Rank of MSFT is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 2727
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 2727
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 2323
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 3030
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.

TSLX vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sixth Street Specialty Lending, Inc. (TSLX) and Microsoft Corporation (MSFT). 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 chart of Sharpe ratio for TSLX, currently valued at 0.41, compared to the broader market-2.00-1.000.001.002.003.00
TSLX: 0.41
MSFT: -0.63
The chart of Sortino ratio for TSLX, currently valued at 0.63, compared to the broader market-6.00-4.00-2.000.002.004.00
TSLX: 0.63
MSFT: -0.71
The chart of Omega ratio for TSLX, currently valued at 1.09, compared to the broader market0.501.001.502.00
TSLX: 1.09
MSFT: 0.91
The chart of Calmar ratio for TSLX, currently valued at 0.55, compared to the broader market0.001.002.003.004.005.00
TSLX: 0.55
MSFT: -0.61
The chart of Martin ratio for TSLX, currently valued at 2.08, compared to the broader market-5.000.005.0010.0015.0020.00
TSLX: 2.08
MSFT: -1.44

The current TSLX Sharpe Ratio is 1.17, which is higher than the MSFT Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of TSLX and MSFT, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.41
-0.63
TSLX
MSFT

Dividends

TSLX vs. MSFT - Dividend Comparison

TSLX's dividend yield for the trailing twelve months is around 9.33%, more than MSFT's 0.83% yield.


TTM20242023202220212020201920182017201620152014
TSLX
Sixth Street Specialty Lending, Inc.
10.23%11.97%9.72%10.34%15.35%11.08%8.43%9.84%10.81%8.35%9.62%9.10%
MSFT
Microsoft Corporation
0.88%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

TSLX vs. MSFT - Drawdown Comparison

The maximum TSLX drawdown since its inception was -50.27%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for TSLX and MSFT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.63%
-22.59%
TSLX
MSFT

Volatility

TSLX vs. MSFT - Volatility Comparison

Sixth Street Specialty Lending, Inc. (TSLX) has a higher volatility of 8.55% compared to Microsoft Corporation (MSFT) at 7.61%. This indicates that TSLX's price experiences larger fluctuations and is considered to be riskier than MSFT 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%NovemberDecember2025FebruaryMarchApril
8.55%
7.61%
TSLX
MSFT

Financials

TSLX vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Sixth Street Specialty Lending, Inc. and Microsoft 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


0.0020.00B40.00B60.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
65.26M
69.63B
(TSLX) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

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