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

Correlation

The correlation between TSLX and WHF 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.


Performance

TSLX vs. WHF - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TSLX:

0.79

WHF:

-0.73

Sortino Ratio

TSLX:

1.25

WHF:

-0.96

Omega Ratio

TSLX:

1.18

WHF:

0.88

Calmar Ratio

TSLX:

0.89

WHF:

-0.68

Martin Ratio

TSLX:

3.22

WHF:

-1.44

Ulcer Index

TSLX:

4.62%

WHF:

11.02%

Daily Std Dev

TSLX:

17.59%

WHF:

20.71%

Max Drawdown

TSLX:

-50.27%

WHF:

-57.48%

Current Drawdown

TSLX:

-3.29%

WHF:

-17.96%

Fundamentals

Market Cap

TSLX:

$2.05B

WHF:

$216.86M

EPS

TSLX:

$1.89

WHF:

$0.47

PE Ratio

TSLX:

11.54

WHF:

19.85

PEG Ratio

TSLX:

1.27

WHF:

1.01

PS Ratio

TSLX:

4.25

WHF:

2.34

PB Ratio

TSLX:

1.22

WHF:

0.75

Total Revenue (TTM)

TSLX:

$458.38M

WHF:

$51.76M

Gross Profit (TTM)

TSLX:

$356.71M

WHF:

$46.20M

EBITDA (TTM)

TSLX:

$224.48M

WHF:

$24.66M

Returns By Period

In the year-to-date period, TSLX achieves a 7.07% return, which is significantly higher than WHF's -0.39% return. Over the past 10 years, TSLX has outperformed WHF with an annualized return of 13.92%, while WHF has yielded a comparatively lower 8.89% annualized return.


TSLX

YTD

7.07%

1M

12.54%

6M

14.63%

1Y

13.85%

5Y*

18.93%

10Y*

13.92%

WHF

YTD

-0.39%

1M

2.88%

6M

-5.46%

1Y

-15.07%

5Y*

15.87%

10Y*

8.89%

*Annualized

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Risk-Adjusted Performance

TSLX vs. WHF — 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 7777
Overall Rank
The Sharpe Ratio Rank of TSLX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of TSLX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of TSLX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of TSLX is 8080
Martin Ratio Rank

WHF
The Risk-Adjusted Performance Rank of WHF is 1111
Overall Rank
The Sharpe Ratio Rank of WHF is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of WHF is 1313
Sortino Ratio Rank
The Omega Ratio Rank of WHF is 1414
Omega Ratio Rank
The Calmar Ratio Rank of WHF is 99
Calmar Ratio Rank
The Martin Ratio Rank of WHF is 77
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. WHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sixth Street Specialty Lending, Inc. (TSLX) 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.


The current TSLX Sharpe Ratio is 0.79, which is higher than the WHF Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of TSLX 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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Dividends

TSLX vs. WHF - Dividend Comparison

TSLX's dividend yield for the trailing twelve months is around 9.34%, less than WHF's 19.23% yield.


TTM20242023202220212020201920182017201620152014
TSLX
Sixth Street Specialty Lending, Inc.
9.34%9.81%9.72%10.34%15.35%11.08%8.43%9.84%8.84%8.35%9.62%9.10%
WHF
WhiteHorse Finance, Inc.
19.23%18.44%12.60%11.26%10.03%11.35%11.79%11.16%13.23%11.67%12.37%12.29%

Drawdowns

TSLX vs. WHF - Drawdown Comparison

The maximum TSLX drawdown since its inception was -50.27%, smaller than the maximum WHF drawdown of -57.48%. Use the drawdown chart below to compare losses from any high point for TSLX and WHF. For additional features, visit the drawdowns tool.


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Volatility

TSLX vs. WHF - Volatility Comparison

Sixth Street Specialty Lending, Inc. (TSLX) and WhiteHorse Finance, Inc. (WHF) have volatilities of 5.36% and 5.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

TSLX vs. WHF - Financials Comparison

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


-50.00M0.0050.00M100.00M20212022202320242025
113.92M
5.51M
(TSLX) Total Revenue
(WHF) Total Revenue
Values in USD except per share items