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

Performance

WHF vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WhiteHorse Finance, Inc. (WHF) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

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WHF vs. AJG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WHF
WhiteHorse Finance, Inc.
2.44%-15.36%-8.52%6.26%-6.23%25.77%19.14%20.83%4.80%21.87%
AJG
Arthur J. Gallagher & Co.
-16.15%-8.03%27.34%20.51%12.44%39.02%32.12%31.79%19.19%25.04%

Fundamentals

EPS

WHF:

$1.15

AJG:

$6.15

PE Ratio

WHF:

6.17

AJG:

35.19

PS Ratio

WHF:

3.78

AJG:

4.32

Total Revenue (TTM)

WHF:

$43.62M

AJG:

$13.03B

Gross Profit (TTM)

WHF:

$19.82M

AJG:

$7.34B

EBITDA (TTM)

WHF:

$0.00

AJG:

$3.62B

Returns By Period

In the year-to-date period, WHF achieves a 2.44% return, which is significantly higher than AJG's -16.15% return. Over the past 10 years, WHF has underperformed AJG with an annualized return of 8.92%, while AJG has yielded a comparatively higher 19.05% annualized return.


WHF

1D
-3.92%
1M
5.95%
YTD
2.44%
6M
12.31%
1Y
-15.68%
3Y*
-5.30%
5Y*
-2.75%
10Y*
8.92%

AJG

1D
-0.11%
1M
-5.35%
YTD
-16.15%
6M
-28.86%
1Y
-36.46%
3Y*
5.16%
5Y*
12.48%
10Y*
19.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WHF vs. AJG — Risk / Return Rank

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

WHF
WHF Risk / Return Rank: 1919
Overall Rank
WHF Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
WHF Sortino Ratio Rank: 1616
Sortino Ratio Rank
WHF Omega Ratio Rank: 1717
Omega Ratio Rank
WHF Calmar Ratio Rank: 2222
Calmar Ratio Rank
WHF Martin Ratio Rank: 2222
Martin Ratio Rank

AJG
AJG Risk / Return Rank: 44
Overall Rank
AJG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 33
Sortino Ratio Rank
AJG Omega Ratio Rank: 44
Omega Ratio Rank
AJG Calmar Ratio Rank: 77
Calmar Ratio Rank
AJG Martin Ratio Rank: 55
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.

WHF vs. AJG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WhiteHorse Finance, Inc. (WHF) and Arthur J. Gallagher & Co. (AJG). 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.


WHFAJGDifference

Sharpe ratio

Return per unit of total volatility

-0.56

-1.28

+0.72

Sortino ratio

Return per unit of downside risk

-0.66

-1.76

+1.10

Omega ratio

Gain probability vs. loss probability

0.92

0.77

+0.15

Calmar ratio

Return relative to maximum drawdown

-0.57

-0.90

+0.33

Martin ratio

Return relative to average drawdown

-1.03

-1.66

+0.64

WHF vs. AJG - Sharpe Ratio Comparison

The current WHF Sharpe Ratio is -0.56, which is higher than the AJG Sharpe Ratio of -1.28. The chart below compares the historical Sharpe Ratios of WHF and AJG, 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


WHFAJGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

-1.28

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.56

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.84

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.47

-0.24

Correlation

The correlation between WHF and AJG is 0.17, 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

WHF vs. AJG - Dividend Comparison

WHF's dividend yield for the trailing twelve months is around 14.98%, more than AJG's 1.22% yield.


TTM20252024202320222021202020192018201720162015
WHF
WhiteHorse Finance, Inc.
14.98%20.72%18.44%12.60%11.26%10.03%13.96%11.79%11.16%10.58%11.67%12.37%
AJG
Arthur J. Gallagher & Co.
1.22%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%

Drawdowns

WHF vs. AJG - Drawdown Comparison

The maximum WHF drawdown since its inception was -57.48%, roughly equal to the maximum AJG drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for WHF and AJG.


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Drawdown Indicators


WHFAJGDifference

Max Drawdown

Largest peak-to-trough decline

-57.48%

-57.49%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-28.62%

-40.88%

+12.26%

Max Drawdown (5Y)

Largest decline over 5 years

-37.91%

-40.88%

+2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-57.48%

-40.88%

-16.60%

Current Drawdown

Current decline from peak

-28.58%

-37.36%

+8.78%

Average Drawdown

Average peak-to-trough decline

-8.76%

-12.71%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.88%

22.11%

-6.23%

Volatility

WHF vs. AJG - Volatility Comparison

WhiteHorse Finance, Inc. (WHF) has a higher volatility of 11.40% compared to Arthur J. Gallagher & Co. (AJG) at 9.13%. This indicates that WHF's price experiences larger fluctuations and is considered to be riskier than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WHFAJGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.40%

9.13%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

22.81%

22.20%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

28.08%

28.52%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

22.55%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.49%

22.83%

+8.66%

Financials

WHF vs. AJG - Financials Comparison

This section allows you to compare key financial metrics between WhiteHorse Finance, Inc. and Arthur J. Gallagher & Co.. 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


0.001.00B2.00B3.00B4.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
5.98M
3.37B
(WHF) Total Revenue
(AJG) Total Revenue
Values in USD except per share items