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

Performance

WHF vs. TSLX - Performance Comparison

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

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Returns By Period

In the year-to-date period, WHF achieves a 1.11% return, which is significantly higher than TSLX's -21.20% return. Over the past 10 years, WHF has underperformed TSLX with an annualized return of 7.98%, while TSLX has yielded a comparatively higher 10.94% annualized return.


WHF

1D
1.55%
1M
-0.46%
YTD
1.11%
6M
1.26%
1Y
-11.96%
3Y*
-6.52%
5Y*
-3.42%
10Y*
7.98%

TSLX

1D
-2.17%
1M
-2.89%
YTD
-21.20%
6M
-20.17%
1Y
-22.87%
3Y*
6.24%
5Y*
4.26%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WHF vs. TSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WHF
WhiteHorse Finance, Inc.
1.11%-15.36%-8.52%6.26%-6.23%25.77%19.14%20.83%4.80%21.87%
TSLX
Sixth Street Specialty Lending, Inc.
-21.20%11.52%8.83%35.29%-16.37%32.33%9.77%29.62%0.36%15.47%

Correlation

The correlation between WHF and TSLX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2014

0.31

The correlation between WHF and TSLX shifts across timeframes, from 0.31 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WHF:

$145.21M

TSLX:

$1.54B

EPS

WHF:

$0.69

TSLX:

$436.19

PE Ratio

WHF:

9.52

TSLX:

0.04

PS Ratio

WHF:

3.15

TSLX:

0.02

PB Ratio

WHF:

0.58

TSLX:

0.00

Total Revenue (TTM)

WHF:

$47.81M

TSLX:

$91.48B

Gross Profit (TTM)

WHF:

$14.33M

TSLX:

$215.15M

EBITDA (TTM)

WHF:

-$4.37M

TSLX:

$192.45M

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Return for Risk

WHF vs. TSLX — Risk / Return Rank

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

WHF
WHF Risk / Return Rank: 2424
Overall Rank
WHF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
WHF Sortino Ratio Rank: 2121
Sortino Ratio Rank
WHF Omega Ratio Rank: 2222
Omega Ratio Rank
WHF Calmar Ratio Rank: 2727
Calmar Ratio Rank
WHF Martin Ratio Rank: 2626
Martin Ratio Rank

TSLX
TSLX Risk / Return Rank: 99
Overall Rank
TSLX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TSLX Sortino Ratio Rank: 99
Sortino Ratio Rank
TSLX Omega Ratio Rank: 1010
Omega Ratio Rank
TSLX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TSLX Martin Ratio Rank: 66
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. TSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WhiteHorse Finance, Inc. (WHF) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WHFTSLXDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

0.95

0.85

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.45

-0.80

+0.34

Martin ratioReturn relative to average drawdown

-0.82

-1.47

+0.64

WHF vs. TSLX - Sharpe Ratio Comparison

The current WHF Sharpe Ratio is -0.43, which is higher than the TSLX Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of WHF and TSLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WHF vs. TSLX - Drawdown Comparison

The maximum WHF drawdown since its inception was -57.48%, which is greater than TSLX's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for WHF and TSLX.


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Drawdown Indicators


WHFTSLXDifference

Max Drawdown

Largest peak-to-trough decline

-57.48%

-50.27%

-7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

-28.83%

+2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-37.91%

-28.83%

-9.08%

Max Drawdown (5Y)

Largest decline over 5 years

-37.91%

-28.83%

-9.08%

Max Drawdown (10Y)

Largest decline over 10 years

-57.48%

-50.27%

-7.21%

Current Drawdown

Current decline from peak

-29.51%

-28.83%

-0.68%

Average Drawdown

Average peak-to-trough decline

-9.00%

-9.13%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.53%

15.58%

-1.05%

Volatility

WHF vs. TSLX - Volatility Comparison

WhiteHorse Finance, Inc. (WHF) has a higher volatility of 10.10% compared to Sixth Street Specialty Lending, Inc. (TSLX) at 7.42%. This indicates that WHF'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.


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Volatility by Period


WHFTSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

7.42%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

20.68%

20.78%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

28.23%

24.67%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

19.42%

+3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.57%

21.49%

+10.08%

Dividends

WHF vs. TSLX - Dividend Comparison

WHF's dividend yield for the trailing twelve months is around 18.02%, more than TSLX's 11.63% yield.


PositionTTM20252024202320222021202020192018201720162015
TSLX
Sixth Street Specialty Lending, Inc.
11.63%9.44%9.81%9.72%10.34%15.35%11.08%8.43%9.84%8.84%8.35%9.62%
WHF
WhiteHorse Finance, Inc.
18.02%20.72%18.44%12.60%11.26%10.03%13.96%11.79%11.16%10.58%11.67%12.37%

Financials

WHF vs. TSLX - Financials Comparison

This section allows you to compare key financial metrics between WhiteHorse Finance, Inc. 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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
15.86M
91.19B
(WHF) Total Revenue
(TSLX) Total Revenue
Values in USD except per share items

WHF vs. TSLX - Profitability Comparison

The chart below illustrates the profitability comparison between WhiteHorse Finance, Inc. and Sixth Street Specialty Lending, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%2022202320242025202600
Portfolio components
WHF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WhiteHorse Finance, Inc. reported a gross profit of 0.00 and revenue of 15.86M. Therefore, the gross margin over that period was 0.0%.

TSLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sixth Street Specialty Lending, Inc. reported a gross profit of 0.00 and revenue of 91.19B. Therefore, the gross margin over that period was 0.0%.

WHF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WhiteHorse Finance, Inc. reported an operating income of 0.00 and revenue of 15.86M, resulting in an operating margin of 0.0%.

TSLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sixth Street Specialty Lending, Inc. reported an operating income of 0.00 and revenue of 91.19B, resulting in an operating margin of 0.0%.

WHF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WhiteHorse Finance, Inc. reported a net income of 5.73M and revenue of 15.86M, resulting in a net margin of 36.1%.

TSLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sixth Street Specialty Lending, Inc. reported a net income of 41.05B and revenue of 91.19B, resulting in a net margin of 45.0%.


Frequently Asked Questions


WHF and TSLX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WHF has higher volatility (10.10%) compared to TSLX (7.42%). In terms of maximum drawdown, WHF dropped -57.48% vs TSLX's -50.27%.

WHF currently has the higher Sharpe Ratio (-0.43 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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