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

Correlation

The correlation between WHF and TSLX is 0.29, 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.


-0.50.00.51.00.3

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.

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
156.91%
310.81%
WHF
TSLX

Key characteristics

Sharpe Ratio

WHF:

-0.42

TSLX:

0.65

Sortino Ratio

WHF:

-0.47

TSLX:

0.97

Omega Ratio

WHF:

0.94

TSLX:

1.12

Calmar Ratio

WHF:

-0.51

TSLX:

1.04

Martin Ratio

WHF:

-1.17

TSLX:

2.99

Ulcer Index

WHF:

6.28%

TSLX:

3.00%

Daily Std Dev

WHF:

17.39%

TSLX:

13.78%

Max Drawdown

WHF:

-57.48%

TSLX:

-50.27%

Current Drawdown

WHF:

-14.20%

TSLX:

-3.43%

Fundamentals

Market Cap

WHF:

$246.61M

TSLX:

$1.93B

EPS

WHF:

$0.45

TSLX:

$2.06

PE Ratio

WHF:

23.58

TSLX:

10.04

PEG Ratio

WHF:

1.01

TSLX:

1.27

Total Revenue (TTM)

WHF:

$79.68M

TSLX:

$396.71M

Gross Profit (TTM)

WHF:

$85.70M

TSLX:

$115.82B

EBITDA (TTM)

WHF:

$23.39M

TSLX:

$115.63B

Returns By Period

In the year-to-date period, WHF achieves a -4.70% return, which is significantly lower than TSLX's 6.57% return. Over the past 10 years, WHF has underperformed TSLX with an annualized return of 11.23%, while TSLX has yielded a comparatively higher 13.81% annualized return.


WHF

YTD

-4.70%

1M

-1.13%

6M

-11.38%

1Y

-7.56%

5Y*

6.95%

10Y*

11.23%

TSLX

YTD

6.57%

1M

1.99%

6M

1.17%

1Y

8.27%

5Y*

11.78%

10Y*

13.81%

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Risk-Adjusted Performance

WHF vs. TSLX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WHF, currently valued at -0.42, compared to the broader market-4.00-2.000.002.00-0.420.65
The chart of Sortino ratio for WHF, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.470.97
The chart of Omega ratio for WHF, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.12
The chart of Calmar ratio for WHF, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.511.04
The chart of Martin ratio for WHF, currently valued at -1.17, compared to the broader market0.0010.0020.00-1.172.99
WHF
TSLX

The current WHF Sharpe Ratio is -0.42, which is lower than the TSLX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of WHF 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.42
0.65
WHF
TSLX

Dividends

WHF vs. TSLX - Dividend Comparison

WHF's dividend yield for the trailing twelve months is around 13.37%, more than TSLX's 12.49% yield.


TTM20232022202120202019201820172016201520142013
WHF
WhiteHorse Finance, Inc.
13.37%12.60%11.26%10.03%11.35%11.79%11.16%13.23%11.67%12.37%12.29%9.40%
TSLX
Sixth Street Specialty Lending, Inc.
12.49%9.72%10.34%15.35%11.08%8.43%9.84%10.81%8.35%9.62%9.10%0.00%

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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.20%
-3.43%
WHF
TSLX

Volatility

WHF vs. TSLX - Volatility Comparison

WhiteHorse Finance, Inc. (WHF) has a higher volatility of 3.78% compared to Sixth Street Specialty Lending, Inc. (TSLX) at 3.29%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.78%
3.29%
WHF
TSLX

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


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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