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

Correlation

The correlation between WHF and TSLX 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

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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Key characteristics

Sharpe Ratio

WHF:

-0.69

TSLX:

0.64

Sortino Ratio

WHF:

-1.02

TSLX:

1.14

Omega Ratio

WHF:

0.88

TSLX:

1.16

Calmar Ratio

WHF:

-0.72

TSLX:

0.80

Martin Ratio

WHF:

-1.52

TSLX:

2.89

Ulcer Index

WHF:

10.96%

TSLX:

4.61%

Daily Std Dev

WHF:

20.74%

TSLX:

17.51%

Max Drawdown

WHF:

-57.48%

TSLX:

-50.27%

Current Drawdown

WHF:

-17.51%

TSLX:

-5.25%

Fundamentals

Market Cap

WHF:

$216.86M

TSLX:

$2.05B

EPS

WHF:

$0.47

TSLX:

$1.89

PE Ratio

WHF:

19.85

TSLX:

11.54

PEG Ratio

WHF:

1.01

TSLX:

1.27

PS Ratio

WHF:

2.34

TSLX:

4.25

PB Ratio

WHF:

0.75

TSLX:

1.22

Total Revenue (TTM)

WHF:

$51.76M

TSLX:

$458.38M

Gross Profit (TTM)

WHF:

$46.20M

TSLX:

$356.71M

EBITDA (TTM)

WHF:

$24.66M

TSLX:

$224.48M

Returns By Period

In the year-to-date period, WHF achieves a 0.15% return, which is significantly lower than TSLX's 4.90% return. Over the past 10 years, WHF has underperformed TSLX with an annualized return of 8.95%, while TSLX has yielded a comparatively higher 13.69% annualized return.


WHF

YTD

0.15%

1M

3.44%

6M

-5.62%

1Y

-14.28%

5Y*

16.25%

10Y*

8.95%

TSLX

YTD

4.90%

1M

10.26%

6M

12.31%

1Y

11.03%

5Y*

18.60%

10Y*

13.69%

*Annualized

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Risk-Adjusted Performance

WHF vs. TSLX — Risk-Adjusted Performance Rank

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

WHF
The Risk-Adjusted Performance Rank of WHF is 1010
Overall Rank
The Sharpe Ratio Rank of WHF is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of WHF is 1111
Sortino Ratio Rank
The Omega Ratio Rank of WHF is 1313
Omega Ratio Rank
The Calmar Ratio Rank of WHF is 88
Calmar Ratio Rank
The Martin Ratio Rank of WHF is 55
Martin Ratio Rank

TSLX
The Risk-Adjusted Performance Rank of TSLX is 7474
Overall Rank
The Sharpe Ratio Rank of TSLX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TSLX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of TSLX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of TSLX is 7878
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.

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.


The current WHF Sharpe Ratio is -0.69, which is lower than the TSLX Sharpe Ratio of 0.64. 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.


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Dividends

WHF vs. TSLX - Dividend Comparison

WHF's dividend yield for the trailing twelve months is around 19.13%, more than TSLX's 9.54% yield.


TTM20242023202220212020201920182017201620152014
WHF
WhiteHorse Finance, Inc.
19.13%18.44%12.60%11.26%10.03%11.35%11.79%11.16%13.23%11.67%12.37%12.29%
TSLX
Sixth Street Specialty Lending, Inc.
9.54%9.81%9.72%10.34%15.35%11.08%8.43%9.84%8.84%8.35%9.62%9.10%

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.


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Volatility

WHF vs. TSLX - Volatility Comparison

WhiteHorse Finance, Inc. (WHF) has a higher volatility of 5.44% compared to Sixth Street Specialty Lending, Inc. (TSLX) at 5.16%. 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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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


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