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ARCC vs. DBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARCC vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ares Capital Corporation (ARCC) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARCC achieves a -0.17% return, which is significantly lower than DBC's 29.16% return. Over the past 10 years, ARCC has outperformed DBC with an annualized return of 12.32%, while DBC has yielded a comparatively lower 9.05% annualized return.


ARCC

1D
2.19%
1M
2.35%
6M
3.47%
YTD
-0.17%
1Y
-5.64%
3Y*
9.14%
5Y*
9.13%
10Y*
12.32%
ALL TIME*
12.08%

DBC

1D
-1.94%
1M
8.69%
6M
22.68%
YTD
29.16%
1Y
35.14%
3Y*
10.50%
5Y*
11.93%
10Y*
9.05%
ALL TIME*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$82.65M$85.21M$94.25M
$29.57M$30.05M$33.92M

ARCC vs. DBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARCC
Ares Capital Corporation
-0.17%1.07%19.78%20.03%-3.84%36.14%0.86%31.30%8.81%4.50%
DBC
Invesco DB Commodity Index Tracking Fund
29.16%8.10%2.18%-6.19%19.34%41.36%-7.84%11.84%-11.63%4.86%

Correlation

The correlation between ARCC and DBC is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.16

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.15

Correlation (10Y)
Provides a long-term view across more market conditions.

0.16

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2006

0.21

The correlation between ARCC and DBC shifts across timeframes, from -0.16 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ARCC vs. DBC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ARCC
ARCC Risk / Return Rank: 3030
Overall Rank
ARCC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2626
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2626
Omega Ratio Rank
ARCC Calmar Ratio Rank: 3333
Calmar Ratio Rank
ARCC Martin Ratio Rank: 3333
Martin Ratio Rank

DBC
DBC Risk / Return Rank: 6868
Overall Rank
DBC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 7373
Sortino Ratio Rank
DBC Omega Ratio Rank: 7272
Omega Ratio Rank
DBC Calmar Ratio Rank: 5959
Calmar Ratio Rank
DBC Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ARCC vs. DBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ares Capital Corporation (ARCC) and Invesco DB Commodity Index Tracking Fund (DBC). 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.


ARCCDBCDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.70

Omega ratioGain probability vs. loss probability

0.97

1.30

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.33

2.13

-2.46

Martin ratioReturn relative to average drawdown

-0.59

7.07

-7.66

ARCC vs. DBC - Sharpe Ratio Comparison

The current ARCC Sharpe Ratio is -0.30, which is lower than the DBC Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of ARCC and DBC, 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

ARCC vs. DBC - Drawdown Comparison

The maximum ARCC drawdown since its inception was -79.36%, roughly equal to the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for ARCC and DBC.


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Drawdown Indicators


ARCCDBCDifference

Max Drawdown

Largest peak-to-trough decline

-79.36%

-76.36%

-3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-17.35%

-16.54%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

-16.54%

-2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

-27.34%

+5.58%

Max Drawdown (10Y)

Largest decline over 10 years

-56.77%

-41.71%

-15.06%

Current Drawdown

Current decline from peak

-9.13%

-25.28%

+16.15%

Average Drawdown

Average peak-to-trough decline

-9.12%

-46.07%

+36.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.52%

4.99%

+4.53%

Volatility

ARCC vs. DBC - Volatility Comparison

The current volatility for Ares Capital Corporation (ARCC) is 4.82%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 7.43%. This indicates that ARCC experiences smaller price fluctuations and is considered to be less risky than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARCCDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

7.43%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

17.09%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

19.63%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

19.33%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

17.88%

+7.71%

Dividends

ARCC vs. DBC - Dividend Comparison

ARCC's dividend yield for the trailing twelve months is around 10.02%, more than DBC's 2.58% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCC
Ares Capital Corporation
10.02%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%
DBC
Invesco DB Commodity Index Tracking Fund
2.58%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%

Frequently Asked Questions


ARCC and DBC have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBC has higher volatility (7.43%) compared to ARCC (4.82%). In terms of maximum drawdown, ARCC dropped -79.36% vs DBC's -76.36%.

DBC currently has the higher Sharpe Ratio (1.80 vs -0.30), 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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