AWP vs. BBDC

Last updated Apr 1, 2026

Compare and contrast key facts about abrdn Global Premier Properties Fund (AWP) and Barings BDC, Inc. (BBDC).

AWP is an actively managed fund by abrdn. It was launched on Feb 13, 2007.

Performance

AWP vs. BBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global Premier Properties Fund (AWP) and Barings BDC, Inc. (BBDC). The values are adjusted to include any dividend payments, if applicable.

AWP vs. BBDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AWP abrdn Global Premier Properties Fund	-1.11%	12.43%	12.23%	12.58%	-37.13%	40.41%	-10.29%	42.52%	-16.47%
BBDC Barings BDC, Inc.	-7.54%	8.84%	23.86%	18.53%	-18.59%	29.31%	-3.48%	20.40%	-13.52%

Returns By Period

In the year-to-date period, AWP achieves a -1.11% return, which is significantly higher than BBDC's -7.54% return.

AWP

• 1D: 2.60%
• 1M: -11.08%
• YTD: -1.11%
• 6M: -1.36%
• 1Y: 7.31%
• 3Y*: 8.91%
• 5Y*: 1.35%
• 10Y*: 6.45%

BBDC

• 1D: 1.60%
• 1M: 0.56%
• YTD: -7.54%
• 6M: -0.22%
• 1Y: -2.12%
• 3Y*: 13.78%
• 5Y*: 6.68%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AWP vs. BBDC — Risk / Return Rank

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

AWP

AWP Risk / Return Rank: 18
AWP Sharpe Ratio Rank: 15
AWP Sortino Ratio Rank: 14
AWP Omega Ratio Rank: 15
AWP Calmar Ratio Rank: 22
AWP Martin Ratio Rank: 25

BBDC

BBDC Risk / Return Rank: 34
BBDC Sharpe Ratio Rank: 37
BBDC Sortino Ratio Rank: 31
BBDC Omega Ratio Rank: 31
BBDC Calmar Ratio Rank: 37
BBDC Martin Ratio Rank: 35

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.

AWP vs. BBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Premier Properties Fund (AWP) and Barings BDC, Inc. (BBDC). 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.

	AWP	BBDC	Difference
Sharpe ratio Return per unit of total volatility	0.39	-0.10	+0.49
Sortino ratio Return per unit of downside risk	0.66	0.01	+0.65
Omega ratio Gain probability vs. loss probability	1.09	1.00	+0.09
Calmar ratio Return relative to maximum drawdown	0.65	-0.16	+0.82
Martin ratio Return relative to average drawdown	2.66	-0.47	+3.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AWP vs. BBDC - Sharpe Ratio Comparison

The current AWP Sharpe Ratio is 0.39, which is higher than the BBDC Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of AWP and BBDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AWP	BBDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	-0.10	+0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.35	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.25	-0.20

Correlation

The correlation between AWP and BBDC is 0.39, 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

AWP vs. BBDC - Dividend Comparison

AWP's dividend yield for the trailing twelve months is around 13.03%, less than BBDC's 13.85% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AWP abrdn Global Premier Properties Fund	13.03%	12.50%	12.44%	12.37%	12.31%	7.02%	9.13%	8.49%	12.05%	8.90%	11.70%	10.40%
BBDC Barings BDC, Inc.	13.85%	12.96%	10.87%	11.89%	11.66%	7.44%	7.07%	5.25%	21.24%	0.00%	0.00%	0.00%

Drawdowns

AWP vs. BBDC - Drawdown Comparison

The maximum AWP drawdown since its inception was -85.93%, which is greater than BBDC's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for AWP and BBDC.

Drawdown Indicators

	AWP	BBDC	Difference
Max Drawdown Largest peak-to-trough decline	-85.93%	-48.45%	-37.48%
Max Drawdown (1Y) Largest decline over 1 year	-14.21%	-17.03%	+2.82%
Max Drawdown (5Y) Largest decline over 5 years	-43.93%	-27.55%	-16.38%
Max Drawdown (10Y) Largest decline over 10 years	-53.95%	—	—
Current Drawdown Current decline from peak	-11.68%	-10.67%	-1.01%
Average Drawdown Average peak-to-trough decline	-27.60%	-8.04%	-19.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	6.10%	-2.61%

Volatility

AWP vs. BBDC - Volatility Comparison

abrdn Global Premier Properties Fund (AWP) and Barings BDC, Inc. (BBDC) have volatilities of 6.49% and 6.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AWP	BBDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.49%	6.29%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	10.62%	13.12%	-2.50%
Volatility (1Y) Calculated over the trailing 1-year period	18.84%	21.57%	-2.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.19%	18.95%	+3.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.59%	24.20%	-0.61%