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BBDC vs. ARCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BBDC vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barings BDC, Inc. (BBDC) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBDC achieves a -2.86% return, which is significantly lower than ARCC's -2.20% return.


BBDC

1D
0.00%
1M
0.43%
YTD
-2.86%
6M
-1.25%
1Y
4.66%
3Y*
14.63%
5Y*
6.45%
10Y*

ARCC

1D
1.00%
1M
1.69%
YTD
-2.20%
6M
-2.87%
1Y
-3.87%
3Y*
10.27%
5Y*
9.04%
10Y*
13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBDC vs. ARCC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBDC
Barings BDC, Inc.
-2.86%8.84%23.86%18.53%-18.59%29.31%-3.48%20.40%-9.56%
ARCC
Ares Capital Corporation
-2.20%1.07%19.78%20.03%-3.84%36.14%0.86%31.30%-5.32%

Correlation

The correlation between BBDC and ARCC is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.66

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

0.64

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2018

0.56

The correlation between BBDC and ARCC shifts across timeframes, from 0.56 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BBDC:

$878.49M

ARCC:

$13.83B

EPS

BBDC:

$0.66

ARCC:

$1.63

PE Ratio

BBDC:

12.71

ARCC:

11.81

PEG Ratio

BBDC:

0.02

ARCC:

1.77

PS Ratio

BBDC:

5.06

ARCC:

5.16

PB Ratio

BBDC:

0.76

ARCC:

0.98

Total Revenue (TTM)

BBDC:

$174.30M

ARCC:

$2.63B

Gross Profit (TTM)

BBDC:

$149.47M

ARCC:

$1.86B

EBITDA (TTM)

BBDC:

$90.27M

ARCC:

$2.05B

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Return for Risk

BBDC vs. ARCC — Risk / Return Rank

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

BBDC
BBDC Risk / Return Rank: 4848
Overall Rank
BBDC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BBDC Sortino Ratio Rank: 4343
Sortino Ratio Rank
BBDC Omega Ratio Rank: 4242
Omega Ratio Rank
BBDC Calmar Ratio Rank: 5151
Calmar Ratio Rank
BBDC Martin Ratio Rank: 5151
Martin Ratio Rank

ARCC
ARCC Risk / Return Rank: 3131
Overall Rank
ARCC Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2626
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2626
Omega Ratio Rank
ARCC Calmar Ratio Rank: 3535
Calmar Ratio Rank
ARCC Martin Ratio Rank: 3535
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.

BBDC vs. ARCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and Ares Capital Corporation (ARCC). 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.


BBDCARCCDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.05

0.97

+0.08

Calmar ratioReturn relative to maximum drawdown

0.33

-0.26

+0.60

Martin ratioReturn relative to average drawdown

0.73

-0.47

+1.21

BBDC vs. ARCC - Sharpe Ratio Comparison

The current BBDC Sharpe Ratio is 0.22, which is higher than the ARCC Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of BBDC and ARCC, 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

BBDC vs. ARCC - Drawdown Comparison

The maximum BBDC drawdown since its inception was -48.45%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for BBDC and ARCC.


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Drawdown Indicators


BBDCARCCDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

-79.36%

+30.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-19.35%

+7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-24.51%

-19.35%

-5.16%

Max Drawdown (5Y)

Largest decline over 5 years

-27.55%

-21.76%

-5.79%

Max Drawdown (10Y)

Largest decline over 10 years

-56.77%

Current Drawdown

Current decline from peak

-6.42%

-10.98%

+4.56%

Average Drawdown

Average peak-to-trough decline

-7.98%

-9.10%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

10.68%

-5.09%

Volatility

BBDC vs. ARCC - Volatility Comparison

Barings BDC, Inc. (BBDC) has a higher volatility of 6.34% compared to Ares Capital Corporation (ARCC) at 3.72%. This indicates that BBDC's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBDCARCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

3.72%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

14.83%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

18.48%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.39%

19.96%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.21%

25.58%

-1.37%

Dividends

BBDC vs. ARCC - Dividend Comparison

BBDC's dividend yield for the trailing twelve months is around 12.99%, more than ARCC's 9.97% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCC
Ares Capital Corporation
7.48%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%
BBDC
Barings BDC, Inc.
12.99%12.96%10.87%11.89%11.66%7.44%7.07%5.25%21.24%0.00%0.00%0.00%

Financials

BBDC vs. ARCC - Financials Comparison

This section allows you to compare key financial metrics between Barings BDC, Inc. and Ares Capital Corporation. 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


0.00200.00M400.00M600.00M800.00M202220232024202520260
763.00M
(BBDC) Total Revenue
(ARCC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BBDC and ARCC have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBDC has higher volatility (6.34%) compared to ARCC (3.72%). In terms of maximum drawdown, BBDC dropped -48.45% vs ARCC's -79.36%.

BBDC currently has the higher Sharpe Ratio (0.22 vs -0.27), 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.

Portfolio Optimizer

Find the right allocation for BBDC and ARCC

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