BBDC vs. CSWC

The year-to-date returns for both investments are quite close, with BBDC having a -4.52% return and CSWC slightly higher at -4.43%. Over the past 10 years, BBDC has underperformed CSWC with an annualized return of 0.49%, while CSWC has yielded a comparatively higher 10.94% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and Capital Southwest Corporation (CSWC). 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 BBDC Sharpe Ratio is 0.32, which is higher than the CSWC Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of BBDC and CSWC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BBDC's dividend yield for the trailing twelve months is around 12.30%, less than CSWC's 12.55% yield.

The maximum BBDC drawdown since its inception was -64.64%, smaller than the maximum CSWC drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for BBDC and CSWC. For additional features, visit the drawdowns tool.

The current volatility for Barings BDC, Inc. (BBDC) is 13.57%, while Capital Southwest Corporation (CSWC) has a volatility of 16.60%. This indicates that BBDC experiences smaller price fluctuations and is considered to be less risky than CSWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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