BBDC vs. DGRO

In the year-to-date period, BBDC achieves a -8.72% return, which is significantly lower than DGRO's -3.48% return. Over the past 10 years, BBDC has underperformed DGRO with an annualized return of 0.48%, while DGRO has yielded a comparatively higher 10.84% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and iShares Core Dividend Growth ETF (DGRO). 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 0.10, which is lower than the DGRO Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of BBDC and DGRO, 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 12.87%, more than DGRO's 2.35% yield.

The maximum BBDC drawdown since its inception was -64.64%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for BBDC and DGRO. For additional features, visit the drawdowns tool.

Barings BDC, Inc. (BBDC) has a higher volatility of 12.59% compared to iShares Core Dividend Growth ETF (DGRO) at 10.18%. This indicates that BBDC's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.