BBDC vs. EQQQ.DE
Compare and contrast key facts about Barings BDC, Inc. (BBDC) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE).
EQQQ.DE is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBDC or EQQQ.DE.
Performance
BBDC vs. EQQQ.DE - Performance Comparison
Returns By Period
In the year-to-date period, BBDC achieves a 26.13% return, which is significantly lower than EQQQ.DE's 28.02% return. Over the past 10 years, BBDC has underperformed EQQQ.DE with an annualized return of 2.56%, while EQQQ.DE has yielded a comparatively higher 19.51% annualized return.
BBDC
26.13%
2.67%
7.18%
24.64%
9.01%
2.56%
EQQQ.DE
28.02%
4.18%
13.68%
34.83%
21.26%
19.51%
Key characteristics
| BBDC | EQQQ.DE | |
|---|---|---|
| Sharpe Ratio | 1.49 | 1.97 |
| Sortino Ratio | 2.17 | 2.64 |
| Omega Ratio | 1.28 | 1.37 |
| Calmar Ratio | 1.35 | 2.45 |
| Martin Ratio | 9.64 | 8.12 |
| Ulcer Index | 2.69% | 4.06% |
| Daily Std Dev | 17.43% | 16.64% |
| Max Drawdown | -64.64% | -47.04% |
| Current Drawdown | 0.00% | -1.99% |
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Correlation
The correlation between BBDC and EQQQ.DE is 0.22, 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.
Risk-Adjusted Performance
BBDC vs. EQQQ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). 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.
Dividends
BBDC vs. EQQQ.DE - Dividend Comparison
BBDC's dividend yield for the trailing twelve months is around 10.40%, more than EQQQ.DE's 0.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBDC Barings BDC, Inc. | 10.40% | 11.89% | 11.66% | 7.44% | 7.07% | 5.25% | 24.57% | 17.39% | 10.31% | 12.35% | 12.62% | 7.81% |
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.38% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% | 0.97% | 0.94% |
Drawdowns
BBDC vs. EQQQ.DE - Drawdown Comparison
The maximum BBDC drawdown since its inception was -64.64%, which is greater than EQQQ.DE's maximum drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for BBDC and EQQQ.DE. For additional features, visit the drawdowns tool.
Volatility
BBDC vs. EQQQ.DE - Volatility Comparison
Barings BDC, Inc. (BBDC) has a higher volatility of 5.51% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 5.16%. This indicates that BBDC's price experiences larger fluctuations and is considered to be riskier than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.