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BBDC vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBDC and JEPI is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

BBDC vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barings BDC, Inc. (BBDC) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
102.37%
66.94%
BBDC
JEPI

Key characteristics

Sharpe Ratio

BBDC:

0.27

JEPI:

0.41

Sortino Ratio

BBDC:

0.51

JEPI:

0.67

Omega Ratio

BBDC:

1.07

JEPI:

1.11

Calmar Ratio

BBDC:

0.23

JEPI:

0.43

Martin Ratio

BBDC:

0.98

JEPI:

1.99

Ulcer Index

BBDC:

5.76%

JEPI:

2.83%

Daily Std Dev

BBDC:

20.97%

JEPI:

13.76%

Max Drawdown

BBDC:

-64.64%

JEPI:

-13.71%

Current Drawdown

BBDC:

-15.52%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, BBDC achieves a -4.84% return, which is significantly lower than JEPI's -2.96% return.


BBDC

YTD

-4.84%

1M

-8.50%

6M

-5.23%

1Y

6.43%

5Y*

16.71%

10Y*

0.46%

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BBDC vs. JEPI — Risk-Adjusted Performance Rank

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

BBDC
The Risk-Adjusted Performance Rank of BBDC is 6060
Overall Rank
The Sharpe Ratio Rank of BBDC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BBDC is 5353
Sortino Ratio Rank
The Omega Ratio Rank of BBDC is 5353
Omega Ratio Rank
The Calmar Ratio Rank of BBDC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BBDC is 6565
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBDC vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and JPMorgan Equity Premium Income ETF (JEPI). 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 chart of Sharpe ratio for BBDC, currently valued at 0.27, compared to the broader market-2.00-1.000.001.002.003.00
BBDC: 0.27
JEPI: 0.41
The chart of Sortino ratio for BBDC, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.00
BBDC: 0.51
JEPI: 0.67
The chart of Omega ratio for BBDC, currently valued at 1.07, compared to the broader market0.501.001.502.00
BBDC: 1.07
JEPI: 1.11
The chart of Calmar ratio for BBDC, currently valued at 0.23, compared to the broader market0.001.002.003.004.005.00
BBDC: 0.23
JEPI: 0.43
The chart of Martin ratio for BBDC, currently valued at 0.98, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
BBDC: 0.98
JEPI: 1.99

The current BBDC Sharpe Ratio is 0.27, which is lower than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of BBDC and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.27
0.41
BBDC
JEPI

Dividends

BBDC vs. JEPI - Dividend Comparison

BBDC's dividend yield for the trailing twelve months is around 12.34%, more than JEPI's 7.90% yield.


TTM20242023202220212020201920182017201620152014
BBDC
Barings BDC, Inc.
12.34%10.87%11.89%11.66%7.44%7.07%5.25%24.57%17.39%10.31%12.35%12.62%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBDC vs. JEPI - Drawdown Comparison

The maximum BBDC drawdown since its inception was -64.64%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BBDC and JEPI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.52%
-7.02%
BBDC
JEPI

Volatility

BBDC vs. JEPI - Volatility Comparison

Barings BDC, Inc. (BBDC) has a higher volatility of 13.55% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.06%. This indicates that BBDC's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.55%
11.06%
BBDC
JEPI