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

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.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.18%
7.60%
BBDC
JEPI

Returns By Period

In the year-to-date period, BBDC achieves a 26.13% return, which is significantly higher than JEPI's 14.75% return.


BBDC

YTD

26.13%

1M

2.67%

6M

7.18%

1Y

24.64%

5Y (annualized)

9.01%

10Y (annualized)

2.56%

JEPI

YTD

14.75%

1M

-0.15%

6M

7.61%

1Y

18.00%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


BBDCJEPI
Sharpe Ratio1.492.58
Sortino Ratio2.173.58
Omega Ratio1.281.51
Calmar Ratio1.354.71
Martin Ratio9.6418.29
Ulcer Index2.69%0.99%
Daily Std Dev17.43%7.06%
Max Drawdown-64.64%-13.71%
Current Drawdown0.00%-1.08%

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Correlation

-0.50.00.51.00.4

The correlation between BBDC and JEPI is 0.37, 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. 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.


Sharpe ratio
The chart of Sharpe ratio for BBDC, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.492.58
The chart of Sortino ratio for BBDC, currently valued at 2.17, compared to the broader market-4.00-2.000.002.004.002.173.58
The chart of Omega ratio for BBDC, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.51
The chart of Calmar ratio for BBDC, currently valued at 2.90, compared to the broader market0.002.004.006.002.904.71
The chart of Martin ratio for BBDC, currently valued at 9.64, compared to the broader market-10.000.0010.0020.0030.009.6418.29
BBDC
JEPI

The current BBDC Sharpe Ratio is 1.49, which is lower than the JEPI Sharpe Ratio of 2.58. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.49
2.58
BBDC
JEPI

Dividends

BBDC vs. JEPI - Dividend Comparison

BBDC's dividend yield for the trailing twelve months is around 10.40%, more than JEPI's 7.13% yield.


TTM20232022202120202019201820172016201520142013
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%
JEPI
JPMorgan Equity Premium Income ETF
7.13%8.40%11.67%6.59%5.79%0.00%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.08%
BBDC
JEPI

Volatility

BBDC vs. JEPI - Volatility Comparison

Barings BDC, Inc. (BBDC) has a higher volatility of 5.51% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.18%. 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%JuneJulyAugustSeptemberOctoberNovember
5.51%
2.18%
BBDC
JEPI