BBDC vs. JEPQ

In the year-to-date period, BBDC achieves a -1.93% return, which is significantly higher than JEPQ's -3.17% return.

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This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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 0.16, which is lower than the JEPQ Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of BBDC and JEPQ, 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 11.98%, more than JEPQ's 11.30% yield.

The maximum BBDC drawdown since its inception was -64.64%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for BBDC and JEPQ. For additional features, visit the drawdowns tool.

Barings BDC, Inc. (BBDC) has a higher volatility of 6.24% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 4.24%. This indicates that BBDC's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.