BBDC vs. PTIR
BBDC (Barings BDC, Inc.) is a stock, while PTIR (GraniteShares 2x Long PLTR Daily ETF) is Leveraged Equities fund actively managed by GraniteShares. Over the past year, BBDC returned 7.41% vs -18.36% for PTIR. At a 0.26 correlation, their price movements are largely independent.
Performance
BBDC vs. PTIR - Performance Comparison
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Returns By Period
In the year-to-date period, BBDC achieves a -2.52% return, which is significantly higher than PTIR's -46.69% return.
BBDC
- 1D
- 2.56%
- 1M
- -5.88%
- YTD
- -2.52%
- 6M
- 1.93%
- 1Y
- 7.41%
- 3Y*
- 15.80%
- 5Y*
- 6.73%
- 10Y*
- —
PTIR
- 1D
- -0.90%
- 1M
- 4.86%
- YTD
- -46.69%
- 6M
- -47.81%
- 1Y
- -18.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BBDC vs. PTIR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BBDC Barings BDC, Inc. | -2.52% | 8.84% | 0.30% |
PTIR GraniteShares 2x Long PLTR Daily ETF | -46.69% | 221.36% | 425.36% |
Correlation
The correlation between BBDC and PTIR is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2024 | 0.26 |
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Return for Risk
BBDC vs. PTIR — Risk / Return Rank
BBDC
PTIR
BBDC vs. PTIR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and GraniteShares 2x Long PLTR Daily ETF (PTIR). 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.
| BBDC | PTIR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.06 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.27 | +0.88 |
| Martin ratioReturn relative to average drawdown | 1.35 | -0.46 | +1.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBDC | PTIR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | -0.18 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 1.96 | -1.69 |
Drawdowns
BBDC vs. PTIR - Drawdown Comparison
The maximum BBDC drawdown since its inception was -48.45%, smaller than the maximum PTIR drawdown of -69.10%. Use the drawdown chart below to compare losses from any high point for BBDC and PTIR.
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Drawdown Indicators
| BBDC | PTIR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -69.10% | +20.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -68.11% | +55.83% |
Max Drawdown (3Y)Largest decline over 3 years | -24.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.55% | — | — |
Current DrawdownCurrent decline from peak | -6.09% | -63.26% | +57.17% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -27.55% | +19.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 39.74% | -34.24% |
Volatility
BBDC vs. PTIR - Volatility Comparison
The current volatility for Barings BDC, Inc. (BBDC) is 7.43%, while GraniteShares 2x Long PLTR Daily ETF (PTIR) has a volatility of 33.41%. This indicates that BBDC experiences smaller price fluctuations and is considered to be less risky than PTIR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBDC | PTIR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 33.41% | -25.98% |
Volatility (6M)Calculated over the trailing 6-month period | 15.02% | 77.09% | -62.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 103.09% | -84.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.38% | 129.44% | -110.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.19% | 129.44% | -105.25% |
Dividends
BBDC vs. PTIR - Dividend Comparison
BBDC's dividend yield for the trailing twelve months is around 12.95%, more than PTIR's 10.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BBDC Barings BDC, Inc. | 12.95% | 12.96% | 10.87% | 11.89% | 11.66% | 7.44% | 7.07% | 5.25% | 21.24% |
PTIR GraniteShares 2x Long PLTR Daily ETF | 10.90% | 5.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BBDC and PTIR have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTIR has higher volatility (33.41%) compared to BBDC (7.43%). In terms of maximum drawdown, BBDC dropped -48.45% vs PTIR's -69.10%.
BBDC currently has the higher Sharpe Ratio (0.40 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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