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

Correlation

The correlation between BBDC and SCHB is 0.44, 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.


-0.50.00.51.00.4

Performance

BBDC vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barings BDC, Inc. (BBDC) and Schwab U.S. Broad Market ETF (SCHB). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
258.89%
630.58%
BBDC
SCHB

Key characteristics

Sharpe Ratio

BBDC:

1.13

SCHB:

2.11

Sortino Ratio

BBDC:

1.71

SCHB:

2.81

Omega Ratio

BBDC:

1.22

SCHB:

1.39

Calmar Ratio

BBDC:

1.04

SCHB:

3.17

Martin Ratio

BBDC:

7.00

SCHB:

13.53

Ulcer Index

BBDC:

2.85%

SCHB:

2.00%

Daily Std Dev

BBDC:

17.70%

SCHB:

12.79%

Max Drawdown

BBDC:

-64.64%

SCHB:

-35.27%

Current Drawdown

BBDC:

-6.53%

SCHB:

-3.03%

Returns By Period

In the year-to-date period, BBDC achieves a 21.79% return, which is significantly lower than SCHB's 25.02% return. Over the past 10 years, BBDC has underperformed SCHB with an annualized return of 2.69%, while SCHB has yielded a comparatively higher 12.53% annualized return.


BBDC

YTD

21.79%

1M

-4.11%

6M

3.57%

1Y

19.97%

5Y*

7.92%

10Y*

2.69%

SCHB

YTD

25.02%

1M

0.09%

6M

10.08%

1Y

25.70%

5Y*

14.13%

10Y*

12.53%

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Risk-Adjusted Performance

BBDC vs. SCHB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and Schwab U.S. Broad Market ETF (SCHB). 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 1.13, compared to the broader market-4.00-2.000.002.001.132.11
The chart of Sortino ratio for BBDC, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.712.81
The chart of Omega ratio for BBDC, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.39
The chart of Calmar ratio for BBDC, currently valued at 1.04, compared to the broader market0.002.004.006.001.043.17
The chart of Martin ratio for BBDC, currently valued at 7.00, compared to the broader market-5.000.005.0010.0015.0020.0025.007.0013.53
BBDC
SCHB

The current BBDC Sharpe Ratio is 1.13, which is lower than the SCHB Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of BBDC and SCHB, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.13
2.11
BBDC
SCHB

Dividends

BBDC vs. SCHB - Dividend Comparison

BBDC's dividend yield for the trailing twelve months is around 11.05%, more than SCHB's 1.23% yield.


TTM20232022202120202019201820172016201520142013
BBDC
Barings BDC, Inc.
11.05%11.89%11.66%7.44%7.07%5.25%24.57%17.39%10.31%12.35%12.62%7.81%
SCHB
Schwab U.S. Broad Market ETF
1.23%1.40%1.61%1.21%1.63%1.80%2.13%1.65%1.86%2.00%1.72%1.63%

Drawdowns

BBDC vs. SCHB - Drawdown Comparison

The maximum BBDC drawdown since its inception was -64.64%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for BBDC and SCHB. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.53%
-3.03%
BBDC
SCHB

Volatility

BBDC vs. SCHB - Volatility Comparison

Barings BDC, Inc. (BBDC) has a higher volatility of 4.76% compared to Schwab U.S. Broad Market ETF (SCHB) at 4.06%. This indicates that BBDC's price experiences larger fluctuations and is considered to be riskier than SCHB 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%JulyAugustSeptemberOctoberNovemberDecember
4.76%
4.06%
BBDC
SCHB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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