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BBDC vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBDC vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barings BDC, Inc. (BBDC) and YieldMax Short MSTR Option Income Strategy ETF (WNTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBDC achieves a -6.34% return, which is significantly lower than WNTR's 10.46% return.


BBDC

1D
-0.61%
1M
-2.03%
YTD
-6.34%
6M
-2.84%
1Y
1.14%
3Y*
14.62%
5Y*
5.68%
10Y*

WNTR

1D
6.01%
1M
37.47%
YTD
10.46%
6M
14.06%
1Y
97.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBDC vs. WNTR - Yearly Performance Comparison


2026 (YTD)2025
BBDC
Barings BDC, Inc.
-6.34%5.09%
WNTR
YieldMax Short MSTR Option Income Strategy ETF
10.46%52.78%

Correlation

The correlation between BBDC and WNTR is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.25

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.30

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Return for Risk

BBDC vs. WNTR — Risk / Return Rank

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

BBDC
BBDC Risk / Return Rank: 4242
Overall Rank
BBDC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BBDC Sortino Ratio Rank: 3737
Sortino Ratio Rank
BBDC Omega Ratio Rank: 3737
Omega Ratio Rank
BBDC Calmar Ratio Rank: 4545
Calmar Ratio Rank
BBDC Martin Ratio Rank: 4545
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 5151
Overall Rank
WNTR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 4949
Sortino Ratio Rank
WNTR Omega Ratio Rank: 5252
Omega Ratio Rank
WNTR Calmar Ratio Rank: 5151
Calmar Ratio Rank
WNTR Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBDC vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and YieldMax Short MSTR Option Income Strategy ETF (WNTR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBDCWNTRDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.03

1.30

-0.27

Calmar ratioReturn relative to maximum drawdown

0.09

2.29

-2.19

Martin ratioReturn relative to average drawdown

0.20

5.85

-5.65

BBDC vs. WNTR - Sharpe Ratio Comparison

The current BBDC Sharpe Ratio is 0.06, which is lower than the WNTR Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of BBDC and WNTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBDC vs. WNTR - Drawdown Comparison

The maximum BBDC drawdown since its inception was -48.45%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for BBDC and WNTR.


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Drawdown Indicators


BBDCWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

-42.65%

-5.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-42.65%

+30.37%

Max Drawdown (3Y)

Largest decline over 3 years

-24.51%

Max Drawdown (5Y)

Largest decline over 5 years

-27.55%

Current Drawdown

Current decline from peak

-9.77%

-9.88%

+0.11%

Average Drawdown

Average peak-to-trough decline

-7.98%

-20.93%

+12.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

16.70%

-10.95%

Volatility

BBDC vs. WNTR - Volatility Comparison

The current volatility for Barings BDC, Inc. (BBDC) is 6.63%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 17.54%. This indicates that BBDC experiences smaller price fluctuations and is considered to be less risky than WNTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBDCWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

17.54%

-10.91%

Volatility (6M)

Calculated over the trailing 6-month period

15.41%

45.99%

-30.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

52.83%

-33.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.45%

53.10%

-33.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

53.10%

-28.90%

Dividends

BBDC vs. WNTR - Dividend Comparison

BBDC's dividend yield for the trailing twelve months is around 13.47%, less than WNTR's 96.66% yield.


PositionTTM20252024202320222021202020192018
BBDC
Barings BDC, Inc.
13.47%12.96%10.87%11.89%11.66%7.44%7.07%5.25%21.24%
WNTR
YieldMax Short MSTR Option Income Strategy ETF
96.66%58.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BBDC and WNTR have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (17.54%) compared to BBDC (6.63%). In terms of maximum drawdown, BBDC dropped -48.45% vs WNTR's -42.65%.

WNTR currently has the higher Sharpe Ratio (1.85 vs 0.06), 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.

Portfolio Optimizer

Find the right allocation for BBDC and WNTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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