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BCSF vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCSF vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bain Capital Specialty Finance, Inc. (BCSF) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCSF achieves a -4.45% return, which is significantly lower than YCS's 7.29% return.


BCSF

1D
-0.56%
1M
-1.74%
6M
0.92%
YTD
-4.45%
1Y
-2.89%
3Y*
6.11%
5Y*
7.70%
10Y*
ALL TIME*
6.63%

YCS

1D
-0.84%
1M
-2.27%
6M
9.33%
YTD
7.29%
1Y
25.05%
3Y*
17.34%
5Y*
23.55%
10Y*
13.76%
ALL TIME*
6.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.80M$3.37M$4.30M
$1.53M$2.43M$1.42M

BCSF vs. YCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BCSF
Bain Capital Specialty Finance, Inc.
-4.45%-9.60%29.52%41.95%-13.31%36.98%-28.91%28.19%-4.60%
YCS
ProShares UltraShort Yen
7.29%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-5.93%

Correlation

The correlation between BCSF and YCS is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.05

Correlation (3Y)
Balances recent behavior with more history.

-0.00

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.01

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

0.01

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Return for Risk

BCSF vs. YCS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCSF
BCSF Risk / Return Rank: 3333
Overall Rank
BCSF Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BCSF Sortino Ratio Rank: 2929
Sortino Ratio Rank
BCSF Omega Ratio Rank: 3030
Omega Ratio Rank
BCSF Calmar Ratio Rank: 3535
Calmar Ratio Rank
BCSF Martin Ratio Rank: 3434
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 5656
Overall Rank
YCS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4141
Sortino Ratio Rank
YCS Omega Ratio Rank: 5252
Omega Ratio Rank
YCS Calmar Ratio Rank: 6868
Calmar Ratio Rank
YCS Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCSF vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bain Capital Specialty Finance, Inc. (BCSF) and ProShares UltraShort Yen (YCS). 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.


BCSFYCSDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

0.98

1.23

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.29

2.35

-2.64

Martin ratioReturn relative to average drawdown

-0.56

8.93

-9.49

BCSF vs. YCS - Sharpe Ratio Comparison

The current BCSF Sharpe Ratio is -0.21, which is lower than the YCS Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BCSF and YCS, 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

BCSF vs. YCS - Drawdown Comparison

The maximum BCSF drawdown since its inception was -62.42%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for BCSF and YCS.


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Drawdown Indicators


BCSFYCSDifference

Max Drawdown

Largest peak-to-trough decline

-62.42%

-49.56%

-12.86%

Max Drawdown (1Y)

Largest decline over 1 year

-16.17%

-8.30%

-7.87%

Max Drawdown (3Y)

Largest decline over 3 years

-26.38%

-23.05%

-3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

-27.32%

+0.94%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-20.65%

-5.68%

-14.97%

Average Drawdown

Average peak-to-trough decline

-12.42%

-19.75%

+7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.42%

2.64%

+5.78%

Volatility

BCSF vs. YCS - Volatility Comparison

Bain Capital Specialty Finance, Inc. (BCSF) has a higher volatility of 6.11% compared to ProShares UltraShort Yen (YCS) at 5.30%. This indicates that BCSF's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCSFYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

5.30%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

17.66%

11.65%

+6.01%

Volatility (1Y)

Calculated over the trailing 1-year period

22.30%

16.85%

+5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.48%

21.16%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.85%

18.61%

+12.24%

Dividends

BCSF vs. YCS - Dividend Comparison

BCSF's dividend yield for the trailing twelve months is around 15.22%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BCSF
Bain Capital Specialty Finance, Inc.
15.22%14.02%10.27%10.62%11.60%8.94%11.73%8.30%2.44%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BCSF and YCS have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCSF has higher volatility (6.11%) compared to YCS (5.30%). In terms of maximum drawdown, BCSF dropped -62.42% vs YCS's -49.56%.

YCS currently has the higher Sharpe Ratio (1.16 vs -0.21), 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

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