BCSF vs. YCS
BCSF (Bain Capital Specialty Finance, Inc.) is a stock, while YCS (ProShares UltraShort Yen) is Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Over the past 5 years, BCSF returned 7.70%/yr vs 23.55%/yr for YCS. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
BCSF vs. YCS - Performance Comparison
Loading charts...
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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BCSF vs. YCS — Risk / Return Rank
BCSF
YCS
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.
| BCSF | YCS | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| BCSF | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -20.65% | -5.68% | -14.97% |
Average DrawdownAverage peak-to-trough decline | -12.42% | -19.75% | +7.33% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| BCSF | YCS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for BCSF and YCS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer