BK.TO vs. BKCC

Last updated Apr 1, 2026

Compare and contrast key facts about Canadian Banc Corp. (BK.TO) and BlackRock Capital Investment Corporation (BKCC).

Performance

BK.TO vs. BKCC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canadian Banc Corp. (BK.TO) and BlackRock Capital Investment Corporation (BKCC). The values are adjusted to include any dividend payments, if applicable.

BK.TO vs. BKCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BK.TO Canadian Banc Corp.	-7.55%	81.09%	27.41%	-8.06%	10.89%	72.81%	-3.53%	14.69%	-22.63%	17.15%
BKCC BlackRock Capital Investment Corporation	0.00%	0.00%	-0.21%	16.75%	7.58%	62.64%	-38.70%	0.03%	3.99%	-7.34%

Different Trading Currencies

BK.TO is traded in CAD, while BKCC is traded in USD. To make them comparable, the BKCC values have been converted to CAD using the latest available exchange rates.

Fundamentals

Total Revenue (TTM) BK.TO : CA$237.08M BKCC : $32.94M
Gross Profit (TTM) BK.TO : CA$232.83M BKCC : $15.05M
EBITDA (TTM) BK.TO : CA$318.39M BKCC : $36.73M

Returns By Period

BK.TO

• 1D: -0.90%
• 1M: -6.61%
• YTD: -7.55%
• 6M: 11.48%
• 1Y: 68.17%
• 3Y*: 23.74%
• 5Y*: 24.56%
• 10Y*: 18.37%

BKCC

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BK.TO vs. BKCC — Risk / Return Rank

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

BK.TO

BK.TO Risk / Return Rank: 98
BK.TO Sharpe Ratio Rank: 98
BK.TO Sortino Ratio Rank: 99
BK.TO Omega Ratio Rank: 98
BK.TO Calmar Ratio Rank: 97
BK.TO Martin Ratio Rank: 98

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.

BK.TO vs. BKCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Banc Corp. (BK.TO) and BlackRock Capital Investment Corporation (BKCC). 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.

	BK.TO	BKCC	Difference
Sharpe ratio Return per unit of total volatility	3.52	—	—
Sortino ratio Return per unit of downside risk	4.90	—	—
Omega ratio Gain probability vs. loss probability	1.76	—	—
Calmar ratio Return relative to maximum drawdown	7.00	—	—
Martin ratio Return relative to average drawdown	26.94	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BK.TO	BKCC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.52	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.35	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.87	—	—

Correlation

The correlation between BK.TO and BKCC is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BK.TO vs. BKCC - Dividend Comparison

BK.TO's dividend yield for the trailing twelve months is around 12.40%, while BKCC has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BK.TO Canadian Banc Corp.	12.40%	11.17%	14.44%	17.99%	15.91%	9.13%	7.72%	10.49%	13.19%	9.13%	7.82%	12.97%
BKCC BlackRock Capital Investment Corporation	0.00%	0.00%	2.72%	10.34%	11.05%	10.00%	16.36%	12.88%	13.61%	11.56%	12.07%	8.94%

Drawdowns

Drawdown Indicators

	BK.TO	BKCC	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-9.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.64%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.29%	—	—
Current Drawdown Current decline from peak	-99.98%	—	—
Average Drawdown Average peak-to-trough decline	-99.98%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	—	—

Volatility

Volatility by Period

	BK.TO	BKCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.93%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.77%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.46%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.25%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.60%	—	—

Financials