BRSP vs. ARCC
BRSP (BrightSpire Capital, Inc.) and ARCC (Ares Capital Corporation) are both stocks. BRSP operates in REIT - Diversified (Real Estate), while ARCC operates in Asset Management (Financial Services). Over the past 5 years, BRSP returned -1.58%/yr vs 8.57%/yr for ARCC. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
BRSP vs. ARCC - Performance Comparison
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Returns By Period
In the year-to-date period, BRSP achieves a -5.14% return, which is significantly lower than ARCC's -2.30% return.
BRSP
- 1D
- 0.40%
- 1M
- -7.90%
- 6M
- -11.17%
- YTD
- -5.14%
- 1Y
- 9.03%
- 3Y*
- 0.00%
- 5Y*
- -1.58%
- 10Y*
- —
- ALL TIME*
- -6.71%
ARCC
- 1D
- -0.37%
- 1M
- 0.16%
- 6M
- -0.63%
- YTD
- -2.30%
- 1Y
- -7.66%
- 3Y*
- 8.39%
- 5Y*
- 8.57%
- 10Y*
- 12.33%
- ALL TIME*
- 11.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $81.64M | $84.10M | $93.93M | |
| $8.75M | $8.88M | $8.20M |
BRSP vs. ARCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BRSP BrightSpire Capital, Inc. | -5.14% | 11.61% | -14.45% | 34.92% | -32.42% | 45.52% | -40.97% | -6.95% | -15.98% |
ARCC Ares Capital Corporation | -2.30% | 1.07% | 19.78% | 20.03% | -3.84% | 36.14% | 0.86% | 31.30% | 7.24% |
Correlation
The correlation between BRSP and ARCC is 0.50, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2018 | 0.46 |
Fundamentals
BRSP:
$633.89M
ARCC:
$13.47B
BRSP:
-$0.21
ARCC:
$1.35
BRSP:
2.60
ARCC:
6.28
BRSP:
0.74
ARCC:
0.97
BRSP:
$246.76M
ARCC:
$2.13B
BRSP:
$100.79M
ARCC:
$1.36B
BRSP:
$8.27M
ARCC:
$1.26B
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Return for Risk
BRSP vs. ARCC — Risk / Return Rank
BRSP
ARCC
BRSP vs. ARCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrightSpire Capital, Inc. (BRSP) and Ares Capital Corporation (ARCC). 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.
| BRSP | ARCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.94 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.56 | -0.50 | +1.06 |
| Martin ratioReturn relative to average drawdown | 1.41 | -0.91 | +2.32 |
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Drawdowns
BRSP vs. ARCC - Drawdown Comparison
The maximum BRSP drawdown since its inception was -85.71%, which is greater than ARCC's maximum drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for BRSP and ARCC.
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Drawdown Indicators
| BRSP | ARCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.71% | -79.36% | -6.35% |
Max Drawdown (1Y)Largest decline over 1 year | -15.32% | -17.35% | +2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -35.31% | -19.35% | -15.96% |
Max Drawdown (5Y)Largest decline over 5 years | -41.28% | -21.76% | -19.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.77% | — |
Current DrawdownCurrent decline from peak | -53.27% | -11.07% | -42.20% |
Average DrawdownAverage peak-to-trough decline | -47.07% | -9.12% | -37.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.13% | 9.51% | -3.38% |
Volatility
BRSP vs. ARCC - Volatility Comparison
BrightSpire Capital, Inc. (BRSP) has a higher volatility of 7.53% compared to Ares Capital Corporation (ARCC) at 4.33%. This indicates that BRSP's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRSP | ARCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 4.33% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 16.87% | 14.79% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.66% | 18.86% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.38% | 19.97% | +12.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.16% | 25.58% | +25.58% |
Dividends
BRSP vs. ARCC - Dividend Comparison
BRSP's dividend yield for the trailing twelve months is around 12.77%, more than ARCC's 10.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 10.23% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
BRSP BrightSpire Capital, Inc. | 12.77% | 11.43% | 12.77% | 10.75% | 12.68% | 5.65% | 4.00% | 12.54% | 10.10% | 0.00% | 0.00% | 0.00% |
Financials
BRSP vs. ARCC - Financials Comparison
This section allows you to compare key financial metrics between BrightSpire Capital, Inc. and Ares Capital Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BRSP and ARCC have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRSP has higher volatility (7.53%) compared to ARCC (4.33%). In terms of maximum drawdown, BRSP dropped -85.71% vs ARCC's -79.36%.
BRSP currently has the higher Sharpe Ratio (0.38 vs -0.46), 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.
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