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BRSP vs. BBDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BRSP and BBDC is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BRSP vs. BBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrightSpire Capital, Inc. (BRSP) and Barings BDC, Inc. (BBDC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BRSP:

-0.21

BBDC:

0.16

Sortino Ratio

BRSP:

-0.18

BBDC:

0.28

Omega Ratio

BRSP:

0.98

BBDC:

1.04

Calmar Ratio

BRSP:

-0.16

BBDC:

0.08

Martin Ratio

BRSP:

-0.87

BBDC:

0.28

Ulcer Index

BRSP:

11.74%

BBDC:

7.30%

Daily Std Dev

BRSP:

36.34%

BBDC:

21.30%

Max Drawdown

BRSP:

-85.71%

BBDC:

-64.64%

Current Drawdown

BRSP:

-59.49%

BBDC:

-13.42%

Fundamentals

Market Cap

BRSP:

$656.22M

BBDC:

$952.59M

EPS

BRSP:

-$0.56

BBDC:

$0.94

PS Ratio

BRSP:

1.93

BBDC:

3.39

PB Ratio

BRSP:

0.63

BBDC:

0.80

Total Revenue (TTM)

BRSP:

$335.17M

BBDC:

$250.78M

Gross Profit (TTM)

BRSP:

$162.10M

BBDC:

$222.87M

EBITDA (TTM)

BRSP:

$66.45M

BBDC:

$176.68M

Returns By Period

In the year-to-date period, BRSP achieves a -8.23% return, which is significantly lower than BBDC's -2.47% return.


BRSP

YTD

-8.23%

1M

5.45%

6M

-15.62%

1Y

-7.03%

3Y*

-5.24%

5Y*

11.18%

10Y*

N/A

BBDC

YTD

-2.47%

1M

2.14%

6M

-6.10%

1Y

1.41%

3Y*

7.46%

5Y*

16.30%

10Y*

0.81%

*Annualized

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BrightSpire Capital, Inc.

Barings BDC, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BRSP vs. BBDC — Risk-Adjusted Performance Rank

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

BRSP
The Risk-Adjusted Performance Rank of BRSP is 3535
Overall Rank
The Sharpe Ratio Rank of BRSP is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of BRSP is 3232
Sortino Ratio Rank
The Omega Ratio Rank of BRSP is 3131
Omega Ratio Rank
The Calmar Ratio Rank of BRSP is 4242
Calmar Ratio Rank
The Martin Ratio Rank of BRSP is 3232
Martin Ratio Rank

BBDC
The Risk-Adjusted Performance Rank of BBDC is 5252
Overall Rank
The Sharpe Ratio Rank of BBDC is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of BBDC is 4646
Sortino Ratio Rank
The Omega Ratio Rank of BBDC is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BBDC is 5656
Calmar Ratio Rank
The Martin Ratio Rank of BBDC is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRSP vs. BBDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BrightSpire Capital, Inc. (BRSP) and Barings BDC, Inc. (BBDC). 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.


The current BRSP Sharpe Ratio is -0.21, which is lower than the BBDC Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of BRSP and BBDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BRSP vs. BBDC - Dividend Comparison

BRSP's dividend yield for the trailing twelve months is around 13.52%, more than BBDC's 12.04% yield.


TTM20242023202220212020201920182017201620152014
BRSP
BrightSpire Capital, Inc.
13.52%12.77%10.75%12.68%5.65%4.00%12.54%10.10%0.00%0.00%0.00%0.00%
BBDC
Barings BDC, Inc.
12.04%10.87%11.89%11.66%7.44%7.07%5.25%24.57%17.39%10.31%12.35%12.62%

Drawdowns

BRSP vs. BBDC - Drawdown Comparison

The maximum BRSP drawdown since its inception was -85.71%, which is greater than BBDC's maximum drawdown of -64.64%. Use the drawdown chart below to compare losses from any high point for BRSP and BBDC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BRSP vs. BBDC - Volatility Comparison

BrightSpire Capital, Inc. (BRSP) has a higher volatility of 10.24% compared to Barings BDC, Inc. (BBDC) at 6.02%. This indicates that BRSP's price experiences larger fluctuations and is considered to be riskier than BBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BRSP vs. BBDC - Financials Comparison

This section allows you to compare key financial metrics between BrightSpire Capital, Inc. and Barings BDC, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


20.00M40.00M60.00M80.00M100.00M120.00M20212022202320242025
77.56M
54.87M
(BRSP) Total Revenue
(BBDC) Total Revenue
Values in USD except per share items

BRSP vs. BBDC - Profitability Comparison

The chart below illustrates the profitability comparison between BrightSpire Capital, Inc. and Barings BDC, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
58.5%
63.2%
(BRSP) Gross Margin
(BBDC) Gross Margin
BRSP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, BrightSpire Capital, Inc. reported a gross profit of 45.35M and revenue of 77.56M. Therefore, the gross margin over that period was 58.5%.

BBDC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Barings BDC, Inc. reported a gross profit of 34.67M and revenue of 54.87M. Therefore, the gross margin over that period was 63.2%.

BRSP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, BrightSpire Capital, Inc. reported an operating income of 4.23M and revenue of 77.56M, resulting in an operating margin of 5.5%.

BBDC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Barings BDC, Inc. reported an operating income of 32.98M and revenue of 54.87M, resulting in an operating margin of 60.1%.

BRSP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, BrightSpire Capital, Inc. reported a net income of 5.34M and revenue of 77.56M, resulting in a net margin of 6.9%.

BBDC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Barings BDC, Inc. reported a net income of 32.58M and revenue of 54.87M, resulting in a net margin of 59.4%.