PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CCAP vs. OBDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CCAP and OBDC is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

CCAP vs. OBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crescent Capital BDC, Inc. (CCAP) and Blue Owl Capital Corporation (OBDC). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
73.57%
41.10%
CCAP
OBDC

Key characteristics

Sharpe Ratio

CCAP:

0.11

OBDC:

-0.16

Sortino Ratio

CCAP:

0.25

OBDC:

-0.10

Omega Ratio

CCAP:

1.04

OBDC:

0.99

Calmar Ratio

CCAP:

0.10

OBDC:

-0.21

Martin Ratio

CCAP:

0.36

OBDC:

-0.47

Ulcer Index

CCAP:

5.18%

OBDC:

5.99%

Daily Std Dev

CCAP:

17.29%

OBDC:

17.11%

Max Drawdown

CCAP:

-63.68%

OBDC:

-56.16%

Current Drawdown

CCAP:

-19.30%

OBDC:

-12.53%

Fundamentals

Market Cap

CCAP:

$582.24M

OBDC:

$7.36B

EPS

CCAP:

$1.99

OBDC:

$1.53

PE Ratio

CCAP:

7.89

OBDC:

9.41

Total Revenue (TTM)

CCAP:

$109.41M

OBDC:

$933.43M

Gross Profit (TTM)

CCAP:

$99.81M

OBDC:

$845.30M

EBITDA (TTM)

CCAP:

$37.08M

OBDC:

$1.23B

Returns By Period

In the year-to-date period, CCAP achieves a -16.02% return, which is significantly lower than OBDC's -9.52% return.


CCAP

YTD

-16.02%

1M

-7.97%

6M

-9.55%

1Y

2.97%

5Y*

25.05%

10Y*

N/A

OBDC

YTD

-9.52%

1M

-8.06%

6M

-5.05%

1Y

-2.99%

5Y*

16.83%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CCAP vs. OBDC — Risk-Adjusted Performance Rank

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

CCAP
The Risk-Adjusted Performance Rank of CCAP is 5656
Overall Rank
The Sharpe Ratio Rank of CCAP is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of CCAP is 4949
Sortino Ratio Rank
The Omega Ratio Rank of CCAP is 4949
Omega Ratio Rank
The Calmar Ratio Rank of CCAP is 6060
Calmar Ratio Rank
The Martin Ratio Rank of CCAP is 6060
Martin Ratio Rank

OBDC
The Risk-Adjusted Performance Rank of OBDC is 4242
Overall Rank
The Sharpe Ratio Rank of OBDC is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of OBDC is 3838
Sortino Ratio Rank
The Omega Ratio Rank of OBDC is 3737
Omega Ratio Rank
The Calmar Ratio Rank of OBDC is 4242
Calmar Ratio Rank
The Martin Ratio Rank of OBDC is 4545
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.

CCAP vs. OBDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crescent Capital BDC, Inc. (CCAP) and Blue Owl Capital Corporation (OBDC). 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.


Sharpe ratio
The chart of Sharpe ratio for CCAP, currently valued at 0.11, compared to the broader market-2.00-1.000.001.002.00
CCAP: 0.11
OBDC: -0.16
The chart of Sortino ratio for CCAP, currently valued at 0.25, compared to the broader market-6.00-4.00-2.000.002.004.00
CCAP: 0.25
OBDC: -0.10
The chart of Omega ratio for CCAP, currently valued at 1.04, compared to the broader market0.501.001.502.00
CCAP: 1.04
OBDC: 0.99
The chart of Calmar ratio for CCAP, currently valued at 0.10, compared to the broader market0.001.002.003.004.00
CCAP: 0.10
OBDC: -0.21
The chart of Martin ratio for CCAP, currently valued at 0.36, compared to the broader market-10.000.0010.0020.00
CCAP: 0.36
OBDC: -0.47

The current CCAP Sharpe Ratio is 0.11, which is higher than the OBDC Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of CCAP and OBDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.11
-0.16
CCAP
OBDC

Dividends

CCAP vs. OBDC - Dividend Comparison

CCAP's dividend yield for the trailing twelve months is around 12.73%, which matches OBDC's 12.71% yield.


TTM202420232022202120202019
CCAP
Crescent Capital BDC, Inc.
12.73%10.61%10.41%14.01%9.60%11.26%0.00%
OBDC
Blue Owl Capital Corporation
12.71%11.38%10.77%11.17%8.76%6.16%3.47%

Drawdowns

CCAP vs. OBDC - Drawdown Comparison

The maximum CCAP drawdown since its inception was -63.68%, which is greater than OBDC's maximum drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for CCAP and OBDC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.30%
-12.53%
CCAP
OBDC

Volatility

CCAP vs. OBDC - Volatility Comparison

The current volatility for Crescent Capital BDC, Inc. (CCAP) is 8.46%, while Blue Owl Capital Corporation (OBDC) has a volatility of 10.56%. This indicates that CCAP experiences smaller price fluctuations and is considered to be less risky than OBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.46%
10.56%
CCAP
OBDC

Financials

CCAP vs. OBDC - Financials Comparison

This section allows you to compare key financial metrics between Crescent Capital BDC, Inc. and Blue Owl 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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab