CCAP vs. ^GSPC

In the year-to-date period, CCAP achieves a -17.57% return, which is significantly lower than ^GSPC's 1.30% return.

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This table presents a comparison of risk-adjusted performance metrics for Crescent Capital BDC, Inc. (CCAP) and S&P 500 (^GSPC). 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 CCAP Sharpe Ratio is -0.16, which is lower than the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of CCAP and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum CCAP drawdown since its inception was -63.68%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CCAP and ^GSPC. For additional features, visit the drawdowns tool.

Crescent Capital BDC, Inc. (CCAP) has a higher volatility of 8.91% compared to S&P 500 (^GSPC) at 5.42%. This indicates that CCAP's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.