LIEN vs. BLV
LIEN (Chicago Atlantic BDC, Inc) is a stock, while BLV (Vanguard Long-Term Bond ETF) is Long-Term Bond fund tracking the Bloomberg U.S. Long Government/Credit Float Adjusted Index. Over the past 3 years, LIEN returned 23.64%/yr vs 1.92%/yr for BLV. At a correlation of -0.00, they often move in opposite directions.
Performance
LIEN vs. BLV - Performance Comparison
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Returns By Period
In the year-to-date period, LIEN achieves a 4.21% return, which is significantly higher than BLV's 1.00% return.
LIEN
- 1D
- 2.27%
- 1M
- 4.95%
- YTD
- 4.21%
- 6M
- 6.57%
- 1Y
- 19.06%
- 3Y*
- 23.64%
- 5Y*
- —
- 10Y*
- —
BLV
- 1D
- 0.19%
- 1M
- 1.80%
- YTD
- 1.00%
- 6M
- 0.87%
- 1Y
- 5.39%
- 3Y*
- 1.92%
- 5Y*
- -3.65%
- 10Y*
- 0.93%
LIEN vs. BLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LIEN Chicago Atlantic BDC, Inc | 4.21% | -3.99% | 58.63% | -1.09% | -30.00% |
BLV Vanguard Long-Term Bond ETF | 1.00% | 6.44% | -3.65% | 7.35% | -23.09% |
Correlation
The correlation between LIEN and BLV is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2022 | -0.00 |
The correlation between LIEN and BLV shifts across timeframes, from -0.00 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LIEN vs. BLV — Risk / Return Rank
LIEN
BLV
LIEN vs. BLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chicago Atlantic BDC, Inc (LIEN) and Vanguard Long-Term Bond ETF (BLV). 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.
| LIEN | BLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.12 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 0.95 | +0.39 |
| Martin ratioReturn relative to average drawdown | 2.91 | 2.31 | +0.60 |
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Drawdowns
LIEN vs. BLV - Drawdown Comparison
The maximum LIEN drawdown since its inception was -46.91%, which is greater than BLV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for LIEN and BLV.
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Drawdown Indicators
| LIEN | BLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.91% | -38.29% | -8.62% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -5.73% | -8.62% |
Max Drawdown (3Y)Largest decline over 3 years | -22.49% | -15.16% | -7.33% |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.27% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.29% | — |
Current DrawdownCurrent decline from peak | -5.44% | -23.60% | +18.16% |
Average DrawdownAverage peak-to-trough decline | -20.06% | -9.55% | -10.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 2.34% | +4.23% |
Volatility
LIEN vs. BLV - Volatility Comparison
Chicago Atlantic BDC, Inc (LIEN) has a higher volatility of 4.43% compared to Vanguard Long-Term Bond ETF (BLV) at 1.96%. This indicates that LIEN's price experiences larger fluctuations and is considered to be riskier than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIEN | BLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 1.96% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 17.13% | 5.75% | +11.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.62% | 7.97% | +18.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.24% | 12.93% | +26.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.24% | 11.99% | +27.25% |
Dividends
LIEN vs. BLV - Dividend Comparison
LIEN's dividend yield for the trailing twelve months is around 13.10%, more than BLV's 4.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLV Vanguard Long-Term Bond ETF | 4.77% | 4.67% | 5.09% | 4.06% | 4.17% | 3.37% | 6.12% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% |
LIEN Chicago Atlantic BDC, Inc | 13.10% | 13.17% | 8.95% | 15.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LIEN and BLV have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIEN has higher volatility (4.43%) compared to BLV (1.96%). In terms of maximum drawdown, LIEN dropped -46.91% vs BLV's -38.29%.
LIEN currently has the higher Sharpe Ratio (0.72 vs 0.68), 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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