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NCDL vs. BCSF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NCDL vs. BCSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Churchill Direct Lending Corp. (NCDL) and Bain Capital Specialty Finance, Inc. (BCSF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with NCDL having a -6.55% return and BCSF slightly higher at -6.30%.


NCDL

1D
-1.23%
1M
-6.21%
YTD
-6.55%
6M
-6.89%
1Y
-17.89%
3Y*
5Y*
10Y*

BCSF

1D
-1.54%
1M
-4.69%
YTD
-6.30%
6M
-3.97%
1Y
-6.04%
3Y*
10.52%
5Y*
6.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NCDL vs. BCSF - Yearly Performance Comparison


2026 (YTD)20252024
NCDL
Nuveen Churchill Direct Lending Corp.
-6.55%-9.92%6.15%
BCSF
Bain Capital Specialty Finance, Inc.
-6.30%-9.60%27.49%

Correlation

The correlation between NCDL and BCSF is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2024

0.51

The correlation between NCDL and BCSF shifts across timeframes, from 0.51 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NCDL:

$596.60M

BCSF:

$790.10M

EPS

NCDL:

$1.02

BCSF:

$1.50

PE Ratio

NCDL:

11.84

BCSF:

8.10

PS Ratio

NCDL:

3.39

BCSF:

3.33

PB Ratio

NCDL:

0.69

BCSF:

0.72

Total Revenue (TTM)

NCDL:

$176.51M

BCSF:

$237.34M

Gross Profit (TTM)

NCDL:

$138.36M

BCSF:

$150.81M

EBITDA (TTM)

NCDL:

$95.57M

BCSF:

-$29.62M

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Return for Risk

NCDL vs. BCSF — Risk / Return Rank

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

NCDL
NCDL Risk / Return Rank: 1111
Overall Rank
NCDL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NCDL Sortino Ratio Rank: 1111
Sortino Ratio Rank
NCDL Omega Ratio Rank: 1313
Omega Ratio Rank
NCDL Calmar Ratio Rank: 1111
Calmar Ratio Rank
NCDL Martin Ratio Rank: 1010
Martin Ratio Rank

BCSF
BCSF Risk / Return Rank: 2828
Overall Rank
BCSF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BCSF Sortino Ratio Rank: 2626
Sortino Ratio Rank
BCSF Omega Ratio Rank: 2626
Omega Ratio Rank
BCSF Calmar Ratio Rank: 2929
Calmar Ratio Rank
BCSF Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NCDL vs. BCSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Churchill Direct Lending Corp. (NCDL) and Bain Capital Specialty Finance, Inc. (BCSF). 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.


NCDLBCSFDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

0.88

0.97

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.37

-0.43

Martin ratioReturn relative to average drawdown

-1.33

-0.76

-0.58

NCDL vs. BCSF - Sharpe Ratio Comparison

The current NCDL Sharpe Ratio is -0.80, which is lower than the BCSF Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of NCDL and BCSF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NCDL vs. BCSF - Drawdown Comparison

The maximum NCDL drawdown since its inception was -22.29%, smaller than the maximum BCSF drawdown of -62.42%. Use the drawdown chart below to compare losses from any high point for NCDL and BCSF.


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Drawdown Indicators


NCDLBCSFDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-62.42%

+40.13%

Max Drawdown (1Y)

Largest decline over 1 year

-22.29%

-16.17%

-6.12%

Max Drawdown (3Y)

Largest decline over 3 years

-26.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

Current Drawdown

Current decline from peak

-22.29%

-22.18%

-0.11%

Average Drawdown

Average peak-to-trough decline

-7.08%

-12.31%

+5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.45%

8.01%

+5.44%

Volatility

NCDL vs. BCSF - Volatility Comparison

Nuveen Churchill Direct Lending Corp. (NCDL) has a higher volatility of 8.04% compared to Bain Capital Specialty Finance, Inc. (BCSF) at 7.28%. This indicates that NCDL's price experiences larger fluctuations and is considered to be riskier than BCSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NCDLBCSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

7.28%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

18.45%

18.00%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

22.50%

21.93%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

20.36%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.38%

30.97%

-10.59%

Dividends

NCDL vs. BCSF - Dividend Comparison

NCDL's dividend yield for the trailing twelve months is around 14.49%, less than BCSF's 15.52% yield.


PositionTTM20252024202320222021202020192018
BCSF
Bain Capital Specialty Finance, Inc.
15.52%14.02%10.27%10.62%11.60%8.94%11.73%8.30%2.44%
NCDL
Nuveen Churchill Direct Lending Corp.
14.49%14.24%12.51%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NCDL vs. BCSF - Financials Comparison

This section allows you to compare key financial metrics between Nuveen Churchill Direct Lending Corp. and Bain Capital Specialty Finance, 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


0.0020.00M40.00M60.00M80.00M100.00M20222023202420252026
46.26M
50.13M
(NCDL) Total Revenue
(BCSF) Total Revenue
Values in USD except per share items

NCDL vs. BCSF - Profitability Comparison

The chart below illustrates the profitability comparison between Nuveen Churchill Direct Lending Corp. and Bain Capital Specialty Finance, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%2022202320242025202600
Portfolio components
NCDL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nuveen Churchill Direct Lending Corp. reported a gross profit of 0.00 and revenue of 46.26M. Therefore, the gross margin over that period was 0.0%.

BCSF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bain Capital Specialty Finance, Inc. reported a gross profit of 0.00 and revenue of 50.13M. Therefore, the gross margin over that period was 0.0%.

NCDL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nuveen Churchill Direct Lending Corp. reported an operating income of 0.00 and revenue of 46.26M, resulting in an operating margin of 0.0%.

BCSF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bain Capital Specialty Finance, Inc. reported an operating income of 0.00 and revenue of 50.13M, resulting in an operating margin of 0.0%.

NCDL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nuveen Churchill Direct Lending Corp. reported a net income of 0.00 and revenue of 46.26M, resulting in a net margin of 0.0%.

BCSF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bain Capital Specialty Finance, Inc. reported a net income of 27.36M and revenue of 50.13M, resulting in a net margin of 54.6%.


Frequently Asked Questions


NCDL and BCSF have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NCDL has higher volatility (8.04%) compared to BCSF (7.28%). In terms of maximum drawdown, NCDL dropped -22.29% vs BCSF's -62.42%.

BCSF currently has the higher Sharpe Ratio (-0.28 vs -0.80), 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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