NSRGY vs. BBDC

Last updated Jun 13, 2026

NSRGY (Nestlé S.A.) and BBDC (Barings BDC, Inc.) are both stocks. NSRGY operates in Packaged Foods (Consumer Defensive), while BBDC operates in Credit Services (Financial Services). Over the past 5 years, NSRGY returned -1.61%/yr vs 6.45%/yr for BBDC. At a 0.16 correlation, their price movements are largely independent.

Performance

NSRGY vs. BBDC - Performance Comparison

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

Returns By Period

In the year-to-date period, NSRGY achieves a 5.66% return, which is significantly higher than BBDC's -2.86% return.

NSRGY

• 1D: -0.20%
• 1M: 2.30%
• YTD: 5.66%
• 6M: 6.71%
• 1Y: 1.15%
• 3Y*: -1.88%
• 5Y*: -1.61%
• 10Y*: 6.67%

BBDC

• 1D: 0.00%
• 1M: 0.43%
• YTD: -2.86%
• 6M: -1.25%
• 1Y: 4.66%
• 3Y*: 14.63%
• 5Y*: 6.45%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NSRGY vs. BBDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
NSRGY Nestlé S.A.	5.66%	24.80%	-27.05%	2.88%	-15.94%	22.32%	11.63%	37.26%	-0.58%
BBDC Barings BDC, Inc.	-2.86%	8.84%	23.86%	18.53%	-18.59%	29.31%	-3.48%	20.40%	-9.56%

Correlation

The correlation between NSRGY and BBDC is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018	0.16

Fundamentals

Market Cap NSRGY : $258.63B BBDC : $878.49M
EPS NSRGY : CHF 7.72 BBDC : $0.66
PE Ratio NSRGY : 10.34 BBDC : 12.71
PS Ratio NSRGY : 1.14 BBDC : 5.06
PB Ratio NSRGY : 6.27 BBDC : 0.76
Total Revenue (TTM) NSRGY : CHF 181.02B BBDC : $174.30M
Gross Profit (TTM) NSRGY : CHF 83.86B BBDC : $149.47M
EBITDA (TTM) NSRGY : CHF 36.34B BBDC : $90.27M

Return for Risk

NSRGY vs. BBDC — Risk / Return Rank

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

NSRGY

NSRGY Risk / Return Rank: 38
NSRGY Sharpe Ratio Rank: 41
NSRGY Sortino Ratio Rank: 35
NSRGY Omega Ratio Rank: 34
NSRGY Calmar Ratio Rank: 41
NSRGY Martin Ratio Rank: 41

BBDC

BBDC Risk / Return Rank: 48
BBDC Sharpe Ratio Rank: 51
BBDC Sortino Ratio Rank: 43
BBDC Omega Ratio Rank: 42
BBDC Calmar Ratio Rank: 51
BBDC Martin Ratio Rank: 51

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.

NSRGY vs. BBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) 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.

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.

	NSRGY	BBDC	Difference
Sharpe ratio: Return per unit of total volatility	-0.04	0.22	-0.26
Sortino ratio: Return per unit of downside risk	0.12	0.44	-0.33
Omega ratio: Gain probability vs. loss probability	1.01	1.05	-0.04
Calmar ratio: Return relative to maximum drawdown	-0.05	0.33	-0.39
Martin ratio: Return relative to average drawdown	-0.10	0.73	-0.83

NSRGY vs. BBDC - Sharpe Ratio Comparison

The current NSRGY Sharpe Ratio is -0.04, which is lower than the BBDC Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of NSRGY and BBDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NSRGY vs. BBDC - Drawdown Comparison

The maximum NSRGY drawdown since its inception was -75.68%, which is greater than BBDC's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for NSRGY and BBDC.

Drawdown Indicators

	NSRGY	BBDC	Difference
Max Drawdown Largest peak-to-trough decline	-75.68%	-48.45%	-27.23%
Max Drawdown (1Y) Largest decline over 1 year	-15.71%	-12.28%	-3.43%
Max Drawdown (3Y) Largest decline over 3 years	-32.79%	-24.51%	-8.28%
Max Drawdown (5Y) Largest decline over 5 years	-38.24%	-27.55%	-10.69%
Max Drawdown (10Y) Largest decline over 10 years	-38.24%	—	—
Current Drawdown Current decline from peak	-17.25%	-6.42%	-10.83%
Average Drawdown Average peak-to-trough decline	-24.16%	-7.98%	-16.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.31%	5.59%	+3.72%

Volatility

NSRGY vs. BBDC - Volatility Comparison

The current volatility for Nestlé S.A. (NSRGY) is 5.46%, while Barings BDC, Inc. (BBDC) has a volatility of 6.34%. This indicates that NSRGY experiences smaller price fluctuations and is considered to be less risky than BBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NSRGY	BBDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.46%	6.34%	-0.88%
Volatility (6M) Calculated over the trailing 6-month period	15.05%	15.12%	-0.07%
Volatility (1Y) Calculated over the trailing 1-year period	22.89%	18.60%	+4.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.90%	19.39%	+0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.44%	24.21%	-5.77%

Dividends

NSRGY vs. BBDC - Dividend Comparison

NSRGY's dividend yield for the trailing twelve months is around 4.00%, less than BBDC's 12.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBDC Barings BDC, Inc.	12.99%	12.96%	10.87%	11.89%	11.66%	7.44%	7.07%	5.25%	21.24%	0.00%	0.00%	0.00%
NSRGY Nestlé S.A.	4.00%	3.44%	4.01%	2.86%	2.57%	2.18%	2.34%	2.28%	3.12%	5.64%	6.54%	3.13%

Financials

Frequently Asked Questions

Can I hold both NSRGY and BBDC in my portfolio?

NSRGY and BBDC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NSRGY or BBDC?

BBDC has higher volatility (6.34%) compared to NSRGY (5.46%). In terms of maximum drawdown, NSRGY dropped -75.68% vs BBDC's -48.45%.

Which has better risk-adjusted returns?

BBDC currently has the higher Sharpe Ratio (0.22 vs -0.04), 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.