PTIR vs. BBDC
PTIR (GraniteShares 2x Long PLTR Daily ETF) is Leveraged Equities fund tracking the Palantir Technologies Inc. (200%), while BBDC (Barings BDC, Inc.) is a stock. Over the past year, PTIR returned -42.21% vs 0.44% for BBDC. At a 0.26 correlation, their price movements are largely independent.
Performance
PTIR vs. BBDC - Performance Comparison
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Returns By Period
In the year-to-date period, PTIR achieves a -56.90% return, which is significantly lower than BBDC's -2.05% return.
PTIR
- 1D
- 5.11%
- 1M
- -0.35%
- 6M
- -57.27%
- YTD
- -56.90%
- 1Y
- -42.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BBDC
- 1D
- -1.28%
- 1M
- 0.83%
- 6M
- -1.95%
- YTD
- -2.05%
- 1Y
- 0.44%
- 3Y*
- 14.95%
- 5Y*
- 6.53%
- 10Y*
- —
PTIR vs. BBDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PTIR GraniteShares 2x Long PLTR Daily ETF | -56.90% | 221.36% | 425.36% |
BBDC Barings BDC, Inc. | -2.05% | 8.84% | -0.00% |
Correlation
The correlation between PTIR and BBDC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2024 | 0.26 |
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Return for Risk
PTIR vs. BBDC — Risk / Return Rank
PTIR
BBDC
PTIR vs. BBDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long PLTR Daily ETF (PTIR) 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.
| PTIR | BBDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.02 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 0.04 | -0.57 |
| Martin ratioReturn relative to average drawdown | -0.93 | 0.07 | -1.00 |
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Drawdowns
PTIR vs. BBDC - Drawdown Comparison
The maximum PTIR drawdown since its inception was -79.40%, which is greater than BBDC's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for PTIR and BBDC.
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Drawdown Indicators
| PTIR | BBDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.40% | -48.45% | -30.95% |
Max Drawdown (1Y)Largest decline over 1 year | -79.40% | -12.28% | -67.12% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.55% | — |
Current DrawdownCurrent decline from peak | -70.30% | -5.64% | -64.66% |
Average DrawdownAverage peak-to-trough decline | -29.84% | -7.97% | -21.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.56% | 5.90% | +39.66% |
Volatility
PTIR vs. BBDC - Volatility Comparison
GraniteShares 2x Long PLTR Daily ETF (PTIR) has a higher volatility of 32.96% compared to Barings BDC, Inc. (BBDC) at 5.89%. This indicates that PTIR's price experiences larger fluctuations and is considered to be riskier than BBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTIR | BBDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.96% | 5.89% | +27.07% |
Volatility (6M)Calculated over the trailing 6-month period | 79.46% | 15.39% | +64.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.06% | 19.16% | +83.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.33% | 19.48% | +108.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 128.33% | 24.18% | +104.15% |
Dividends
PTIR vs. BBDC - Dividend Comparison
PTIR's dividend yield for the trailing twelve months is around 13.48%, more than BBDC's 12.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BBDC Barings BDC, Inc. | 12.88% | 12.96% | 10.87% | 11.89% | 11.66% | 7.44% | 7.07% | 5.25% | 21.24% |
PTIR GraniteShares 2x Long PLTR Daily ETF | 13.48% | 5.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PTIR and BBDC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTIR has higher volatility (32.96%) compared to BBDC (5.89%). In terms of maximum drawdown, PTIR dropped -79.40% vs BBDC's -48.45%.
BBDC currently has the higher Sharpe Ratio (0.02 vs -0.41), 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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