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TCPC vs. BBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TCPC vs. BBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock TCP Capital Corp. (TCPC) and Barings BDC, Inc. (BBDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TCPC achieves a -33.58% return, which is significantly lower than BBDC's -6.34% return.


TCPC

1D
-3.23%
1M
-7.14%
YTD
-33.58%
6M
-32.72%
1Y
-47.68%
3Y*
-20.04%
5Y*
-13.84%
10Y*
-3.14%

BBDC

1D
-2.41%
1M
-2.03%
YTD
-6.34%
6M
-2.62%
1Y
0.92%
3Y*
14.62%
5Y*
6.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCPC vs. BBDC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TCPC
BlackRock TCP Capital Corp.
-33.58%-26.24%-12.26%3.23%5.61%30.76%-9.17%19.31%-7.51%
BBDC
Barings BDC, Inc.
-6.34%8.84%23.86%18.53%-18.59%29.31%-3.48%20.40%-9.56%

Correlation

The correlation between TCPC and BBDC is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2018

0.53

The correlation between TCPC and BBDC shifts across timeframes, from 0.53 (all time) to 0.68 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TCPC:

$278.31M

BBDC:

$847.08M

EPS

TCPC:

-$1.29

BBDC:

$0.66

PS Ratio

TCPC:

4.90

BBDC:

4.88

PB Ratio

TCPC:

0.49

BBDC:

0.73

Total Revenue (TTM)

TCPC:

$57.18M

BBDC:

$174.30M

Gross Profit (TTM)

TCPC:

-$116.96M

BBDC:

$149.47M

EBITDA (TTM)

TCPC:

-$43.73M

BBDC:

$90.27M

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Return for Risk

TCPC vs. BBDC — Risk / Return Rank

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

TCPC
TCPC Risk / Return Rank: 33
Overall Rank
TCPC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TCPC Sortino Ratio Rank: 22
Sortino Ratio Rank
TCPC Omega Ratio Rank: 33
Omega Ratio Rank
TCPC Calmar Ratio Rank: 44
Calmar Ratio Rank
TCPC Martin Ratio Rank: 44
Martin Ratio Rank

BBDC
BBDC Risk / Return Rank: 4141
Overall Rank
BBDC Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BBDC Sortino Ratio Rank: 3636
Sortino Ratio Rank
BBDC Omega Ratio Rank: 3535
Omega Ratio Rank
BBDC Calmar Ratio Rank: 4444
Calmar Ratio Rank
BBDC Martin Ratio Rank: 4343
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.

TCPC vs. BBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock TCP Capital Corp. (TCPC) 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.


TCPCBBDCDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-2.33

Omega ratioGain probability vs. loss probability

0.74

1.02

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.95

0.08

-1.03

Martin ratioReturn relative to average drawdown

-1.59

0.16

-1.75

TCPC vs. BBDC - Sharpe Ratio Comparison

The current TCPC Sharpe Ratio is -1.40, which is lower than the BBDC Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of TCPC 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.


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Drawdowns

TCPC vs. BBDC - Drawdown Comparison

The maximum TCPC drawdown since its inception was -69.08%, which is greater than BBDC's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for TCPC and BBDC.


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Drawdown Indicators


TCPCBBDCDifference

Max Drawdown

Largest peak-to-trough decline

-69.08%

-48.45%

-20.63%

Max Drawdown (1Y)

Largest decline over 1 year

-50.21%

-12.28%

-37.93%

Max Drawdown (3Y)

Largest decline over 3 years

-58.91%

-24.51%

-34.40%

Max Drawdown (5Y)

Largest decline over 5 years

-58.91%

-27.55%

-31.36%

Max Drawdown (10Y)

Largest decline over 10 years

-69.08%

Current Drawdown

Current decline from peak

-58.63%

-9.77%

-48.86%

Average Drawdown

Average peak-to-trough decline

-10.07%

-7.98%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.10%

5.69%

+24.41%

Volatility

TCPC vs. BBDC - Volatility Comparison

BlackRock TCP Capital Corp. (TCPC) has a higher volatility of 11.31% compared to Barings BDC, Inc. (BBDC) at 6.62%. This indicates that TCPC'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


TCPCBBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.31%

6.62%

+4.69%

Volatility (6M)

Calculated over the trailing 6-month period

30.56%

15.45%

+15.11%

Volatility (1Y)

Calculated over the trailing 1-year period

34.21%

18.91%

+15.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.45%

19.45%

+7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.53%

24.21%

+10.32%

Dividends

TCPC vs. BBDC - Dividend Comparison

TCPC's dividend yield for the trailing twelve months is around 26.67%, more than BBDC's 13.47% yield.


PositionTTM20252024202320222021202020192018201720162015
BBDC
Barings BDC, Inc.
13.47%12.96%10.87%11.89%11.66%7.44%7.07%5.25%21.24%0.00%0.00%0.00%
TCPC
BlackRock TCP Capital Corp.
26.67%20.48%16.76%14.64%9.81%8.88%11.74%10.25%11.04%9.42%8.52%10.34%

Financials

TCPC vs. BBDC - Financials Comparison

This section allows you to compare key financial metrics between BlackRock TCP Capital Corp. and Barings BDC, 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


-20.00M0.0020.00M40.00M60.00M80.00M20222023202420252026
42.58M
0
(TCPC) Total Revenue
(BBDC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TCPC and BBDC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCPC has higher volatility (11.31%) compared to BBDC (6.62%). In terms of maximum drawdown, TCPC dropped -69.08% vs BBDC's -48.45%.

BBDC currently has the higher Sharpe Ratio (0.05 vs -1.40), 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.

Portfolio Optimizer

Find the right allocation for TCPC and BBDC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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