YCS vs. BCSF
Compare and contrast key facts about ProShares UltraShort Yen (YCS) and Bain Capital Specialty Finance, Inc. (BCSF).
YCS is a passively managed fund by ProShares that tracks the performance of the USD/JPY Exchange Rate (-200%). It was launched on Nov 25, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YCS or BCSF.
Key characteristics
| YCS | BCSF | |
|---|---|---|
| YTD Return | 22.29% | 13.41% |
| 1Y Return | 46.02% | 66.57% |
| 3Y Return (Ann) | 30.67% | 12.58% |
| 5Y Return (Ann) | 16.90% | 6.79% |
| Sharpe Ratio | 2.37 | 3.66 |
| Daily Std Dev | 18.62% | 17.32% |
| Max Drawdown | -49.56% | -62.45% |
| Current Drawdown | -6.38% | -1.48% |
Correlation
The correlation between YCS and BCSF is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
YCS vs. BCSF - Performance Comparison
In the year-to-date period, YCS achieves a 22.29% return, which is significantly higher than BCSF's 13.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
YCS vs. BCSF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) 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.
Dividends
YCS vs. BCSF - Dividend Comparison
YCS has not paid dividends to shareholders, while BCSF's dividend yield for the trailing twelve months is around 10.04%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BCSF Bain Capital Specialty Finance, Inc. | 10.04% | 10.60% | 11.58% | 8.93% | 11.72% | 8.17% | 2.41% |
Drawdowns
YCS vs. BCSF - Drawdown Comparison
The maximum YCS drawdown since its inception was -49.56%, smaller than the maximum BCSF drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for YCS and BCSF. For additional features, visit the drawdowns tool.
Volatility
YCS vs. BCSF - Volatility Comparison
ProShares UltraShort Yen (YCS) has a higher volatility of 7.86% compared to Bain Capital Specialty Finance, Inc. (BCSF) at 3.20%. This indicates that YCS'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.