Barings BDC Inc

10-Year Study

BBDC.US · Financial Services · US · Common Stock

Executive Summary: Barings BDC Inc has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 50.2% and an annualized volatility of 19.6%.

1Y CAGR
+0.7%
3Y CAGR
+13.4%
5Y CAGR
+5.7%
10Y CAGR
+2.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +29.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -42.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.0-10.00.66.4————————-4.6%
20255.73.0-8.0-8.76.9-1.31.17.1-8.62.71.73.43.1%
20244.79.1-2.5-0.28.3-0.63.20.10.1-1.35.9-4.123.9%
20237.5-1.0-5.7-4.04.22.06.511.1-1.1-0.82.0-2.118.7%
2022-1.62.3-4.8-1.51.8-8.05.71.3-14.97.73.1-8.9-18.5%
2021-4.09.94.84.00.92.81.50.74.22.0-2.12.129.4%
20200.2-8.3-19.4-9.614.84.3-4.27.00.3-6.117.76.1-3.4%
20199.9-2.93.31.3-0.40.70.31.32.91.21.40.220.4%
201812.21.85.34.1-2.21.54.33.5-5.5-0.30.4-9.215.3%
20173.81.61.0-0.9-5.81.3-1.8-20.37.0-13.8-20.3-0.2-42.1%
2016———3.3-12.26.42.61.20.2-2.4-0.6-1.7-4.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 19.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 18.8% of variance. Idiosyncratic stock-specific factors contribute 28.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110325.547105385689
2016-05-019062.16048424647
2016-06-019643.152775622122
2016-07-019896.916550261265
2016-08-0110011.381861451704
2016-09-0110026.514563609086
2016-10-019782.192560401469
2016-11-019726.188628485696
2016-12-019559.858244089191
2017-01-019924.724507217134
2017-02-0110086.269336230533
2017-03-0110187.54203528377
2017-04-0110096.875161674168
2017-05-019515.106834290444
2017-06-019642.506078948729
2017-07-019472.942211185265
2017-08-017551.994412540741
2017-09-018078.146826012728
2017-10-016963.759118423095
2017-11-015549.433493714108
2017-12-015538.698328935796
2018-01-016215.660406642868
2018-02-016326.633555796989
2018-03-016662.398468622277
2018-04-016937.761912152723
2018-05-016782.166692534533
2018-06-016883.956748926483
2018-07-017183.247969372445
2018-08-017431.191473951058
2018-09-017025.195302395365
2018-10-017004.242330177453
2018-11-017032.308965802679
2018-12-016388.069739769258
2019-01-017019.116353665477
2019-02-016813.466811526721
2019-03-017040.586683222102
2019-04-017133.840343525273
2019-05-017105.127011226654
2019-06-017155.05199441254
2019-07-017176.910341973201
2019-08-017271.457395623156
2019-09-017484.608619173263
2019-10-017573.076724093331
2019-11-017676.418852501423
2019-12-017691.292875989446
2020-01-017706.296238812147
2020-02-017062.833048786797
2020-03-015694.422887888665
2020-04-015146.28278752134
2020-05-015907.57411143877
2020-06-016161.855243416628
2020-07-015905.763360753271
2020-08-016317.062445030782
2020-09-016333.100522530911
2020-10-015945.2118578302025
2020-11-016998.422060116923
2020-12-017426.276579233277
2021-01-017127.632055460706
2021-02-017829.8153034300785
2021-03-018209.555590046044
2021-04-018538.594857468053
2021-05-018612.706296238812
2021-06-018851.466708055255
2021-07-018985.591598116818
2021-08-019044.311656060841
2021-09-019422.241191991308
2021-10-019610.300584613793
2021-11-019408.401883180713
2021-12-019608.87785193233
2022-01-019451.989238967355
2022-02-019670.702053908635
2022-03-019207.667235759738
2022-04-019065.135288944073
2022-05-019225.516063945366
2022-06-018485.695069584563
2022-07-018968.77748460862
2022-08-019087.25231517409
2022-09-017733.84551709866
2022-10-018332.298618655905
2022-11-018594.081432045114
2022-12-017829.427285426043
2023-01-018415.463810854157
2023-02-018328.935795954265
2023-03-017853.096383672202
2023-04-017536.603031714004
2023-05-017853.096383672202
2023-06-018006.234155931502
2023-07-018527.08365668167
2023-08-019476.822391225618
2023-09-019373.092244813492
2023-10-019299.498163381448
2023-11-019488.850949350717
2023-12-019293.548553986237
2024-01-019726.835325159087
2024-02-0110615.00853639609
2024-03-0110347.40545294635
2024-04-0110325.159087381655
2024-05-0111181.90284029179
2024-06-0111111.542242226704
2024-07-0111465.544001241657
2024-08-0111477.05520202804
2024-09-0111487.790366806352
2024-10-0111335.428630555121
2024-11-0112003.595633504061
2024-12-0111511.071447048478
2025-01-0112172.642143928811
2025-02-0112533.498887681722
2025-03-0111531.507061927672
2025-04-0110528.22184282684
2025-05-0111253.427492368979
2025-06-0111107.791401521032
2025-07-0111229.370376118786
2025-08-0112031.403590459928
2025-09-0110992.6793936572
2025-10-0111293.910704123338
2025-11-0111482.0994360805
2025-12-0111873.350923482849
2026-01-0111756.945522272234
2026-02-0110585.001810750686
2026-03-0110644.627244037456
2026-04-0111330.125717833305
Annual Return Matrix
YearAnnual Return
2017-0.42062965919391715
20180.15335217056254802
20190.20400890868596888
2020-0.03445666431238026
20210.29390250274308993
2022-0.18518817638507512
20230.1870023457891432
20240.23860884571492202
20250.031472263733300254
2026-0.04575163398692805
Total Factor Risk
0.196159195218166
VTI.US Exposure
-0.00646669195016689
VEA.US Exposure
-0.03723925696262615
VWO.US Exposure
0.031058790421757194
QQQ.US Exposure
-0.028370075768806156
VTV.US Exposure
0.004109641786002948
IJR.US Exposure
0.10921036744936582
QUAL.US Exposure
0.07832043440757391
SHV.US Exposure
0.1317421390731782
TLT.US Exposure
0.0723546122031431
LQD.US Exposure
0.18811084881733176
HYG.US Exposure
0.03226709470883071
GLD.US Exposure
0.049370658798893394
USO.US Exposure
0.00023356482604491605
VNQ.US Exposure
0.022259749576329122
BTC-USD.CC Exposure
-0.0018069007038294426
CPER.US Exposure
0.021871087986064713
VIX.INDX Exposure
-0.02528269569756072
UUP.US Exposure
0.0010010270127639173
TIP.US Exposure
0.0691103805898371
Idiosyncratic Exposure
0.2881452234258725
Value Score
46.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →8.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →12.75%
Market Cap$876.4M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$336
Avg Yield on Cost
3.36%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$336.283.36%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Barings BDC Inc a high-risk investment?

Barings BDC Inc (BBDC.US) has an annualized volatility of 19.6% and experienced a maximum drawdown of 50.2% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of BBDC.US?

Over the past 10 years, BBDC.US has generated a Compound Annual Growth Rate (CAGR) of 2.3%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Barings BDC Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest