Bain Capital Specialty Finance Inc

10-Year Study

BCSF.US · Financial Services · US · Common Stock

Executive Summary: Bain Capital Specialty Finance Inc has compounded at 4.1% annually over the last 10 years, with a maximum drawdown of 54.2% and an annualized volatility of 20.3%.

1Y CAGR
-6.9%
3Y CAGR
+14.2%
5Y CAGR
+6.7%
10Y CAGR
+4.1%

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 →
54.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +41.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -31.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.3-2.0-4.06.8————————-4.8%
20253.75.0-10.7-7.82.7-1.6-0.35.5-7.3-1.31.82.1-9.4%
20240.83.42.56.11.0-0.32.82.1-0.40.32.85.029.1%
202312.3-3.0-5.2-1.85.012.99.07.0-0.3-1.10.02.141.0%
20224.9-0.80.5-1.3-5.0-4.76.31.8-16.55.07.3-9.5-13.8%
20213.112.57.48.1-0.1-2.1-1.20.10.25.1-2.11.736.3%
20200.2-6.7-49.89.67.66.2-9.16.9-2.3-10.228.85.5-31.9%
201917.82.2-4.44.9-6.7-1.5-2.83.01.8-0.13.01.217.9%
2018———————————-8.9-8.9%

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 20.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 24.1% of variance. Idiosyncratic stock-specific factors contribute 28.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-11-0110000
2018-12-019111.742887421538
2019-01-0110730.822531996413
2019-02-0110969.878535909349
2019-03-0110488.81144534116
2019-04-0111005.033830602428
2019-05-0110271.460014673514
2019-06-0110121.769788864434
2019-07-019839.100839651097
2019-08-0110132.673025189533
2019-09-0110314.665362354284
2019-10-0110309.264693894189
2019-11-0110619.140784217821
2019-12-0110746.820738566887
2020-01-0110768.52531181218
2020-02-0110045.24333577892
2020-03-015043.816744110214
2020-04-015528.042716230538
2020-05-015949.192956713134
2020-06-016320.20868998125
2020-07-015744.069454634385
2020-08-016137.604956387055
2020-09-015996.16858237548
2020-10-015384.772152930627
2020-11-016936.801989076384
2020-12-017319.23045569414
2021-01-017542.492051846418
2021-02-018483.838754381673
2021-03-019108.4821064645
2021-04-019841.750224178693
2021-05-019829.420396184887
2021-06-019621.0361131491
2021-07-019501.508111192632
2021-08-019514.14363740116
2021-09-019533.402624928673
2021-10-0110015.183011331215
2021-11-019803.232249123666
2021-12-019973.913752343688
2022-01-0110465.782179832071
2022-02-0110387.115839243499
2022-03-0110434.397163120568
2022-04-0110293.877883753159
2022-05-019778.47069373115
2022-06-019321.96135974566
2022-07-019911.041819515774
2022-08-0110089.161979294042
2022-09-018427.080785848211
2022-10-018848.332925735715
2022-11-019494.477052254017
2022-12-018594.6034075161
2023-01-019649.058449498656
2023-02-019360.173636585963
2023-03-018870.139398385914
2023-04-018713.927610662755
2023-05-019145.471590445912
2023-06-0110322.409717127255
2023-07-0111246.943017852778
2023-08-0112034.014021358114
2023-09-0111999.164424879758
2023-10-0111865.98190266569
2023-11-0111865.98190266569
2023-12-0112118.59052743132
2024-01-0112215.0892638787
2024-02-0112633.28442161898
2024-03-0112952.127659574468
2024-04-0113736.75307736203
2024-05-0113869.018504931932
2024-06-0113823.367571533383
2024-07-0114204.777044102064
2024-08-0114501.406211787724
2024-09-0114448.010923616206
2024-10-0114491.521969511698
2024-11-0114900.648080215213
2024-12-0115643.087144371077
2025-01-0116223.506154724057
2025-02-0117027.08486182441
2025-03-0115208.384283035788
2025-04-0114017.384038477216
2025-05-0114402.258090812751
2025-06-0114168.19515774028
2025-07-0114130.594277329423
2025-08-0114903.093665932991
2025-09-0113810.426347110135
2025-10-0113635.974565908537
2025-11-0113887.971794244722
2025-12-0114174.207222629822
2026-01-0113420.151626314502
2026-02-0113155.213173555067
2026-03-0112635.526208526944
2026-04-0113491.481209749736
Annual Return Matrix
YearAnnual Return
20190.17944732103915273
2020-0.3189399326790878
20210.3626997828145013
2022-0.13829178586023705
20230.4100232381675044
20240.29083387288000195
2025-0.0938996189297463
2026-0.04816678648454353
Total Factor Risk
0.20318435798503096
VTI.US Exposure
0.005567563917950043
VEA.US Exposure
0.13211695888608463
VWO.US Exposure
-0.004487827148500961
QQQ.US Exposure
0.006917453507130029
VTV.US Exposure
-0.055498707133048726
IJR.US Exposure
0.049257248891921075
QUAL.US Exposure
0.02192479358605782
SHV.US Exposure
0.24055621288347914
TLT.US Exposure
0.014857571678634746
LQD.US Exposure
0.05934583176782409
HYG.US Exposure
0.0184616705649246
GLD.US Exposure
0.011290549189556858
USO.US Exposure
-0.0002922676156319142
VNQ.US Exposure
0.09024081771165096
BTC-USD.CC Exposure
-0.011977068369600125
CPER.US Exposure
0.04377774676786476
VIX.INDX Exposure
0.010775679495365667
UUP.US Exposure
0.052253031899765025
TIP.US Exposure
0.026134885915788848
Idiosyncratic Exposure
0.2887778536027836
Value Score
46.7
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
20.3%

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 →8.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →13.66%
Market Cap$816.0M
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
$428
Avg Yield on Cost
4.28%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$427.984.28%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 →
+3.8%
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 →
-1.8%
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 →
9.5% 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 →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bain Capital Specialty Finance Inc a high-risk investment?

Bain Capital Specialty Finance Inc (BCSF.US) has an annualized volatility of 20.3% and experienced a maximum drawdown of 54.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BCSF.US has generated a Compound Annual Growth Rate (CAGR) of 4.1%. It has had a positive return in 50% 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.

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