Crescent Capital BDC Inc

10-Year Study

CCAP.US · Financial Services · US · Common Stock

Executive Summary: Crescent Capital BDC Inc has compounded at 8.9% annually over the last 10 years, with a maximum drawdown of 35.9% and an annualized volatility of 27.3%.

1Y CAGR
-6.3%
3Y CAGR
+11.1%
5Y CAGR
+4.2%
10Y CAGR
+8.9%

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 →
35.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +52.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.5%
% 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.
20262.4-12.0-4.010.0————————-4.9%
20252.0-5.8-4.7-6.7-2.5-6.40.411.4-6.6-1.01.60.8-17.5%
2024-5.82.95.40.45.35.90.9-2.52.9-1.76.81.423.5%
202318.73.6-10.73.5-4.415.510.8-1.96.9-9.17.86.652.6%
20223.8-4.44.7-0.4-1.7-8.47.15.1-11.4-7.60.7-5.6-18.5%
20216.47.45.66.21.83.2-1.91.05.25.0-7.1-3.332.5%
2020——-35.92.424.26.3-7.45.66.50.48.77.65.8%

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 27.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 29.9% of variance. Idiosyncratic stock-specific factors contribute 28.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-02-0110000
2020-03-016407.429416747797
2020-04-016560.164873373709
2020-05-018147.071095320581
2020-06-018660.656711888838
2020-07-018016.588486679901
2020-08-018462.024756293386
2020-09-019008.61033493065
2020-10-019044.012593088974
2020-11-019828.299047932129
2020-12-0110578.953357524879
2021-01-0111254.251431894905
2021-02-0112089.238977886234
2021-03-0112768.835897889774
2021-04-0113564.122340089265
2021-05-0113801.949652931433
2021-06-0114250.29396517935
2021-07-0113976.93795754258
2021-08-0114113.615961360963
2021-09-0114847.833508237347
2021-10-0115592.924605833787
2021-11-0114490.776447383396
2021-12-0114014.868948426498
2022-01-0114540.466045441328
2022-02-0113895.386327142154
2022-03-0114544.638454438558
2022-04-0114479.27071348194
2022-05-0114225.891694377364
2022-06-0113036.502256893958
2022-07-0113961.639124552732
2022-08-0114668.040611447575
2022-09-0113002.870111643551
2022-10-0112016.03216548027
2022-11-0112102.514824695603
2022-12-0111425.1937641451
2023-01-0113561.720043999952
2023-02-0114044.581557952233
2023-03-0112548.077530945367
2023-04-0112990.352884651858
2023-05-0112419.112161940044
2023-06-0114343.983512662628
2023-07-0115897.763335904214
2023-08-0115594.062535560306
2023-09-0116672.94635293523
2023-10-0115161.649239483635
2023-11-0116351.670860148437
2023-12-0117436.117889519668
2024-01-0116432.969617276303
2024-02-0116914.06101832067
2024-03-0117832.749617529178
2024-04-0117905.07137348118
2024-05-0118856.1277515773
2024-06-0119963.58624875144
2024-07-0120133.769961183953
2024-08-0119633.965937970188
2024-09-0120212.792858858782
2024-10-0119874.06911026539
2024-11-0121229.343414547802
2024-12-0121535.446510981023
2025-01-0121961.285101971145
2025-02-0120685.160131999848
2025-03-0119708.310680102666
2025-04-0118384.392661617632
2025-05-0117924.79548874082
2025-06-0116771.187619324577
2025-07-0116830.612838376048
2025-08-0118745.748568105097
2025-09-0117509.830448470748
2025-10-0117337.87662313032
2025-11-0117620.336068579232
2025-12-0117764.347397301844
2026-01-0118194.23196065292
2026-02-0116006.878153013617
2026-03-0115362.051307987003
2026-04-0116891.934606971718
Annual Return Matrix
YearAnnual Return
20210.3247878570574876
2022-0.18478054941585087
20230.5261113508847646
20240.23510558069381582
2025-0.17511125723612353
2026-0.04911032028469764
Total Factor Risk
0.2727836442324596
VTI.US Exposure
0.1918467851396051
VEA.US Exposure
-0.029662855358891804
VWO.US Exposure
0.033170763712740775
QQQ.US Exposure
-0.053055633722183616
VTV.US Exposure
-0.029369132856433958
IJR.US Exposure
0.04471733421969339
QUAL.US Exposure
-0.04750278670604411
SHV.US Exposure
0.29924382635006175
TLT.US Exposure
0.0063663176583864944
LQD.US Exposure
0.039979885471955266
HYG.US Exposure
0.007201307050865881
GLD.US Exposure
0.04894552561268892
USO.US Exposure
-0.0026064965662387436
VNQ.US Exposure
0.04457250753730769
BTC-USD.CC Exposure
0.008940424965529553
CPER.US Exposure
0.029667951117345184
VIX.INDX Exposure
0.04536634813264795
UUP.US Exposure
0.0038983586514586255
TIP.US Exposure
0.07651334572413405
Idiosyncratic Exposure
0.28176622386537165
Value Score
44.7
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
27.3%

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 →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →13.70%
Market Cap$456.7M
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
$531
Avg Yield on Cost
5.31%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$531.035.31%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 →
+2.0%
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 →
-3.1%
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 →
12.5% 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 →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Crescent Capital BDC Inc a high-risk investment?

Crescent Capital BDC Inc (CCAP.US) has an annualized volatility of 27.3% and experienced a maximum drawdown of 35.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CCAP.US has generated a Compound Annual Growth Rate (CAGR) of 8.9%. 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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