^DJUSST vs. BSRT.L
Compare and contrast key facts about Dow Jones U.S. Iron & Steel Index (^DJUSST) and Baker Steel Resources Trust (BSRT.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSST or BSRT.L.
Key characteristics
| ^DJUSST | BSRT.L | |
|---|---|---|
| YTD Return | -14.70% | 18.99% |
| 1Y Return | -3.78% | 40.30% |
| 3Y Return (Ann) | 12.01% | -17.60% |
| 5Y Return (Ann) | 18.49% | -2.74% |
| 10Y Return (Ann) | 7.55% | 1.75% |
| Sharpe Ratio | -0.05 | 0.49 |
| Daily Std Dev | 23.63% | 82.28% |
| Max Drawdown | -81.48% | -89.56% |
| Current Drawdown | -25.43% | -62.25% |
Correlation
The correlation between ^DJUSST and BSRT.L is 0.13, 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
^DJUSST vs. BSRT.L - Performance Comparison
In the year-to-date period, ^DJUSST achieves a -14.70% return, which is significantly lower than BSRT.L's 18.99% return. Over the past 10 years, ^DJUSST has outperformed BSRT.L with an annualized return of 7.55%, while BSRT.L has yielded a comparatively lower 1.75% annualized 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
^DJUSST vs. BSRT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Iron & Steel Index (^DJUSST) and Baker Steel Resources Trust (BSRT.L). 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.
Drawdowns
^DJUSST vs. BSRT.L - Drawdown Comparison
The maximum ^DJUSST drawdown since its inception was -81.48%, smaller than the maximum BSRT.L drawdown of -89.56%. Use the drawdown chart below to compare losses from any high point for ^DJUSST and BSRT.L. For additional features, visit the drawdowns tool.
Volatility
^DJUSST vs. BSRT.L - Volatility Comparison
Dow Jones U.S. Iron & Steel Index (^DJUSST) has a higher volatility of 8.20% compared to Baker Steel Resources Trust (BSRT.L) at 5.20%. This indicates that ^DJUSST's price experiences larger fluctuations and is considered to be riskier than BSRT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.