BCAT vs. BRASX
Compare and contrast key facts about BlackRock Capital Allocation Trust (BCAT) and BlackRock Allocation Target Shares Series S Portfolio (BRASX).
BRASX is managed by Blackrock. It was launched on Sep 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCAT or BRASX.
Key characteristics
| BCAT | BRASX | |
|---|---|---|
| YTD Return | 23.89% | 4.10% |
| 1Y Return | 28.63% | 6.90% |
| 3Y Return (Ann) | 3.93% | 1.82% |
| Sharpe Ratio | 2.08 | 2.98 |
| Sortino Ratio | 3.03 | 5.55 |
| Omega Ratio | 1.38 | 1.76 |
| Calmar Ratio | 1.25 | 4.27 |
| Martin Ratio | 11.92 | 18.92 |
| Ulcer Index | 2.40% | 0.37% |
| Daily Std Dev | 13.76% | 2.36% |
| Max Drawdown | -36.13% | -10.61% |
| Current Drawdown | -0.92% | -1.19% |
Correlation
The correlation between BCAT and BRASX is 0.19, 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
BCAT vs. BRASX - Performance Comparison
In the year-to-date period, BCAT achieves a 23.89% return, which is significantly higher than BRASX's 4.10% 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
BCAT vs. BRASX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Allocation Trust (BCAT) and BlackRock Allocation Target Shares Series S Portfolio (BRASX). 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
BCAT vs. BRASX - Dividend Comparison
BCAT's dividend yield for the trailing twelve months is around 14.30%, more than BRASX's 4.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCAT BlackRock Capital Allocation Trust | 14.30% | 10.11% | 9.00% | 6.42% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRASX BlackRock Allocation Target Shares Series S Portfolio | 4.21% | 4.06% | 2.66% | 1.61% | 2.66% | 3.08% | 2.24% | 2.88% | 3.36% | 3.26% | 1.78% | 0.64% |
Drawdowns
BCAT vs. BRASX - Drawdown Comparison
The maximum BCAT drawdown since its inception was -36.13%, which is greater than BRASX's maximum drawdown of -10.61%. Use the drawdown chart below to compare losses from any high point for BCAT and BRASX. For additional features, visit the drawdowns tool.
Volatility
BCAT vs. BRASX - Volatility Comparison
BlackRock Capital Allocation Trust (BCAT) has a higher volatility of 3.52% compared to BlackRock Allocation Target Shares Series S Portfolio (BRASX) at 0.50%. This indicates that BCAT's price experiences larger fluctuations and is considered to be riskier than BRASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.