PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BCAT vs. BTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BCAT and BTZ is 0.33, 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.


-0.50.00.51.00.3

Performance

BCAT vs. BTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Capital Allocation Trust (BCAT) and BlackRock Credit Allocation Income Trust (BTZ). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.92%
7.75%
BCAT
BTZ

Key characteristics

Sharpe Ratio

BCAT:

1.51

BTZ:

1.18

Sortino Ratio

BCAT:

2.22

BTZ:

1.67

Omega Ratio

BCAT:

1.27

BTZ:

1.22

Calmar Ratio

BCAT:

1.02

BTZ:

0.59

Martin Ratio

BCAT:

8.70

BTZ:

4.45

Ulcer Index

BCAT:

2.42%

BTZ:

2.60%

Daily Std Dev

BCAT:

13.99%

BTZ:

9.77%

Max Drawdown

BCAT:

-36.13%

BTZ:

-74.65%

Current Drawdown

BCAT:

-4.42%

BTZ:

-9.15%

Fundamentals

Market Cap

BCAT:

$1.69B

BTZ:

$1.01B

EPS

BCAT:

$1.96

BTZ:

$1.07

PE Ratio

BCAT:

8.02

BTZ:

10.11

Returns By Period

In the year-to-date period, BCAT achieves a 21.15% return, which is significantly higher than BTZ's 12.55% return.


BCAT

YTD

21.15%

1M

-2.45%

6M

6.27%

1Y

20.99%

5Y*

N/A

10Y*

N/A

BTZ

YTD

12.55%

1M

0.11%

6M

4.31%

1Y

12.00%

5Y*

3.11%

10Y*

5.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BCAT vs. BTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Allocation Trust (BCAT) and BlackRock Credit Allocation Income Trust (BTZ). 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.


Sharpe ratio
The chart of Sharpe ratio for BCAT, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.511.18
The chart of Sortino ratio for BCAT, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.221.67
The chart of Omega ratio for BCAT, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.22
The chart of Calmar ratio for BCAT, currently valued at 1.02, compared to the broader market0.002.004.006.001.020.59
The chart of Martin ratio for BCAT, currently valued at 8.70, compared to the broader market0.0010.0020.008.704.45
BCAT
BTZ

The current BCAT Sharpe Ratio is 1.51, which is comparable to the BTZ Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of BCAT and BTZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.51
1.18
BCAT
BTZ

Dividends

BCAT vs. BTZ - Dividend Comparison

BCAT's dividend yield for the trailing twelve months is around 17.25%, more than BTZ's 9.53% yield.


TTM20232022202120202019201820172016201520142013
BCAT
BlackRock Capital Allocation Trust
17.25%10.11%9.00%6.42%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTZ
BlackRock Credit Allocation Income Trust
9.53%9.77%9.15%6.70%6.85%6.24%7.19%6.28%6.92%7.88%7.52%7.32%

Drawdowns

BCAT vs. BTZ - Drawdown Comparison

The maximum BCAT drawdown since its inception was -36.13%, smaller than the maximum BTZ drawdown of -74.65%. Use the drawdown chart below to compare losses from any high point for BCAT and BTZ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.42%
-9.15%
BCAT
BTZ

Volatility

BCAT vs. BTZ - Volatility Comparison

BlackRock Capital Allocation Trust (BCAT) has a higher volatility of 3.46% compared to BlackRock Credit Allocation Income Trust (BTZ) at 2.56%. This indicates that BCAT's price experiences larger fluctuations and is considered to be riskier than BTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.46%
2.56%
BCAT
BTZ

Financials

BCAT vs. BTZ - Financials Comparison

This section allows you to compare key financial metrics between BlackRock Capital Allocation Trust and BlackRock Credit Allocation Income Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab