BCAT vs. BTZ
Compare and contrast key facts about BlackRock Capital Allocation Trust (BCAT) and BlackRock Credit Allocation Income Trust (BTZ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCAT or BTZ.
Key characteristics
| BCAT | BTZ | |
|---|---|---|
| YTD Return | 23.89% | 14.37% |
| 1Y Return | 28.63% | 26.11% |
| 3Y Return (Ann) | 3.93% | -1.89% |
| Sharpe Ratio | 2.08 | 2.57 |
| Sortino Ratio | 3.03 | 3.64 |
| Omega Ratio | 1.38 | 1.49 |
| Calmar Ratio | 1.25 | 0.98 |
| Martin Ratio | 11.92 | 10.44 |
| Ulcer Index | 2.40% | 2.51% |
| Daily Std Dev | 13.76% | 10.20% |
| Max Drawdown | -36.13% | -74.66% |
| Current Drawdown | -0.92% | -7.70% |
Fundamentals
| BCAT | BTZ | |
|---|---|---|
| Market Cap | $1.75B | $1.02B |
| EPS | $1.96 | $1.07 |
| PE Ratio | 8.31 | 10.21 |
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.
Performance
BCAT vs. BTZ - Performance Comparison
In the year-to-date period, BCAT achieves a 23.89% return, which is significantly higher than BTZ's 14.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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.
Dividends
BCAT vs. BTZ - Dividend Comparison
BCAT's dividend yield for the trailing twelve months is around 14.30%, more than BTZ's 9.23% 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% |
BTZ BlackRock Credit Allocation Income Trust | 9.23% | 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 -74.66%. Use the drawdown chart below to compare losses from any high point for BCAT and BTZ. For additional features, visit the drawdowns tool.
Volatility
BCAT vs. BTZ - Volatility Comparison
BlackRock Capital Allocation Trust (BCAT) has a higher volatility of 3.52% compared to BlackRock Credit Allocation Income Trust (BTZ) at 3.23%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities