BGR vs. CTA
Compare and contrast key facts about BlackRock Energy and Resources Trust (BGR) and Simplify Managed Futures Strategy ETF (CTA).
CTA is an actively managed fund by Simplify. It was launched on Mar 7, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGR or CTA.
Key characteristics
| BGR | CTA | |
|---|---|---|
| YTD Return | 14.64% | 17.18% |
| 1Y Return | 13.08% | 13.74% |
| Sharpe Ratio | 0.84 | 1.13 |
| Sortino Ratio | 1.23 | 1.73 |
| Omega Ratio | 1.15 | 1.21 |
| Calmar Ratio | 1.24 | 1.33 |
| Martin Ratio | 4.49 | 3.35 |
| Ulcer Index | 2.91% | 4.42% |
| Daily Std Dev | 15.64% | 13.09% |
| Max Drawdown | -72.56% | -18.07% |
| Current Drawdown | -0.22% | -2.63% |
Correlation
The correlation between BGR and CTA is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
BGR vs. CTA - Performance Comparison
In the year-to-date period, BGR achieves a 14.64% return, which is significantly lower than CTA's 17.18% 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
BGR vs. CTA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy and Resources Trust (BGR) and Simplify Managed Futures Strategy ETF (CTA). 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
BGR vs. CTA - Dividend Comparison
BGR's dividend yield for the trailing twelve months is around 5.98%, less than CTA's 8.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGR BlackRock Energy and Resources Trust | 5.98% | 6.25% | 4.64% | 4.81% | 9.28% | 7.88% | 8.96% | 6.60% | 6.93% | 11.93% | 13.83% | 16.95% |
CTA Simplify Managed Futures Strategy ETF | 8.27% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BGR vs. CTA - Drawdown Comparison
The maximum BGR drawdown since its inception was -72.56%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for BGR and CTA. For additional features, visit the drawdowns tool.
Volatility
BGR vs. CTA - Volatility Comparison
BlackRock Energy and Resources Trust (BGR) has a higher volatility of 4.55% compared to Simplify Managed Futures Strategy ETF (CTA) at 4.24%. This indicates that BGR's price experiences larger fluctuations and is considered to be riskier than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.