BIGZ vs. CRT
Compare and contrast key facts about Blackrock Innovation & Growth Trust (BIGZ) and Cross Timbers Royalty Trust (CRT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGZ or CRT.
Key characteristics
BIGZ | CRT | |
---|---|---|
YTD Return | 13.00% | -24.69% |
1Y Return | 18.63% | -27.65% |
3Y Return (Ann) | -19.13% | 26.10% |
Sharpe Ratio | 1.01 | -0.56 |
Daily Std Dev | 22.23% | 45.60% |
Max Drawdown | -67.28% | -83.46% |
Current Drawdown | -53.64% | -52.40% |
Fundamentals
BIGZ | CRT | |
---|---|---|
Market Cap | $1.78B | $78.66M |
EPS | -$0.40 | $1.98 |
Revenue (TTM) | $0.00 | $12.77M |
Gross Profit (TTM) | $0.00 | $7.44M |
Correlation
The correlation between BIGZ and CRT is 0.12, 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
BIGZ vs. CRT - Performance Comparison
In the year-to-date period, BIGZ achieves a 13.00% return, which is significantly higher than CRT's -24.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
BIGZ vs. CRT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock Innovation & Growth Trust (BIGZ) and Cross Timbers Royalty Trust (CRT). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Blackrock Innovation & Growth Trust | 1.01 | ||||
Cross Timbers Royalty Trust | -0.56 |
Dividends
BIGZ vs. CRT - Dividend Comparison
BIGZ's dividend yield for the trailing twelve months is around 8.47%, less than CRT's 13.39% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Blackrock Innovation & Growth Trust | 8.47% | 10.45% | 14.54% | 4.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Cross Timbers Royalty Trust | 13.39% | 10.96% | 7.69% | 9.71% | 9.46% | 10.04% | 13.06% | 6.87% | 5.90% | 10.41% | 15.34% | 7.87% |
Drawdowns
BIGZ vs. CRT - Drawdown Comparison
The maximum BIGZ drawdown since its inception was -67.28%, smaller than the maximum CRT drawdown of -83.46%. The drawdown chart below compares losses from any high point along the way for BIGZ and CRT
Volatility
BIGZ vs. CRT - Volatility Comparison
The current volatility for Blackrock Innovation & Growth Trust (BIGZ) is 4.79%, while Cross Timbers Royalty Trust (CRT) has a volatility of 19.42%. This indicates that BIGZ experiences smaller price fluctuations and is considered to be less risky than CRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.