BIGZ vs. FSK
Compare and contrast key facts about Blackrock Innovation & Growth Trust (BIGZ) and FS KKR Capital Corp. (FSK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGZ or FSK.
Key characteristics
| BIGZ | FSK | |
|---|---|---|
| YTD Return | 11.54% | 13.68% |
| 1Y Return | 25.83% | 19.59% |
| 3Y Return (Ann) | -18.67% | 12.86% |
| Sharpe Ratio | 1.28 | 1.33 |
| Sortino Ratio | 1.83 | 1.73 |
| Omega Ratio | 1.22 | 1.26 |
| Calmar Ratio | 0.39 | 1.74 |
| Martin Ratio | 4.32 | 5.65 |
| Ulcer Index | 5.77% | 3.40% |
| Daily Std Dev | 19.41% | 14.47% |
| Max Drawdown | -67.28% | -67.20% |
| Current Drawdown | -54.24% | -2.50% |
Fundamentals
| BIGZ | FSK | |
|---|---|---|
| Market Cap | $1.64B | $5.61B |
| EPS | $0.89 | $2.25 |
| PE Ratio | 8.44 | 8.91 |
Correlation
The correlation between BIGZ and FSK is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BIGZ vs. FSK - Performance Comparison
In the year-to-date period, BIGZ achieves a 11.54% return, which is significantly lower than FSK's 13.68% 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
BIGZ vs. FSK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock Innovation & Growth Trust (BIGZ) and FS KKR Capital Corp. (FSK). 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
BIGZ vs. FSK - Dividend Comparison
BIGZ's dividend yield for the trailing twelve months is around 10.03%, less than FSK's 14.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BIGZ Blackrock Innovation & Growth Trust | 10.03% | 10.45% | 14.54% | 4.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSK FS KKR Capital Corp. | 14.72% | 14.96% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.69% | 8.66% | 9.92% | 8.91% |
Drawdowns
BIGZ vs. FSK - Drawdown Comparison
The maximum BIGZ drawdown since its inception was -67.28%, roughly equal to the maximum FSK drawdown of -67.20%. Use the drawdown chart below to compare losses from any high point for BIGZ and FSK. For additional features, visit the drawdowns tool.
Volatility
BIGZ vs. FSK - Volatility Comparison
Blackrock Innovation & Growth Trust (BIGZ) has a higher volatility of 4.14% compared to FS KKR Capital Corp. (FSK) at 3.61%. This indicates that BIGZ's price experiences larger fluctuations and is considered to be riskier than FSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BIGZ vs. FSK - Financials Comparison
This section allows you to compare key financial metrics between Blackrock Innovation & Growth Trust and FS KKR Capital Corp.. 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