BKN vs. ^GSPC
Compare and contrast key facts about BlackRock Investment Quality Municipal Trust Inc. (BKN) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BKN or ^GSPC.
Correlation
The correlation between BKN and ^GSPC is 0.10, 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
BKN vs. ^GSPC - Performance Comparison
Loading data...
Key characteristics
BKN:
-0.33
^GSPC:
0.61
BKN:
-0.44
^GSPC:
1.03
BKN:
0.94
^GSPC:
1.15
BKN:
-0.13
^GSPC:
0.67
BKN:
-0.59
^GSPC:
2.57
BKN:
8.27%
^GSPC:
4.93%
BKN:
12.52%
^GSPC:
19.67%
BKN:
-60.15%
^GSPC:
-56.78%
BKN:
-32.33%
^GSPC:
-4.88%
Returns By Period
In the year-to-date period, BKN achieves a 0.94% return, which is significantly higher than ^GSPC's -0.64% return. Over the past 10 years, BKN has underperformed ^GSPC with an annualized return of 2.12%, while ^GSPC has yielded a comparatively higher 10.69% annualized return.
BKN
0.94%
4.88%
-8.30%
-4.11%
-0.97%
2.12%
^GSPC
-0.64%
8.97%
-2.62%
11.90%
15.76%
10.69%
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
BKN vs. ^GSPC — Risk-Adjusted Performance Rank
BKN
^GSPC
BKN vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Investment Quality Municipal Trust Inc. (BKN) and S&P 500 (^GSPC). 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.
Loading data...
Drawdowns
BKN vs. ^GSPC - Drawdown Comparison
The maximum BKN drawdown since its inception was -60.15%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BKN and ^GSPC. For additional features, visit the drawdowns tool.
Loading data...
Volatility
BKN vs. ^GSPC - Volatility Comparison
The current volatility for BlackRock Investment Quality Municipal Trust Inc. (BKN) is 3.88%, while S&P 500 (^GSPC) has a volatility of 6.29%. This indicates that BKN experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...