BKT vs. GS
BKT (BlackRock Income Trust) is fund fund managed by BlackRock, while GS (The Goldman Sachs Group, Inc.) is a stock. Over the past 10 years, BKT returned 1.20%/yr vs 25.02%/yr for GS. At a 0.07 correlation, their price movements are largely independent.
Performance
BKT vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, BKT achieves a 0.37% return, which is significantly lower than GS's 23.70% return. Over the past 10 years, BKT has underperformed GS with an annualized return of 1.20%, while GS has yielded a comparatively higher 25.02% annualized return.
BKT
- 1D
- 0.86%
- 1M
- 1.91%
- YTD
- 0.37%
- 6M
- 0.55%
- 1Y
- 0.51%
- 3Y*
- 4.64%
- 5Y*
- -2.68%
- 10Y*
- 1.20%
GS
- 1D
- -1.60%
- 1M
- 8.52%
- YTD
- 23.70%
- 6M
- 19.39%
- 1Y
- 65.92%
- 3Y*
- 54.26%
- 5Y*
- 26.94%
- 10Y*
- 25.02%
BKT vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKT BlackRock Income Trust | 0.37% | 5.92% | 3.33% | 7.69% | -21.51% | -0.44% | 7.36% | 14.91% | -2.59% | 2.58% |
GS The Goldman Sachs Group, Inc. | 23.70% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Correlation
The correlation between BKT and GS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 4, 1999 | 0.07 |
Over the past year, BKT and GS have become more correlated (0.28) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
BKT vs. GS — Risk / Return Rank
BKT
GS
BKT vs. GS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Income Trust (BKT) and The Goldman Sachs Group, Inc. (GS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BKT | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.38 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 3.41 | -3.33 |
| Martin ratioReturn relative to average drawdown | 0.17 | 11.31 | -11.14 |
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Drawdowns
BKT vs. GS - Drawdown Comparison
The maximum BKT drawdown since its inception was -48.86%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for BKT and GS.
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Drawdown Indicators
| BKT | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.86% | -78.84% | +29.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -19.42% | +13.18% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -30.90% | +18.59% |
Max Drawdown (5Y)Largest decline over 5 years | -35.70% | -32.84% | -2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -35.70% | -48.75% | +13.05% |
Current DrawdownCurrent decline from peak | -17.26% | -2.66% | -14.60% |
Average DrawdownAverage peak-to-trough decline | -14.76% | -22.63% | +7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 5.84% | -2.91% |
Volatility
BKT vs. GS - Volatility Comparison
The current volatility for BlackRock Income Trust (BKT) is 1.99%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 10.36%. This indicates that BKT experiences smaller price fluctuations and is considered to be less risky than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKT | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 10.36% | -8.37% |
Volatility (6M)Calculated over the trailing 6-month period | 5.05% | 23.25% | -18.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.86% | 28.48% | -21.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.21% | 28.03% | -16.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.74% | 29.78% | -20.04% |
Dividends
BKT vs. GS - Dividend Comparison
BKT's dividend yield for the trailing twelve months is around 10.01%, more than GS's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKT BlackRock Income Trust | 10.01% | 9.53% | 9.19% | 8.69% | 8.35% | 7.31% | 6.80% | 6.82% | 6.48% | 5.15% | 5.09% | 5.89% |
GS The Goldman Sachs Group, Inc. | 1.58% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
Frequently Asked Questions
BKT and GS have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (10.36%) compared to BKT (1.99%). In terms of maximum drawdown, BKT dropped -48.86% vs GS's -78.84%.
GS currently has the higher Sharpe Ratio (2.33 vs 0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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