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BKT vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKT and QQQ is 0.06, 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.


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Performance

BKT vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Income Trust (BKT) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.56%
4.83%
BKT
QQQ

Key characteristics

Sharpe Ratio

BKT:

0.36

QQQ:

1.73

Sortino Ratio

BKT:

0.56

QQQ:

2.29

Omega Ratio

BKT:

1.07

QQQ:

1.31

Calmar Ratio

BKT:

0.12

QQQ:

2.28

Martin Ratio

BKT:

1.06

QQQ:

8.17

Ulcer Index

BKT:

3.41%

QQQ:

3.79%

Daily Std Dev

BKT:

10.02%

QQQ:

17.95%

Max Drawdown

BKT:

-35.78%

QQQ:

-82.98%

Current Drawdown

BKT:

-21.62%

QQQ:

-3.48%

Returns By Period

In the year-to-date period, BKT achieves a 0.87% return, which is significantly lower than QQQ's 1.44% return. Over the past 10 years, BKT has underperformed QQQ with an annualized return of 1.74%, while QQQ has yielded a comparatively higher 18.86% annualized return.


BKT

YTD

0.87%

1M

-2.60%

6M

1.56%

1Y

3.28%

5Y*

-1.22%

10Y*

1.74%

QQQ

YTD

1.44%

1M

-0.73%

6M

4.83%

1Y

31.64%

5Y*

20.15%

10Y*

18.86%

*Annualized

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BKT vs. QQQ - Expense Ratio Comparison

BKT has a 2.06% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for BKT: current value at 2.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.06%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

BKT vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Income Trust (BKT) and Invesco QQQ (QQQ). 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.


The chart of Sharpe ratio for BKT, currently valued at 0.36, compared to the broader market-1.000.001.002.003.000.361.73
The chart of Sortino ratio for BKT, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.000.562.29
The chart of Omega ratio for BKT, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.31
The chart of Calmar ratio for BKT, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.000.122.28
The chart of Martin ratio for BKT, currently valued at 1.06, compared to the broader market0.0010.0020.0030.0040.0050.001.068.17
BKT
QQQ

The current BKT Sharpe Ratio is 0.36, which is lower than the QQQ Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BKT and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.36
1.73
BKT
QQQ

Dividends

BKT vs. QQQ - Dividend Comparison

BKT's dividend yield for the trailing twelve months is around 9.09%, more than QQQ's 0.55% yield.


TTM20242023202220212020201920182017201620152014
BKT
BlackRock Income Trust
9.09%9.17%8.67%8.26%7.22%6.72%6.74%6.49%5.25%5.18%5.89%6.59%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

BKT vs. QQQ - Drawdown Comparison

The maximum BKT drawdown since its inception was -35.78%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BKT and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-21.62%
-3.48%
BKT
QQQ

Volatility

BKT vs. QQQ - Volatility Comparison

The current volatility for BlackRock Income Trust (BKT) is 3.08%, while Invesco QQQ (QQQ) has a volatility of 5.95%. This indicates that BKT experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
3.08%
5.95%
BKT
QQQ