BLW vs. BCAT

In the year-to-date period, BLW achieves a 2.28% return, which is significantly lower than BCAT's 5.67% return.

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This table presents a comparison of risk-adjusted performance metrics for BlackRock Limited Duration Income Trust (BLW) and BlackRock Capital Allocation Trust (BCAT). 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 current BLW Sharpe Ratio is 1.07, which is comparable to the BCAT Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of BLW and BCAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BLW's dividend yield for the trailing twelve months is around 9.63%, less than BCAT's 22.17% yield.

The maximum BLW drawdown since its inception was -44.58%, which is greater than BCAT's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for BLW and BCAT. For additional features, visit the drawdowns tool.

The current volatility for BlackRock Limited Duration Income Trust (BLW) is 3.30%, while BlackRock Capital Allocation Trust (BCAT) has a volatility of 4.53%. This indicates that BLW experiences smaller price fluctuations and is considered to be less risky than BCAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between BlackRock Limited Duration Income Trust and BlackRock Capital Allocation Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.