BRASX vs. BCAT
Compare and contrast key facts about BlackRock Allocation Target Shares Series S Portfolio (BRASX) and BlackRock Capital Allocation Trust (BCAT).
BRASX is managed by Blackrock. It was launched on Sep 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRASX or BCAT.
Key characteristics
| BRASX | BCAT | |
|---|---|---|
| YTD Return | 0.25% | 7.48% |
| 1Y Return | 3.96% | 13.82% |
| 3Y Return (Ann) | 0.55% | -2.69% |
| Sharpe Ratio | 1.77 | 1.20 |
| Daily Std Dev | 2.46% | 12.62% |
| Max Drawdown | -10.61% | -36.13% |
| Current Drawdown | -0.66% | -14.04% |
Correlation
The correlation between BRASX and BCAT is 0.22, 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
BRASX vs. BCAT - Performance Comparison
In the year-to-date period, BRASX achieves a 0.25% return, which is significantly lower than BCAT's 7.48% 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
BRASX vs. BCAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Allocation Target Shares Series S Portfolio (BRASX) 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.
Dividends
BRASX vs. BCAT - Dividend Comparison
BRASX's dividend yield for the trailing twelve months is around 3.98%, less than BCAT's 9.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRASX BlackRock Allocation Target Shares Series S Portfolio | 3.98% | 4.03% | 2.85% | 1.60% | 2.64% | 3.07% | 2.24% | 2.88% | 3.36% | 3.26% | 1.78% | 0.64% |
BCAT BlackRock Capital Allocation Trust | 9.84% | 10.08% | 9.01% | 6.42% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BRASX vs. BCAT - Drawdown Comparison
The maximum BRASX drawdown since its inception was -10.61%, smaller than the maximum BCAT drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for BRASX and BCAT. For additional features, visit the drawdowns tool.
Volatility
BRASX vs. BCAT - Volatility Comparison
The current volatility for BlackRock Allocation Target Shares Series S Portfolio (BRASX) is 0.50%, while BlackRock Capital Allocation Trust (BCAT) has a volatility of 4.24%. This indicates that BRASX 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.