BRSC.L vs. NAIT.L
Compare and contrast key facts about Blackrock Smaller Companies Trust plc (BRSC.L) and The North American Income Trust plc (NAIT.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRSC.L or NAIT.L.
Key characteristics
| BRSC.L | NAIT.L | |
|---|---|---|
| YTD Return | 3.83% | 19.88% |
| 1Y Return | 16.09% | 31.88% |
| 3Y Return (Ann) | -8.26% | 9.63% |
| 5Y Return (Ann) | 1.28% | 6.43% |
| 10Y Return (Ann) | 7.81% | 13.94% |
| Sharpe Ratio | 0.96 | 2.55 |
| Sortino Ratio | 1.53 | 3.80 |
| Omega Ratio | 1.19 | 1.47 |
| Calmar Ratio | 0.40 | 2.26 |
| Martin Ratio | 3.01 | 23.32 |
| Ulcer Index | 5.40% | 1.41% |
| Daily Std Dev | 16.89% | 12.86% |
| Max Drawdown | -65.63% | -52.57% |
| Current Drawdown | -31.00% | 0.00% |
Fundamentals
| BRSC.L | NAIT.L | |
|---|---|---|
| Market Cap | £666.16M | £428.88M |
| EPS | £2.65 | £0.40 |
| PE Ratio | 5.26 | 8.43 |
| Total Revenue (TTM) | £133.65M | £54.82M |
| Gross Profit (TTM) | £127.95M | £51.79M |
| EBITDA (TTM) | £99.56M | £8.00K |
Correlation
The correlation between BRSC.L and NAIT.L is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BRSC.L vs. NAIT.L - Performance Comparison
In the year-to-date period, BRSC.L achieves a 3.83% return, which is significantly lower than NAIT.L's 19.88% return. Over the past 10 years, BRSC.L has underperformed NAIT.L with an annualized return of 7.81%, while NAIT.L has yielded a comparatively higher 13.94% annualized 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
BRSC.L vs. NAIT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock Smaller Companies Trust plc (BRSC.L) and The North American Income Trust plc (NAIT.L). 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
BRSC.L vs. NAIT.L - Dividend Comparison
BRSC.L's dividend yield for the trailing twelve months is around 3.05%, less than NAIT.L's 3.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSC.L Blackrock Smaller Companies Trust plc | 3.05% | 2.93% | 2.69% | 1.58% | 1.87% | 1.87% | 2.33% | 1.76% | 1.93% | 0.02% | 0.02% | 1.21% |
NAIT.L The North American Income Trust plc | 3.53% | 4.76% | 3.78% | 3.64% | 3.97% | 9.85% | 12.91% | 13.89% | 5.60% | 0.04% | 0.03% | 2.82% |
Drawdowns
BRSC.L vs. NAIT.L - Drawdown Comparison
The maximum BRSC.L drawdown since its inception was -65.63%, which is greater than NAIT.L's maximum drawdown of -52.57%. Use the drawdown chart below to compare losses from any high point for BRSC.L and NAIT.L. For additional features, visit the drawdowns tool.
Volatility
BRSC.L vs. NAIT.L - Volatility Comparison
Blackrock Smaller Companies Trust plc (BRSC.L) has a higher volatility of 6.40% compared to The North American Income Trust plc (NAIT.L) at 4.56%. This indicates that BRSC.L's price experiences larger fluctuations and is considered to be riskier than NAIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BRSC.L vs. NAIT.L - Financials Comparison
This section allows you to compare key financial metrics between Blackrock Smaller Companies Trust plc and The North American Income Trust plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities