BSRT.L vs. ^DJUSST
Compare and contrast key facts about Baker Steel Resources Trust (BSRT.L) and Dow Jones U.S. Iron & Steel Index (^DJUSST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSRT.L or ^DJUSST.
Performance
BSRT.L vs. ^DJUSST - Performance Comparison
Returns By Period
In the year-to-date period, BSRT.L achieves a 35.44% return, which is significantly higher than ^DJUSST's -8.22% return. Over the past 10 years, BSRT.L has underperformed ^DJUSST with an annualized return of 5.11%, while ^DJUSST has yielded a comparatively higher 9.33% annualized return.
BSRT.L
35.44%
12.63%
-0.93%
52.86%
-0.73%
5.11%
^DJUSST
-8.22%
-2.84%
-7.90%
2.94%
19.65%
9.33%
Key characteristics
BSRT.L | ^DJUSST | |
---|---|---|
Sharpe Ratio | 0.66 | 0.13 |
Sortino Ratio | 1.69 | 0.42 |
Omega Ratio | 1.56 | 1.05 |
Calmar Ratio | 0.76 | 0.13 |
Martin Ratio | 1.96 | 0.24 |
Ulcer Index | 28.09% | 14.91% |
Daily Std Dev | 83.55% | 27.45% |
Max Drawdown | -89.56% | -81.48% |
Current Drawdown | -57.03% | -19.76% |
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Correlation
The correlation between BSRT.L and ^DJUSST is 0.13, 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.
Risk-Adjusted Performance
BSRT.L vs. ^DJUSST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baker Steel Resources Trust (BSRT.L) and Dow Jones U.S. Iron & Steel Index (^DJUSST). 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.
Drawdowns
BSRT.L vs. ^DJUSST - Drawdown Comparison
The maximum BSRT.L drawdown since its inception was -89.56%, which is greater than ^DJUSST's maximum drawdown of -81.48%. Use the drawdown chart below to compare losses from any high point for BSRT.L and ^DJUSST. For additional features, visit the drawdowns tool.
Volatility
BSRT.L vs. ^DJUSST - Volatility Comparison
The current volatility for Baker Steel Resources Trust (BSRT.L) is 7.96%, while Dow Jones U.S. Iron & Steel Index (^DJUSST) has a volatility of 15.77%. This indicates that BSRT.L experiences smaller price fluctuations and is considered to be less risky than ^DJUSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.