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.
Key characteristics
BSRT.L | ^DJUSST | |
---|---|---|
YTD Return | 21.01% | -15.02% |
1Y Return | 42.69% | -0.09% |
3Y Return (Ann) | -17.15% | 12.22% |
5Y Return (Ann) | -2.41% | 18.88% |
10Y Return (Ann) | 2.19% | 7.26% |
Sharpe Ratio | 0.52 | -0.18 |
Daily Std Dev | 82.44% | 23.17% |
Max Drawdown | -89.56% | -81.48% |
Current Drawdown | -61.61% | -25.71% |
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.
Performance
BSRT.L vs. ^DJUSST - Performance Comparison
In the year-to-date period, BSRT.L achieves a 21.01% return, which is significantly higher than ^DJUSST's -15.02% return. Over the past 10 years, BSRT.L has underperformed ^DJUSST with an annualized return of 2.19%, while ^DJUSST has yielded a comparatively higher 7.26% 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
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 5.49%, while Dow Jones U.S. Iron & Steel Index (^DJUSST) has a volatility of 8.20%. 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.