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 31.65% return, which is significantly higher than ^DJUSST's -9.05% return. Over the past 10 years, BSRT.L has underperformed ^DJUSST with an annualized return of 4.81%, while ^DJUSST has yielded a comparatively higher 9.42% annualized return.
BSRT.L
31.65%
9.47%
-4.59%
48.57%
-1.30%
4.81%
^DJUSST
-9.05%
-3.73%
-8.69%
2.01%
19.34%
9.42%
Key characteristics
| BSRT.L | ^DJUSST | |
|---|---|---|
| Sharpe Ratio | 0.58 | 0.07 |
| Sortino Ratio | 1.59 | 0.32 |
| Omega Ratio | 1.52 | 1.04 |
| Calmar Ratio | 0.67 | 0.07 |
| Martin Ratio | 1.73 | 0.13 |
| Ulcer Index | 28.03% | 14.86% |
| Daily Std Dev | 83.36% | 27.40% |
| Max Drawdown | -89.56% | -81.48% |
| Current Drawdown | -58.23% | -20.48% |
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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 7.36%, while Dow Jones U.S. Iron & Steel Index (^DJUSST) has a volatility of 15.74%. 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.