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BTZ vs. BIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BTZ vs. BIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Credit Allocation Income Trust (BTZ) and BlackRock Multi-Sector Income Trust (BIT). The values are adjusted to include any dividend payments, if applicable.

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BTZ vs. BIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTZ
BlackRock Credit Allocation Income Trust
-4.47%13.70%11.25%12.78%-27.11%9.34%13.25%33.62%-10.31%9.36%
BIT
BlackRock Multi-Sector Income Trust
-1.37%2.31%7.43%16.78%-14.41%12.04%19.67%14.50%-8.04%19.97%

Fundamentals

Total Revenue (TTM)

BTZ:

$163.42M

BIT:

$85.81M

Gross Profit (TTM)

BTZ:

$152.69M

BIT:

$70.89M

EBITDA (TTM)

BTZ:

$120.76M

BIT:

-$28.04M

Returns By Period

In the year-to-date period, BTZ achieves a -4.47% return, which is significantly lower than BIT's -1.37% return. Over the past 10 years, BTZ has underperformed BIT with an annualized return of 5.83%, while BIT has yielded a comparatively higher 7.81% annualized return.


BTZ

1D
3.70%
1M
-4.01%
YTD
-4.47%
6M
-4.19%
1Y
3.51%
3Y*
9.32%
5Y*
1.39%
10Y*
5.83%

BIT

1D
2.04%
1M
-3.12%
YTD
-1.37%
6M
-1.04%
1Y
-0.80%
3Y*
6.34%
5Y*
2.95%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BTZ vs. BIT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTZ
BTZ Risk / Return Rank: 5050
Overall Rank
BTZ Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BTZ Sortino Ratio Rank: 4343
Sortino Ratio Rank
BTZ Omega Ratio Rank: 4545
Omega Ratio Rank
BTZ Calmar Ratio Rank: 5252
Calmar Ratio Rank
BTZ Martin Ratio Rank: 5757
Martin Ratio Rank

BIT
BIT Risk / Return Rank: 3535
Overall Rank
BIT Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BIT Sortino Ratio Rank: 3030
Sortino Ratio Rank
BIT Omega Ratio Rank: 3030
Omega Ratio Rank
BIT Calmar Ratio Rank: 4040
Calmar Ratio Rank
BIT Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTZ vs. BIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Credit Allocation Income Trust (BTZ) and BlackRock Multi-Sector Income Trust (BIT). 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.


BTZBITDifference

Sharpe ratio

Return per unit of total volatility

0.32

-0.07

+0.39

Sortino ratio

Return per unit of downside risk

0.51

-0.02

+0.52

Omega ratio

Gain probability vs. loss probability

1.08

1.00

+0.08

Calmar ratio

Return relative to maximum drawdown

0.42

-0.07

+0.49

Martin ratio

Return relative to average drawdown

1.45

-0.15

+1.60

BTZ vs. BIT - Sharpe Ratio Comparison

The current BTZ Sharpe Ratio is 0.32, which is higher than the BIT Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of BTZ and BIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTZBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

-0.07

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.25

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.49

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.40

-0.22

Correlation

The correlation between BTZ and BIT is 0.39, 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.


Dividends

BTZ vs. BIT - Dividend Comparison

BTZ's dividend yield for the trailing twelve months is around 9.97%, less than BIT's 11.72% yield.


TTM20252024202320222021202020192018201720162015
BTZ
BlackRock Credit Allocation Income Trust
9.97%9.30%9.63%9.76%9.14%6.69%6.84%6.23%7.19%6.25%6.90%7.83%
BIT
BlackRock Multi-Sector Income Trust
11.72%11.15%10.17%9.90%9.58%8.18%8.46%8.84%9.12%8.44%11.65%8.66%

Drawdowns

BTZ vs. BIT - Drawdown Comparison

The maximum BTZ drawdown since its inception was -74.62%, which is greater than BIT's maximum drawdown of -43.54%. Use the drawdown chart below to compare losses from any high point for BTZ and BIT.


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Drawdown Indicators


BTZBITDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-43.54%

-31.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-9.15%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-34.67%

-23.72%

-10.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

-43.54%

+8.22%

Current Drawdown

Current decline from peak

-5.94%

-6.83%

+0.89%

Average Drawdown

Average peak-to-trough decline

-12.58%

-4.87%

-7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

4.45%

-1.77%

Volatility

BTZ vs. BIT - Volatility Comparison

BlackRock Credit Allocation Income Trust (BTZ) has a higher volatility of 5.77% compared to BlackRock Multi-Sector Income Trust (BIT) at 3.96%. This indicates that BTZ's price experiences larger fluctuations and is considered to be riskier than BIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTZBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

3.96%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.05%

5.43%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

11.51%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

12.06%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.09%

15.99%

-2.90%

Financials

BTZ vs. BIT - Financials Comparison

This section allows you to compare key financial metrics between BlackRock Credit Allocation Income Trust and BlackRock Multi-Sector Income Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00M20.00M30.00M40.00M50.00M60.00M70.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
57.36M
12.21M
(BTZ) Total Revenue
(BIT) Total Revenue
Values in USD except per share items