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CC vs. BKT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CC vs. BKT

Last updated Jun 4, 2026

CC (The Chemours Company) is a stock, while BKT (BlackRock Income Trust) is fund fund managed by BlackRock. Over the past 10 years, CC returned 13.99%/yr vs 1.09%/yr for BKT. At a 0.03 correlation, their price movements are largely independent.

Performance

CC vs. BKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Chemours Company (CC) and BlackRock Income Trust (BKT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CC achieves a 93.43% return, which is significantly higher than BKT's -1.23% return. Over the past 10 years, CC has outperformed BKT with an annualized return of 13.99%, while BKT has yielded a comparatively lower 1.09% annualized return.

CC

1D
-2.75%
1M
-16.64%
YTD
93.43%
6M
75.97%
1Y
132.66%
3Y*
-9.21%
5Y*
-6.37%
10Y*
13.99%

BKT

1D
-0.48%
1M
-0.49%
YTD
-1.23%
6M
-0.34%
1Y
0.79%
3Y*
3.85%
5Y*
-2.85%
10Y*
1.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CC vs. BKT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CC
The Chemours Company		93.43%-27.57%-44.01%6.53%-5.99%39.85%45.61%-32.54%-42.45%127.24%
BKT
BlackRock Income Trust		-1.23%5.92%3.33%7.69%-21.51%-0.44%7.36%14.91%-2.59%2.58%

Correlation

The correlation between CC and BKT is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2015

0.03

Compare stocks, funds, or ETFs

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The Chemours Company

BlackRock Income Trust

Often compared with CC:
CC vs. OLNCC vs. IOSPCC vs. SPYCC vs. TROXCC vs. ATICC vs. MAINCC vs. SCHD
Often compared with BKT:
BKT vs. SCHGBKT vs. SPYBKT vs. BTZBKT vs. XLKQ.LBKT vs. VPUBKT vs. VOOBKT vs. VYM

Return for Risk

CC vs. BKT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CC
CC Risk / Return Rank: 8484
Overall Rank
CC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CC Sortino Ratio Rank: 8282
Sortino Ratio Rank
CC Omega Ratio Rank: 8181
Omega Ratio Rank
CC Calmar Ratio Rank: 8484
Calmar Ratio Rank
CC Martin Ratio Rank: 8383
Martin Ratio Rank
BKT
BKT Risk / Return Rank: 33
Overall Rank
BKT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BKT Sortino Ratio Rank: 33
Sortino Ratio Rank
BKT Omega Ratio Rank: 33
Omega Ratio Rank
BKT Calmar Ratio Rank: 33
Calmar Ratio Rank
BKT Martin Ratio Rank: 33
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.

CC vs. BKT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Chemours Company (CC) and BlackRock Income Trust (BKT). 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.

CCBKTDifference
Sharpe ratioReturn per unit of total volatility
2.09
0.11

+1.98

Sortino ratioReturn per unit of downside risk
2.52
0.20

+2.32

Omega ratioGain probability vs. loss probability

1.32

1.03

+0.30

Calmar ratioReturn relative to maximum drawdown

3.35

0.13

+3.23

Martin ratioReturn relative to average drawdown

7.97

0.28

+7.69

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CC vs. BKT - Sharpe Ratio Comparison

The current CC Sharpe Ratio is 2.09, which is higher than the BKT Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of CC and BKT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

CCBKTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

0.11

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

-0.26

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.11

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.14

-0.03

Drawdowns

CC vs. BKT - Drawdown Comparison

The maximum CC drawdown since its inception was -86.15%, which is greater than BKT's maximum drawdown of -48.86%. Use the drawdown chart below to compare losses from any high point for CC and BKT.

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Drawdown Indicators

CCBKTDifference

Max Drawdown

Largest peak-to-trough decline

-86.15%

-48.86%

-37.29%

Max Drawdown (1Y)

Largest decline over 1 year

-39.79%

-6.24%

-33.55%

Max Drawdown (3Y)

Largest decline over 3 years

-73.60%

-12.46%

-61.14%

Max Drawdown (5Y)

Largest decline over 5 years

-76.42%

-35.70%

-40.72%

Max Drawdown (10Y)

Largest decline over 10 years

-86.15%

-35.70%

-50.45%

Current Drawdown

Current decline from peak

-45.63%

-18.58%

-27.05%

Average Drawdown

Average peak-to-trough decline

-40.96%

-14.76%

-26.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.71%

2.78%

+13.93%

Volatility

CC vs. BKT - Volatility Comparison

The Chemours Company (CC) has a higher volatility of 23.87% compared to BlackRock Income Trust (BKT) at 2.97%. This indicates that CC's price experiences larger fluctuations and is considered to be riskier than BKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CCBKTDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.87%

2.97%

+20.90%

Volatility (6M)

Calculated over the trailing 6-month period

47.42%

4.89%

+42.53%

Volatility (1Y)

Calculated over the trailing 1-year period

63.94%

6.91%

+57.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.65%

11.21%

+44.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.45%

9.73%

+47.72%

Dividends

CC vs. BKT - Dividend Comparison

CC's dividend yield for the trailing twelve months is around 1.55%, less than BKT's 10.08% yield.

PositionTTM20252024202320222021202020192018201720162015
BKT
BlackRock Income Trust		10.08%9.53%9.19%8.69%8.35%7.31%6.80%6.82%6.48%5.15%5.09%5.89%
CC
The Chemours Company		1.55%4.35%5.92%3.17%3.27%2.98%4.03%5.53%2.98%0.24%0.54%10.82%

Frequently Asked Questions

CC and BKT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CC has higher volatility (23.87%) compared to BKT (2.97%). In terms of maximum drawdown, CC dropped -86.15% vs BKT's -48.86%.

CC currently has the higher Sharpe Ratio (2.09 vs 0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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