PortfoliosLab logo
CRF vs. BIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRF and BIT is 0.20, 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

CRF vs. BIT - Performance Comparison

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

Loading data...

Key characteristics

Daily Std Dev

CRF:

28.25%

BIT:

6.13%

Max Drawdown

CRF:

-2.05%

BIT:

0.00%

Current Drawdown

CRF:

-0.88%

BIT:

0.00%

Returns By Period


CRF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BIT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CRF vs. BIT — Risk-Adjusted Performance Rank

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

CRF
The Risk-Adjusted Performance Rank of CRF is 3535
Overall Rank
The Sharpe Ratio Rank of CRF is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of CRF is 3535
Sortino Ratio Rank
The Omega Ratio Rank of CRF is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CRF is 3636
Calmar Ratio Rank
The Martin Ratio Rank of CRF is 3131
Martin Ratio Rank

BIT
The Risk-Adjusted Performance Rank of BIT is 6060
Overall Rank
The Sharpe Ratio Rank of BIT is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BIT is 5050
Sortino Ratio Rank
The Omega Ratio Rank of BIT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of BIT is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BIT is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRF vs. BIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cornerstone Total Return Fund, Inc. (CRF) 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.



Loading data...

Dividends

CRF vs. BIT - Dividend Comparison

CRF's dividend yield for the trailing twelve months is around 19.15%, more than BIT's 10.37% yield.


TTM20242023202220212020201920182017201620152014
CRF
Cornerstone Total Return Fund, Inc.
19.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIT
BlackRock Multi-Sector Income Trust
10.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CRF vs. BIT - Drawdown Comparison

The maximum CRF drawdown since its inception was -2.05%, which is greater than BIT's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CRF and BIT. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CRF vs. BIT - Volatility Comparison


Loading data...