DSU vs. CCD

In the year-to-date period, DSU achieves a -1.94% return, which is significantly higher than CCD's -9.34% return. Over the past 10 years, DSU has underperformed CCD with an annualized return of 7.40%, while CCD has yielded a comparatively higher 8.49% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for BlackRock Debt Strategies Fund, Inc. (DSU) and Calamos Dynamic Convertible and Income Fund (CCD). 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.

The current DSU Sharpe Ratio is 0.44, which is comparable to the CCD Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of DSU and CCD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DSU's dividend yield for the trailing twelve months is around 11.66%, more than CCD's 10.90% yield.

The maximum DSU drawdown since its inception was -71.27%, which is greater than CCD's maximum drawdown of -55.42%. Use the drawdown chart below to compare losses from any high point for DSU and CCD. For additional features, visit the drawdowns tool.

The current volatility for BlackRock Debt Strategies Fund, Inc. (DSU) is 11.37%, while Calamos Dynamic Convertible and Income Fund (CCD) has a volatility of 12.37%. This indicates that DSU experiences smaller price fluctuations and is considered to be less risky than CCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.