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DSU vs. CCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSU vs. CCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Debt Strategies Fund, Inc. (DSU) and Calamos Dynamic Convertible and Income Fund (CCD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DSU

1D
-0.10%
1M
-1.42%
YTD
0.76%
6M
0.94%
1Y
4.18%
3Y*
12.99%
5Y*
7.09%
10Y*
8.07%

CCD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DSU vs. CCD — Risk / Return Rank

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

DSU
DSU Risk / Return Rank: 66
Overall Rank
DSU Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DSU Sortino Ratio Rank: 66
Sortino Ratio Rank
DSU Omega Ratio Rank: 66
Omega Ratio Rank
DSU Calmar Ratio Rank: 66
Calmar Ratio Rank
DSU Martin Ratio Rank: 88
Martin Ratio Rank

CCD
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.

DSU vs. CCD - Risk-Adjusted Trends Comparison

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.


DSUCCDDifference

Sharpe ratio

Return per unit of total volatility

0.52

Sortino ratio

Return per unit of downside risk

0.83

Omega ratio

Gain probability vs. loss probability

1.10

Calmar ratio

Return relative to maximum drawdown

0.65

Martin ratio

Return relative to average drawdown

2.43

DSU vs. CCD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DSUCCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

Drawdowns

DSU vs. CCD - Drawdown Comparison


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Drawdown Indicators


DSUCCDDifference

Max Drawdown

Largest peak-to-trough decline

-72.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

Current Drawdown

Current decline from peak

-1.72%

Average Drawdown

Average peak-to-trough decline

-11.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

DSU vs. CCD - Volatility Comparison


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Volatility by Period


DSUCCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

8.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

Dividends

DSU vs. CCD - Dividend Comparison

DSU's dividend yield for the trailing twelve months is around 12.14%, while CCD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CCD
Calamos Dynamic Convertible and Income Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DSU
BlackRock Debt Strategies Fund, Inc.
12.14%11.64%11.01%9.70%7.56%6.21%7.96%7.43%8.41%6.98%6.60%8.07%
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