DSU vs. CCD
Compare and contrast key facts about BlackRock Debt Strategies Fund, Inc. (DSU) and Calamos Dynamic Convertible and Income Fund (CCD).
DSU is managed by BlackRock. It was launched on Nov 6, 1998.
Performance
DSU vs. CCD - Performance Comparison
Loading graphics...
DSU vs. CCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSU BlackRock Debt Strategies Fund, Inc. | -2.96% | 5.97% | 11.13% | 30.34% | -15.51% | 19.36% | 1.60% | 23.84% | -10.04% | 10.68% |
CCD Calamos Dynamic Convertible and Income Fund | 4.16% | -4.26% | 35.89% | 7.98% | -28.00% | 20.33% | 45.75% | 41.60% | -9.64% | 26.56% |
Returns By Period
In the year-to-date period, DSU achieves a -2.96% return, which is significantly lower than CCD's 4.16% return. Over the past 10 years, DSU has underperformed CCD with an annualized return of 8.10%, while CCD has yielded a comparatively higher 12.73% annualized return.
DSU
- 1D
- 1.91%
- 1M
- -2.04%
- YTD
- -2.96%
- 6M
- -4.26%
- 1Y
- 3.08%
- 3Y*
- 12.06%
- 5Y*
- 7.09%
- 10Y*
- 8.10%
CCD
- 1D
- 4.91%
- 1M
- -6.38%
- YTD
- 4.16%
- 6M
- 7.08%
- 1Y
- 11.93%
- 3Y*
- 11.43%
- 5Y*
- 1.77%
- 10Y*
- 12.73%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DSU vs. CCD — Risk / Return Rank
DSU
CCD
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.
| DSU | CCD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 0.60 | -0.37 |
Sortino ratioReturn per unit of downside risk | 0.39 | 1.00 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.14 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.86 | -0.68 |
Martin ratioReturn relative to average drawdown | 1.01 | 2.26 | -1.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DSU | CCD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.60 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.09 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.50 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.34 | -0.12 |
Correlation
The correlation between DSU and CCD is 0.37, 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
DSU vs. CCD - Dividend Comparison
DSU's dividend yield for the trailing twelve months is around 12.35%, more than CCD's 10.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSU BlackRock Debt Strategies Fund, Inc. | 12.35% | 11.64% | 11.01% | 9.70% | 7.56% | 6.21% | 7.96% | 7.43% | 8.41% | 6.98% | 6.60% | 8.07% |
CCD Calamos Dynamic Convertible and Income Fund | 10.96% | 11.22% | 9.63% | 11.83% | 11.42% | 7.43% | 7.11% | 8.93% | 12.21% | 9.99% | 11.43% | 7.40% |
Drawdowns
DSU vs. CCD - Drawdown Comparison
The maximum DSU drawdown since its inception was -72.03%, 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.
Loading graphics...
Drawdown Indicators
| DSU | CCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.03% | -55.42% | -16.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -12.89% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.23% | -37.54% | +13.31% |
Max Drawdown (10Y)Largest decline over 10 years | -45.36% | -55.42% | +10.06% |
Current DrawdownCurrent decline from peak | -4.83% | -6.71% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -12.00% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 4.94% | -2.66% |
Volatility
DSU vs. CCD - Volatility Comparison
The current volatility for BlackRock Debt Strategies Fund, Inc. (DSU) is 4.16%, while Calamos Dynamic Convertible and Income Fund (CCD) has a volatility of 8.75%. 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.
Loading graphics...
Volatility by Period
| DSU | CCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 8.75% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | 13.76% | -7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.36% | 19.89% | -6.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.74% | 20.13% | -8.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 25.75% | -9.85% |