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ECAT vs. BCAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ECAT vs. BCAT

Last updated May 11, 2025

Compare and contrast key facts about BlackRock ESG Capital Allocation Term Trust (ECAT) and BlackRock Capital Allocation Trust (BCAT).

ECAT is managed by Blackrock. It was launched on Sep 28, 2021.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ECAT or BCAT.

Correlation

The correlation between ECAT and BCAT is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ECAT vs. BCAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock ESG Capital Allocation Term Trust (ECAT) and BlackRock Capital Allocation Trust (BCAT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ECAT:

0.83

BCAT:

0.86

Sortino Ratio

ECAT:

1.22

BCAT:

1.33

Omega Ratio

ECAT:

1.17

BCAT:

1.17

Calmar Ratio

ECAT:

0.95

BCAT:

1.01

Martin Ratio

ECAT:

4.08

BCAT:

4.21

Ulcer Index

ECAT:

3.69%

BCAT:

3.28%

Daily Std Dev

ECAT:

17.77%

BCAT:

16.15%

Max Drawdown

ECAT:

-32.23%

BCAT:

-36.13%

Current Drawdown

ECAT:

-2.76%

BCAT:

-1.05%

Returns By Period

In the year-to-date period, ECAT achieves a 3.53% return, which is significantly lower than BCAT's 5.67% return.

ECAT

YTD

3.53%

1M

8.45%

6M

-0.60%

1Y

14.44%

5Y*

N/A

10Y*

N/A

BCAT

YTD

5.67%

1M

9.75%

6M

1.78%

1Y

14.09%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ECAT vs. BCAT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ECAT
The Risk-Adjusted Performance Rank of ECAT is 7979
Overall Rank
The Sharpe Ratio Rank of ECAT is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ECAT is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ECAT is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ECAT is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ECAT is 8383
Martin Ratio Rank
BCAT
The Risk-Adjusted Performance Rank of BCAT is 7979
Overall Rank
The Sharpe Ratio Rank of BCAT is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BCAT is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BCAT is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BCAT is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BCAT is 8484
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.

ECAT vs. BCAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock ESG Capital Allocation Term Trust (ECAT) and BlackRock Capital Allocation Trust (BCAT). 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 ECAT Sharpe Ratio is 0.83, which is comparable to the BCAT Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ECAT and BCAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

ECAT vs. BCAT - Dividend Comparison

ECAT's dividend yield for the trailing twelve months is around 22.14%, which matches BCAT's 22.17% yield.

TTM20242023202220212020
ECAT
BlackRock ESG Capital Allocation Term Trust		22.14%17.45%9.14%8.94%0.54%0.00%
BCAT
BlackRock Capital Allocation Trust		22.17%17.50%10.11%9.00%6.42%0.48%

Drawdowns

ECAT vs. BCAT - Drawdown Comparison

The maximum ECAT drawdown since its inception was -32.23%, smaller than the maximum BCAT drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for ECAT and BCAT. For additional features, visit the drawdowns tool.

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Volatility

ECAT vs. BCAT - Volatility Comparison

BlackRock ESG Capital Allocation Term Trust (ECAT) has a higher volatility of 5.08% compared to BlackRock Capital Allocation Trust (BCAT) at 4.53%. This indicates that ECAT's price experiences larger fluctuations and is considered to be riskier than BCAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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