FSK vs. BIGZ
Compare and contrast key facts about FS KKR Capital Corp. (FSK) and Blackrock Innovation & Growth Trust (BIGZ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSK or BIGZ.
Key characteristics
| FSK | BIGZ | |
|---|---|---|
| YTD Return | 17.71% | 15.56% |
| 1Y Return | 23.90% | 25.79% |
| 3Y Return (Ann) | 13.85% | -16.34% |
| Sharpe Ratio | 1.60 | 1.36 |
| Sortino Ratio | 2.06 | 1.92 |
| Omega Ratio | 1.31 | 1.24 |
| Calmar Ratio | 2.12 | 0.42 |
| Martin Ratio | 6.88 | 4.57 |
| Ulcer Index | 3.40% | 5.77% |
| Daily Std Dev | 14.65% | 19.42% |
| Max Drawdown | -67.20% | -67.28% |
| Current Drawdown | -0.33% | -52.59% |
Fundamentals
| FSK | BIGZ | |
|---|---|---|
| Market Cap | $5.90B | $1.70B |
| EPS | $1.88 | $0.89 |
| PE Ratio | 11.21 | 8.71 |
Correlation
The correlation between FSK and BIGZ is 0.44, 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
FSK vs. BIGZ - Performance Comparison
In the year-to-date period, FSK achieves a 17.71% return, which is significantly higher than BIGZ's 15.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FSK vs. BIGZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) and Blackrock Innovation & Growth Trust (BIGZ). 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.
Dividends
FSK vs. BIGZ - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 14.28%, more than BIGZ's 9.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 14.28% | 15.02% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.69% | 8.66% | 9.92% | 8.91% |
BIGZ Blackrock Innovation & Growth Trust | 9.68% | 10.45% | 14.54% | 4.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSK vs. BIGZ - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, roughly equal to the maximum BIGZ drawdown of -67.28%. Use the drawdown chart below to compare losses from any high point for FSK and BIGZ. For additional features, visit the drawdowns tool.
Volatility
FSK vs. BIGZ - Volatility Comparison
The current volatility for FS KKR Capital Corp. (FSK) is 4.42%, while Blackrock Innovation & Growth Trust (BIGZ) has a volatility of 4.97%. This indicates that FSK experiences smaller price fluctuations and is considered to be less risky than BIGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FSK vs. BIGZ - Financials Comparison
This section allows you to compare key financial metrics between FS KKR Capital Corp. and Blackrock Innovation & Growth Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities