NAIT.L vs. BRSC.L
Compare and contrast key facts about The North American Income Trust plc (NAIT.L) and Blackrock Smaller Companies Trust plc (BRSC.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NAIT.L or BRSC.L.
Key characteristics
| NAIT.L | BRSC.L | |
|---|---|---|
| YTD Return | 20.94% | 2.34% |
| 1Y Return | 33.06% | 6.82% |
| 3Y Return (Ann) | 9.71% | -9.06% |
| 5Y Return (Ann) | 6.63% | 0.55% |
| 10Y Return (Ann) | 14.08% | 7.90% |
| Sharpe Ratio | 2.49 | 0.34 |
| Sortino Ratio | 3.71 | 0.58 |
| Omega Ratio | 1.46 | 1.07 |
| Calmar Ratio | 2.21 | 0.14 |
| Martin Ratio | 22.74 | 0.94 |
| Ulcer Index | 1.41% | 5.55% |
| Daily Std Dev | 12.86% | 16.94% |
| Max Drawdown | -52.57% | -65.63% |
| Current Drawdown | -0.29% | -31.99% |
Fundamentals
| NAIT.L | BRSC.L | |
|---|---|---|
| Market Cap | £433.97M | £658.51M |
| EPS | £0.40 | £2.65 |
| PE Ratio | 8.53 | 5.20 |
| Total Revenue (TTM) | £54.82M | £133.65M |
| Gross Profit (TTM) | £51.79M | £127.95M |
| EBITDA (TTM) | £8.00K | £99.56M |
Correlation
The correlation between NAIT.L and BRSC.L is 0.45, 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
NAIT.L vs. BRSC.L - Performance Comparison
In the year-to-date period, NAIT.L achieves a 20.94% return, which is significantly higher than BRSC.L's 2.34% return. Over the past 10 years, NAIT.L has outperformed BRSC.L with an annualized return of 14.08%, while BRSC.L has yielded a comparatively lower 7.90% annualized 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
NAIT.L vs. BRSC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The North American Income Trust plc (NAIT.L) and Blackrock Smaller Companies Trust plc (BRSC.L). 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
NAIT.L vs. BRSC.L - Dividend Comparison
NAIT.L's dividend yield for the trailing twelve months is around 3.50%, more than BRSC.L's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAIT.L The North American Income Trust plc | 3.50% | 4.76% | 3.78% | 3.64% | 3.97% | 9.85% | 12.91% | 13.89% | 5.60% | 0.04% | 0.03% | 2.82% |
BRSC.L Blackrock Smaller Companies Trust plc | 3.09% | 2.93% | 2.69% | 1.58% | 1.87% | 1.87% | 2.33% | 1.76% | 1.93% | 0.02% | 0.02% | 1.21% |
Drawdowns
NAIT.L vs. BRSC.L - Drawdown Comparison
The maximum NAIT.L drawdown since its inception was -52.57%, smaller than the maximum BRSC.L drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for NAIT.L and BRSC.L. For additional features, visit the drawdowns tool.
Volatility
NAIT.L vs. BRSC.L - Volatility Comparison
The current volatility for The North American Income Trust plc (NAIT.L) is 4.55%, while Blackrock Smaller Companies Trust plc (BRSC.L) has a volatility of 6.93%. This indicates that NAIT.L experiences smaller price fluctuations and is considered to be less risky than BRSC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NAIT.L vs. BRSC.L - Financials Comparison
This section allows you to compare key financial metrics between The North American Income Trust plc and Blackrock Smaller Companies Trust plc. 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