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XFLT vs. BGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between XFLT and BGR is 0.21, 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.


-0.50.00.51.00.2

Performance

XFLT vs. BGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) and BlackRock Energy and Resources Trust (BGR). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%55.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
50.31%
49.24%
XFLT
BGR

Key characteristics

Sharpe Ratio

XFLT:

0.78

BGR:

0.56

Sortino Ratio

XFLT:

1.09

BGR:

0.86

Omega Ratio

XFLT:

1.18

BGR:

1.10

Calmar Ratio

XFLT:

0.93

BGR:

0.83

Martin Ratio

XFLT:

2.39

BGR:

2.87

Ulcer Index

XFLT:

3.85%

BGR:

2.97%

Daily Std Dev

XFLT:

11.74%

BGR:

15.23%

Max Drawdown

XFLT:

-55.42%

BGR:

-72.52%

Current Drawdown

XFLT:

-6.35%

BGR:

-7.59%

Fundamentals

Market Cap

XFLT:

$452.48M

BGR:

$337.59M

EPS

XFLT:

$1.01

BGR:

$2.00

PE Ratio

XFLT:

6.51

BGR:

6.47

Total Revenue (TTM)

XFLT:

$78.22M

BGR:

$18.81M

Gross Profit (TTM)

XFLT:

$66.46M

BGR:

$14.66M

EBITDA (TTM)

XFLT:

$88.63M

BGR:

$54.97M

Returns By Period

In the year-to-date period, XFLT achieves a 7.05% return, which is significantly lower than BGR's 8.42% return.


XFLT

YTD

7.05%

1M

-2.96%

6M

0.84%

1Y

8.12%

5Y*

9.22%

10Y*

N/A

BGR

YTD

8.42%

1M

-5.60%

6M

2.49%

1Y

8.07%

5Y*

8.88%

10Y*

2.18%

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Risk-Adjusted Performance

XFLT vs. BGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) and BlackRock Energy and Resources Trust (BGR). 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.


Sharpe ratio
The chart of Sharpe ratio for XFLT, currently valued at 0.78, compared to the broader market-4.00-2.000.002.000.780.56
The chart of Sortino ratio for XFLT, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.090.86
The chart of Omega ratio for XFLT, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.10
The chart of Calmar ratio for XFLT, currently valued at 0.93, compared to the broader market0.002.004.006.000.930.97
The chart of Martin ratio for XFLT, currently valued at 2.39, compared to the broader market-5.000.005.0010.0015.0020.0025.002.392.87
XFLT
BGR

The current XFLT Sharpe Ratio is 0.78, which is higher than the BGR Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of XFLT and BGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.78
0.56
XFLT
BGR

Dividends

XFLT vs. BGR - Dividend Comparison

XFLT's dividend yield for the trailing twelve months is around 15.29%, more than BGR's 6.65% yield.


TTM20232022202120202019201820172016201520142013
XFLT
XAI Octagon Floating Rate & Alternative Income Term Trust
15.29%13.61%13.86%9.82%10.64%10.63%11.33%1.47%0.00%0.00%0.00%0.00%
BGR
BlackRock Energy and Resources Trust
6.65%6.25%4.64%4.81%9.28%7.88%8.96%6.60%6.93%11.93%13.83%16.95%

Drawdowns

XFLT vs. BGR - Drawdown Comparison

The maximum XFLT drawdown since its inception was -55.42%, smaller than the maximum BGR drawdown of -72.52%. Use the drawdown chart below to compare losses from any high point for XFLT and BGR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.35%
-7.59%
XFLT
BGR

Volatility

XFLT vs. BGR - Volatility Comparison

XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) has a higher volatility of 7.23% compared to BlackRock Energy and Resources Trust (BGR) at 4.19%. This indicates that XFLT's price experiences larger fluctuations and is considered to be riskier than BGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.23%
4.19%
XFLT
BGR

Financials

XFLT vs. BGR - Financials Comparison

This section allows you to compare key financial metrics between XAI Octagon Floating Rate & Alternative Income Term Trust and BlackRock Energy and Resources 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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