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XFLT vs. BTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

XFLT vs. BTI - 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 British American Tobacco p.l.c. (BTI). The values are adjusted to include any dividend payments, if applicable.

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XFLT vs. BTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XFLT
XAI Octagon Floating Rate & Alternative Income Term Trust
-25.50%-15.35%7.37%30.40%-20.30%31.30%5.13%22.05%-15.10%-5.55%
BTI
British American Tobacco p.l.c.
3.73%65.81%35.44%-19.97%14.91%7.95%-4.73%42.97%-49.35%7.15%

Fundamentals

Market Cap

XFLT:

$1.30B

BTI:

$126.95B

EPS

XFLT:

$0.77

BTI:

$4.93

PE Ratio

XFLT:

22.08

BTI:

11.75

PEG Ratio

XFLT:

0.43

BTI:

0.44

PS Ratio

XFLT:

8.92

BTI:

2.47

PB Ratio

XFLT:

2.91

BTI:

2.65

Total Revenue (TTM)

XFLT:

$145.51M

BTI:

$51.48B

Gross Profit (TTM)

XFLT:

$71.02M

BTI:

$42.82B

EBITDA (TTM)

XFLT:

$94.88M

BTI:

$20.34B

Returns By Period

In the year-to-date period, XFLT achieves a -25.50% return, which is significantly lower than BTI's 3.73% return.


XFLT

1D
-0.64%
1M
1.12%
YTD
-25.50%
6M
-29.37%
1Y
-31.67%
3Y*
-5.62%
5Y*
-5.83%
10Y*

BTI

1D
-0.99%
1M
-5.45%
YTD
3.73%
6M
15.49%
1Y
49.23%
3Y*
27.67%
5Y*
17.28%
10Y*
6.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XFLT vs. BTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XFLT
XFLT Risk / Return Rank: 44
Overall Rank
XFLT Sharpe Ratio Rank: 11
Sharpe Ratio Rank
XFLT Sortino Ratio Rank: 22
Sortino Ratio Rank
XFLT Omega Ratio Rank: 33
Omega Ratio Rank
XFLT Calmar Ratio Rank: 1313
Calmar Ratio Rank
XFLT Martin Ratio Rank: 11
Martin Ratio Rank

BTI
BTI Risk / Return Rank: 8989
Overall Rank
BTI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BTI Sortino Ratio Rank: 9090
Sortino Ratio Rank
BTI Omega Ratio Rank: 8888
Omega Ratio Rank
BTI Calmar Ratio Rank: 8888
Calmar Ratio Rank
BTI Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XFLT vs. BTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) and British American Tobacco p.l.c. (BTI). 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.


XFLTBTIDifference

Sharpe ratio

Return per unit of total volatility

-1.38

2.24

-3.62

Sortino ratio

Return per unit of downside risk

-1.99

2.88

-4.88

Omega ratio

Gain probability vs. loss probability

0.74

1.37

-0.63

Calmar ratio

Return relative to maximum drawdown

-0.78

3.51

-4.29

Martin ratio

Return relative to average drawdown

-2.06

8.85

-10.91

XFLT vs. BTI - Sharpe Ratio Comparison

The current XFLT Sharpe Ratio is -1.38, which is lower than the BTI Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of XFLT and BTI, 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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Sharpe Ratios by Period


XFLTBTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.38

2.24

-3.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.84

-1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.58

-0.60

Correlation

The correlation between XFLT and BTI is 0.10, 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

XFLT vs. BTI - Dividend Comparison

XFLT's dividend yield for the trailing twelve months is around 24.14%, more than BTI's 5.32% yield.


TTM20252024202320222021202020192018201720162015
XFLT
XAI Octagon Floating Rate & Alternative Income Term Trust
24.14%18.23%15.24%13.61%13.86%9.82%10.64%10.63%11.33%1.47%0.00%0.00%
BTI
British American Tobacco p.l.c.
5.32%5.29%8.18%9.72%7.23%7.98%7.22%6.35%8.53%4.27%3.85%4.11%

Drawdowns

XFLT vs. BTI - Drawdown Comparison

The maximum XFLT drawdown since its inception was -55.43%, smaller than the maximum BTI drawdown of -64.11%. Use the drawdown chart below to compare losses from any high point for XFLT and BTI.


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Drawdown Indicators


XFLTBTIDifference

Max Drawdown

Largest peak-to-trough decline

-55.43%

-64.11%

+8.68%

Max Drawdown (1Y)

Largest decline over 1 year

-40.67%

-13.75%

-26.92%

Max Drawdown (5Y)

Largest decline over 5 years

-47.04%

-29.94%

-17.10%

Max Drawdown (10Y)

Largest decline over 10 years

-56.00%

Current Drawdown

Current decline from peak

-40.77%

-6.82%

-33.95%

Average Drawdown

Average peak-to-trough decline

-13.94%

-12.96%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.38%

5.45%

+9.93%

Volatility

XFLT vs. BTI - Volatility Comparison

XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) has a higher volatility of 13.54% compared to British American Tobacco p.l.c. (BTI) at 7.66%. This indicates that XFLT's price experiences larger fluctuations and is considered to be riskier than BTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFLTBTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.54%

7.66%

+5.88%

Volatility (6M)

Calculated over the trailing 6-month period

18.12%

15.47%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

22.08%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

20.70%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.36%

23.95%

+2.41%

Financials

XFLT vs. BTI - Financials Comparison

This section allows you to compare key financial metrics between XAI Octagon Floating Rate & Alternative Income Term Trust and British American Tobacco p.l.c.. 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


0.005.00B10.00B15.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
21.36M
13.54B
(XFLT) Total Revenue
(BTI) Total Revenue
Values in USD except per share items