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

Correlation

The correlation between XFLT and BTI is 0.11, 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.


-0.50.00.51.00.1

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.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
44.64%
-0.80%
XFLT
BTI

Key characteristics

Sharpe Ratio

XFLT:

0.38

BTI:

2.19

Sortino Ratio

XFLT:

0.56

BTI:

3.14

Omega Ratio

XFLT:

1.09

BTI:

1.41

Calmar Ratio

XFLT:

0.44

BTI:

1.00

Martin Ratio

XFLT:

1.14

BTI:

8.80

Ulcer Index

XFLT:

3.80%

BTI:

4.21%

Daily Std Dev

XFLT:

11.36%

BTI:

16.91%

Max Drawdown

XFLT:

-55.42%

BTI:

-60.73%

Current Drawdown

XFLT:

-9.89%

BTI:

-13.62%

Fundamentals

Market Cap

XFLT:

$452.48M

BTI:

$78.26B

EPS

XFLT:

$1.01

BTI:

-$7.93

Total Revenue (TTM)

XFLT:

$78.22M

BTI:

$20.01B

Gross Profit (TTM)

XFLT:

$66.46M

BTI:

$14.85B

EBITDA (TTM)

XFLT:

$88.63M

BTI:

$6.37B

Returns By Period

In the year-to-date period, XFLT achieves a 3.01% return, which is significantly lower than BTI's 35.16% return.


XFLT

YTD

3.01%

1M

-6.62%

6M

-3.92%

1Y

4.77%

5Y*

8.23%

10Y*

N/A

BTI

YTD

35.16%

1M

0.87%

6M

24.19%

1Y

35.67%

5Y*

5.37%

10Y*

2.52%

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Risk-Adjusted Performance

XFLT vs. BTI - 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 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.


Sharpe ratio
The chart of Sharpe ratio for XFLT, currently valued at 0.38, compared to the broader market-4.00-2.000.002.000.382.19
The chart of Sortino ratio for XFLT, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.563.14
The chart of Omega ratio for XFLT, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.41
The chart of Calmar ratio for XFLT, currently valued at 0.44, compared to the broader market0.002.004.006.000.441.01
The chart of Martin ratio for XFLT, currently valued at 1.14, compared to the broader market0.0010.0020.001.148.80
XFLT
BTI

The current XFLT Sharpe Ratio is 0.38, which is lower than the BTI Sharpe Ratio of 2.19. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.38
2.19
XFLT
BTI

Dividends

XFLT vs. BTI - Dividend Comparison

XFLT's dividend yield for the trailing twelve months is around 15.89%, more than BTI's 7.90% yield.


TTM20232022202120202019201820172016201520142013
XFLT
XAI Octagon Floating Rate & Alternative Income Term Trust
15.89%13.61%13.86%9.82%10.64%10.63%11.33%1.47%0.00%0.00%0.00%0.00%
BTI
British American Tobacco p.l.c.
7.90%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.79%4.21%4.55%4.04%

Drawdowns

XFLT vs. BTI - Drawdown Comparison

The maximum XFLT drawdown since its inception was -55.42%, smaller than the maximum BTI drawdown of -60.73%. Use the drawdown chart below to compare losses from any high point for XFLT and BTI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.89%
-13.09%
XFLT
BTI

Volatility

XFLT vs. BTI - Volatility Comparison

XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) has a higher volatility of 6.40% compared to British American Tobacco p.l.c. (BTI) at 3.49%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.40%
3.49%
XFLT
BTI

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


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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