^DJTMDI vs. BST

Last updated Jul 14, 2026

^DJTMDI (Dow Jones Media Titans 30 Index) is an index, while BST (BlackRock Science and Technology Trust) is a stock.

Performance

^DJTMDI vs. BST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Media Titans 30 Index (^DJTMDI) and BlackRock Science and Technology Trust (BST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^DJTMDI

• 1D: 0.02%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BST

• 1D: -2.84%
• 1M: -1.43%
• 6M: 17.26%
• YTD: 19.75%
• 1Y: 35.78%
• 3Y*: 21.00%
• 5Y*: 6.02%
• 10Y*: 19.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DJTMDI vs. BST - Yearly Performance Comparison

	2026 (YTD)
^DJTMDI Dow Jones Media Titans 30 Index	0.02%
BST BlackRock Science and Technology Trust	-2.84%

Return for Risk

^DJTMDI vs. BST — Risk / Return Rank

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

^DJTMDI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BST

BST Risk / Return Rank: 85
BST Sharpe Ratio Rank: 88
BST Sortino Ratio Rank: 85
BST Omega Ratio Rank: 84
BST Calmar Ratio Rank: 82
BST Martin Ratio Rank: 86

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.

^DJTMDI vs. BST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Media Titans 30 Index (^DJTMDI) and BlackRock Science and Technology Trust (BST). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^DJTMDI	BST	Difference
Sharpe ratio: Return per unit of total volatility	—	1.71	—
Sortino ratio: Return per unit of downside risk	—	2.32	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	2.35	—
Martin ratio: Return relative to average drawdown	—	7.35	—

Drawdowns

^DJTMDI vs. BST - Drawdown Comparison

The maximum ^DJTMDI drawdown since its inception was 0.00%, smaller than the maximum BST drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for ^DJTMDI and BST.

Drawdown Indicators

	^DJTMDI	BST	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-47.72%	+47.72%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.31%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.37%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-45.17%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-47.72%	—
Current Drawdown Current decline from peak	0.00%	-7.61%	+7.61%
Average Drawdown Average peak-to-trough decline	0.00%	-12.89%	+12.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.88%	—

Volatility

Volatility by Period

	^DJTMDI	BST	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	21.09%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	23.94%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	25.93%	—