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ACINX vs. BSTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACINX and BSTZ is 0.65, 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.


-0.50.00.51.00.7

Performance

ACINX vs. BSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Acorn International Fund (ACINX) and BlackRock Science and Technology Trust II (BSTZ). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-13.85%
11.09%
ACINX
BSTZ

Key characteristics

Sharpe Ratio

ACINX:

-0.69

BSTZ:

1.61

Sortino Ratio

ACINX:

-0.79

BSTZ:

2.25

Omega Ratio

ACINX:

0.89

BSTZ:

1.28

Calmar Ratio

ACINX:

-0.23

BSTZ:

0.63

Martin Ratio

ACINX:

-2.26

BSTZ:

6.62

Ulcer Index

ACINX:

5.44%

BSTZ:

4.94%

Daily Std Dev

ACINX:

17.78%

BSTZ:

20.25%

Max Drawdown

ACINX:

-66.29%

BSTZ:

-59.31%

Current Drawdown

ACINX:

-53.50%

BSTZ:

-33.36%

Returns By Period

In the year-to-date period, ACINX achieves a -14.12% return, which is significantly lower than BSTZ's 35.31% return.


ACINX

YTD

-14.12%

1M

-10.22%

6M

-14.39%

1Y

-11.28%

5Y*

-7.89%

10Y*

-5.35%

BSTZ

YTD

35.31%

1M

0.04%

6M

10.87%

1Y

34.91%

5Y*

9.52%

10Y*

N/A

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Risk-Adjusted Performance

ACINX vs. BSTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Acorn International Fund (ACINX) and BlackRock Science and Technology Trust II (BSTZ). 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 ACINX, currently valued at -0.69, compared to the broader market-1.000.001.002.003.004.00-0.691.61
The chart of Sortino ratio for ACINX, currently valued at -0.79, compared to the broader market-2.000.002.004.006.008.0010.00-0.792.25
The chart of Omega ratio for ACINX, currently valued at 0.89, compared to the broader market0.501.001.502.002.503.003.500.891.28
The chart of Calmar ratio for ACINX, currently valued at -0.28, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.280.63
The chart of Martin ratio for ACINX, currently valued at -2.26, compared to the broader market0.0020.0040.0060.00-2.266.62
ACINX
BSTZ

The current ACINX Sharpe Ratio is -0.69, which is lower than the BSTZ Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of ACINX and BSTZ, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.69
1.61
ACINX
BSTZ

Dividends

ACINX vs. BSTZ - Dividend Comparison

ACINX's dividend yield for the trailing twelve months is around 2.38%, less than BSTZ's 9.90% yield.


TTM20232022202120202019201820172016201520142013
ACINX
Columbia Acorn International Fund
2.38%0.00%0.00%1.65%0.58%2.13%1.35%1.66%0.65%1.32%1.64%2.55%
BSTZ
BlackRock Science and Technology Trust II
9.90%10.89%14.73%7.92%3.42%2.44%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACINX vs. BSTZ - Drawdown Comparison

The maximum ACINX drawdown since its inception was -66.29%, which is greater than BSTZ's maximum drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for ACINX and BSTZ. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-43.22%
-33.36%
ACINX
BSTZ

Volatility

ACINX vs. BSTZ - Volatility Comparison

Columbia Acorn International Fund (ACINX) has a higher volatility of 10.97% compared to BlackRock Science and Technology Trust II (BSTZ) at 6.04%. This indicates that ACINX's price experiences larger fluctuations and is considered to be riskier than BSTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.97%
6.04%
ACINX
BSTZ
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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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