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ASG vs. BST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASG and BST is 0.57, 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.


-0.50.00.51.00.6

Performance

ASG vs. BST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty All-Star Growth (ASG) and BlackRock Science and Technology Trust (BST). The values are adjusted to include any dividend payments, if applicable.

160.00%180.00%200.00%220.00%240.00%260.00%280.00%JulyAugustSeptemberOctoberNovemberDecember
195.33%
268.48%
ASG
BST

Key characteristics

Sharpe Ratio

ASG:

1.14

BST:

0.90

Sortino Ratio

ASG:

1.57

BST:

1.27

Omega Ratio

ASG:

1.20

BST:

1.17

Calmar Ratio

ASG:

0.48

BST:

0.51

Martin Ratio

ASG:

6.59

BST:

2.97

Ulcer Index

ASG:

2.68%

BST:

5.36%

Daily Std Dev

ASG:

15.55%

BST:

17.69%

Max Drawdown

ASG:

-63.67%

BST:

-46.58%

Current Drawdown

ASG:

-23.96%

BST:

-17.17%

Fundamentals

Returns By Period

The year-to-date returns for both investments are quite close, with ASG having a 16.77% return and BST slightly higher at 17.26%. Over the past 10 years, ASG has underperformed BST with an annualized return of 11.16%, while BST has yielded a comparatively higher 15.60% annualized return.


ASG

YTD

16.77%

1M

-0.18%

6M

13.14%

1Y

16.12%

5Y*

6.97%

10Y*

11.16%

BST

YTD

17.26%

1M

0.92%

6M

0.09%

1Y

15.24%

5Y*

10.54%

10Y*

15.60%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ASG vs. BST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Growth (ASG) 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.


Sharpe ratio
The chart of Sharpe ratio for ASG, currently valued at 1.14, compared to the broader market-4.00-2.000.002.001.140.90
The chart of Sortino ratio for ASG, currently valued at 1.57, compared to the broader market-4.00-2.000.002.004.001.571.27
The chart of Omega ratio for ASG, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.17
The chart of Calmar ratio for ASG, currently valued at 0.48, compared to the broader market0.002.004.006.000.480.51
The chart of Martin ratio for ASG, currently valued at 6.59, compared to the broader market0.0010.0020.006.592.97
ASG
BST

The current ASG Sharpe Ratio is 1.14, which is comparable to the BST Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of ASG and BST, 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
1.14
0.90
ASG
BST

Dividends

ASG vs. BST - Dividend Comparison

ASG's dividend yield for the trailing twelve months is around 8.32%, which matches BST's 8.26% yield.


TTM20232022202120202019201820172016201520142013
ASG
Liberty All-Star Growth
8.32%8.14%10.14%11.33%7.68%7.08%10.48%7.58%11.48%16.81%6.40%5.52%
BST
BlackRock Science and Technology Trust
8.26%8.91%10.57%8.53%3.85%5.46%6.41%4.80%6.69%6.93%0.57%0.00%

Drawdowns

ASG vs. BST - Drawdown Comparison

The maximum ASG drawdown since its inception was -63.67%, which is greater than BST's maximum drawdown of -46.58%. Use the drawdown chart below to compare losses from any high point for ASG and BST. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-23.96%
-17.17%
ASG
BST

Volatility

ASG vs. BST - Volatility Comparison

Liberty All-Star Growth (ASG) has a higher volatility of 4.72% compared to BlackRock Science and Technology Trust (BST) at 4.48%. This indicates that ASG's price experiences larger fluctuations and is considered to be riskier than BST 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
4.72%
4.48%
ASG
BST

Financials

ASG vs. BST - Financials Comparison

This section allows you to compare key financial metrics between Liberty All-Star Growth and BlackRock Science and Technology 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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