PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BIGZ vs. BSTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BIGZ vs. BSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Innovation & Growth Trust (BIGZ) and BlackRock Science and Technology Trust II (BSTZ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.09%
18.69%
BIGZ
BSTZ

Returns By Period

In the year-to-date period, BIGZ achieves a 17.13% return, which is significantly lower than BSTZ's 37.70% return.


BIGZ

YTD

17.13%

1M

3.51%

6M

12.08%

1Y

19.31%

5Y (annualized)

N/A

10Y (annualized)

N/A

BSTZ

YTD

37.70%

1M

6.84%

6M

18.69%

1Y

37.54%

5Y (annualized)

10.50%

10Y (annualized)

N/A

Fundamentals


BIGZBSTZ
Market Cap$1.70B$1.55B
EPS$0.89$2.84
PE Ratio8.737.38

Key characteristics


BIGZBSTZ
Sharpe Ratio1.041.90
Sortino Ratio1.502.58
Omega Ratio1.191.32
Calmar Ratio0.330.73
Martin Ratio3.467.62
Ulcer Index5.78%4.95%
Daily Std Dev19.16%19.83%
Max Drawdown-67.28%-59.31%
Current Drawdown-51.94%-32.19%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.7

The correlation between BIGZ and BSTZ is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

BIGZ vs. BSTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Innovation & Growth Trust (BIGZ) 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 BIGZ, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.041.90
The chart of Sortino ratio for BIGZ, currently valued at 1.50, compared to the broader market-4.00-2.000.002.004.001.502.58
The chart of Omega ratio for BIGZ, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.32
The chart of Calmar ratio for BIGZ, currently valued at 0.33, compared to the broader market0.002.004.006.000.330.73
The chart of Martin ratio for BIGZ, currently valued at 3.46, compared to the broader market0.0010.0020.0030.003.467.62
BIGZ
BSTZ

The current BIGZ Sharpe Ratio is 1.04, which is lower than the BSTZ Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BIGZ 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.04
1.90
BIGZ
BSTZ

Dividends

BIGZ vs. BSTZ - Dividend Comparison

BIGZ's dividend yield for the trailing twelve months is around 10.18%, more than BSTZ's 9.08% yield.


TTM20232022202120202019
BIGZ
Blackrock Innovation & Growth Trust
10.18%10.45%14.54%4.81%0.00%0.00%
BSTZ
BlackRock Science and Technology Trust II
9.08%10.89%14.73%7.92%3.42%2.44%

Drawdowns

BIGZ vs. BSTZ - Drawdown Comparison

The maximum BIGZ drawdown since its inception was -67.28%, which is greater than BSTZ's maximum drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for BIGZ and BSTZ. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-51.94%
-32.19%
BIGZ
BSTZ

Volatility

BIGZ vs. BSTZ - Volatility Comparison

Blackrock Innovation & Growth Trust (BIGZ) has a higher volatility of 5.41% compared to BlackRock Science and Technology Trust II (BSTZ) at 4.73%. This indicates that BIGZ'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%JuneJulyAugustSeptemberOctoberNovember
5.41%
4.73%
BIGZ
BSTZ

Financials

BIGZ vs. BSTZ - Financials Comparison

This section allows you to compare key financial metrics between Blackrock Innovation & Growth Trust and BlackRock Science and Technology Trust II. 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