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BIGZ vs. BSTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BIGZBSTZ
YTD Return15.56%37.41%
1Y Return25.79%44.49%
3Y Return (Ann)-16.34%-12.05%
Sharpe Ratio1.362.29
Sortino Ratio1.923.03
Omega Ratio1.241.38
Calmar Ratio0.420.86
Martin Ratio4.579.27
Ulcer Index5.77%4.94%
Daily Std Dev19.42%20.00%
Max Drawdown-67.28%-59.31%
Current Drawdown-52.59%-32.33%

Fundamentals


BIGZBSTZ
Market Cap$1.70B$1.58B
EPS$0.89$2.84
PE Ratio8.717.48

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.

Performance

BIGZ vs. BSTZ - Performance Comparison

In the year-to-date period, BIGZ achieves a 15.56% return, which is significantly lower than BSTZ's 37.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.92%
22.29%
BIGZ
BSTZ

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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.


BIGZ
Sharpe ratio
The chart of Sharpe ratio for BIGZ, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.36
Sortino ratio
The chart of Sortino ratio for BIGZ, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.006.001.92
Omega ratio
The chart of Omega ratio for BIGZ, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for BIGZ, currently valued at 0.42, compared to the broader market0.002.004.006.000.42
Martin ratio
The chart of Martin ratio for BIGZ, currently valued at 4.57, compared to the broader market0.0010.0020.0030.004.57
BSTZ
Sharpe ratio
The chart of Sharpe ratio for BSTZ, currently valued at 2.29, compared to the broader market-4.00-2.000.002.004.002.29
Sortino ratio
The chart of Sortino ratio for BSTZ, currently valued at 3.03, compared to the broader market-4.00-2.000.002.004.006.003.03
Omega ratio
The chart of Omega ratio for BSTZ, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for BSTZ, currently valued at 0.86, compared to the broader market0.002.004.006.000.86
Martin ratio
The chart of Martin ratio for BSTZ, currently valued at 9.27, compared to the broader market0.0010.0020.0030.009.27

BIGZ vs. BSTZ - Sharpe Ratio Comparison

The current BIGZ Sharpe Ratio is 1.36, which is lower than the BSTZ Sharpe Ratio of 2.29. 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
1.36
2.29
BIGZ
BSTZ

Dividends

BIGZ vs. BSTZ - Dividend Comparison

BIGZ's dividend yield for the trailing twelve months is around 9.68%, more than BSTZ's 8.48% yield.


TTM20232022202120202019
BIGZ
Blackrock Innovation & Growth Trust
9.68%10.45%14.54%4.81%0.00%0.00%
BSTZ
BlackRock Science and Technology Trust II
8.48%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
-52.59%
-32.33%
BIGZ
BSTZ

Volatility

BIGZ vs. BSTZ - Volatility Comparison

Blackrock Innovation & Growth Trust (BIGZ) has a higher volatility of 4.97% compared to BlackRock Science and Technology Trust II (BSTZ) at 4.58%. 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
4.97%
4.58%
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