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

Correlation

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.


-0.50.00.51.00.7

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.

-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-45.66%
-9.27%
BIGZ
BSTZ

Key characteristics

Sharpe Ratio

BIGZ:

0.75

BSTZ:

1.92

Sortino Ratio

BIGZ:

1.12

BSTZ:

2.62

Omega Ratio

BIGZ:

1.14

BSTZ:

1.32

Calmar Ratio

BIGZ:

0.24

BSTZ:

0.75

Martin Ratio

BIGZ:

2.50

BSTZ:

7.91

Ulcer Index

BIGZ:

5.73%

BSTZ:

4.94%

Daily Std Dev

BIGZ:

19.09%

BSTZ:

20.39%

Max Drawdown

BIGZ:

-67.28%

BSTZ:

-59.31%

Current Drawdown

BIGZ:

-52.59%

BSTZ:

-31.30%

Fundamentals

Market Cap

BIGZ:

$1.66B

BSTZ:

$1.58B

EPS

BIGZ:

$0.89

BSTZ:

$2.84

PE Ratio

BIGZ:

8.75

BSTZ:

7.50

Returns By Period

In the year-to-date period, BIGZ achieves a 15.55% return, which is significantly lower than BSTZ's 39.50% return.


BIGZ

YTD

15.55%

1M

-0.20%

6M

13.00%

1Y

12.63%

5Y*

N/A

10Y*

N/A

BSTZ

YTD

39.50%

1M

2.09%

6M

14.53%

1Y

37.20%

5Y*

10.18%

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for BIGZ, currently valued at 0.75, compared to the broader market-4.00-2.000.002.000.751.92
The chart of Sortino ratio for BIGZ, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.122.62
The chart of Omega ratio for BIGZ, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.32
The chart of Calmar ratio for BIGZ, currently valued at 0.24, compared to the broader market0.002.004.006.000.240.75
The chart of Martin ratio for BIGZ, currently valued at 2.50, compared to the broader market-5.000.005.0010.0015.0020.0025.002.507.91
BIGZ
BSTZ

The current BIGZ Sharpe Ratio is 0.75, which is lower than the BSTZ Sharpe Ratio of 1.92. 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.75
1.92
BIGZ
BSTZ

Dividends

BIGZ vs. BSTZ - Dividend Comparison

BIGZ's dividend yield for the trailing twelve months is around 10.99%, more than BSTZ's 9.60% yield.


TTM20232022202120202019
BIGZ
Blackrock Innovation & Growth Trust
10.99%10.45%14.54%4.81%0.00%0.00%
BSTZ
BlackRock Science and Technology Trust II
9.60%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.


-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-52.59%
-31.30%
BIGZ
BSTZ

Volatility

BIGZ vs. BSTZ - Volatility Comparison

The current volatility for Blackrock Innovation & Growth Trust (BIGZ) is 6.14%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 6.70%. This indicates that BIGZ experiences smaller price fluctuations and is considered to be less risky 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
6.14%
6.70%
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
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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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