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BIGZ vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIGZ and VOO is 0.72, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Innovation & Growth Trust (BIGZ) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BIGZ:

0.25

VOO:

0.72

Sortino Ratio

BIGZ:

0.60

VOO:

1.20

Omega Ratio

BIGZ:

1.08

VOO:

1.18

Calmar Ratio

BIGZ:

0.12

VOO:

0.81

Martin Ratio

BIGZ:

0.73

VOO:

3.09

Ulcer Index

BIGZ:

10.30%

VOO:

4.88%

Daily Std Dev

BIGZ:

27.39%

VOO:

19.37%

Max Drawdown

BIGZ:

-67.28%

VOO:

-33.99%

Current Drawdown

BIGZ:

-54.44%

VOO:

-2.75%

Returns By Period

In the year-to-date period, BIGZ achieves a -2.08% return, which is significantly lower than VOO's 1.73% return.


BIGZ

YTD

-2.08%

1M

17.71%

6M

-2.31%

1Y

6.69%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.73%

1M

12.89%

6M

2.12%

1Y

13.74%

5Y*

17.11%

10Y*

12.83%

*Annualized

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Risk-Adjusted Performance

BIGZ vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIGZ
The Risk-Adjusted Performance Rank of BIGZ is 5757
Overall Rank
The Sharpe Ratio Rank of BIGZ is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of BIGZ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of BIGZ is 5353
Omega Ratio Rank
The Calmar Ratio Rank of BIGZ is 5757
Calmar Ratio Rank
The Martin Ratio Rank of BIGZ is 6161
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7171
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BIGZ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Innovation & Growth Trust (BIGZ) and Vanguard S&P 500 ETF (VOO). 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.


The current BIGZ Sharpe Ratio is 0.25, which is lower than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BIGZ and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BIGZ vs. VOO - Dividend Comparison

BIGZ's dividend yield for the trailing twelve months is around 15.15%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
BIGZ
Blackrock Innovation & Growth Trust
15.15%11.21%10.45%14.54%4.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BIGZ vs. VOO - Drawdown Comparison

The maximum BIGZ drawdown since its inception was -67.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BIGZ and VOO. For additional features, visit the drawdowns tool.


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Volatility

BIGZ vs. VOO - Volatility Comparison

Blackrock Innovation & Growth Trust (BIGZ) has a higher volatility of 8.05% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that BIGZ's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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