BMEZ vs. BSTZ
Compare and contrast key facts about BlackRock Health Sciences Trust II (BMEZ) and BlackRock Science and Technology Trust II (BSTZ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMEZ or BSTZ.
Key characteristics
| BMEZ | BSTZ | |
|---|---|---|
| YTD Return | 18.66% | 38.19% |
| 1Y Return | 31.75% | 49.01% |
| 3Y Return (Ann) | -7.84% | -12.01% |
| Sharpe Ratio | 2.02 | 2.43 |
| Sortino Ratio | 2.79 | 3.19 |
| Omega Ratio | 1.35 | 1.40 |
| Calmar Ratio | 0.65 | 0.90 |
| Martin Ratio | 7.38 | 9.85 |
| Ulcer Index | 3.90% | 4.94% |
| Daily Std Dev | 14.23% | 20.01% |
| Max Drawdown | -46.05% | -59.31% |
| Current Drawdown | -26.60% | -31.94% |
Fundamentals
| BMEZ | BSTZ | |
|---|---|---|
| Market Cap | $1.66B | $1.58B |
| EPS | -$0.16 | $2.84 |
Correlation
The correlation between BMEZ and BSTZ is 0.60, 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.
Performance
BMEZ vs. BSTZ - Performance Comparison
In the year-to-date period, BMEZ achieves a 18.66% return, which is significantly lower than BSTZ's 38.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BMEZ vs. BSTZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust II (BMEZ) 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.
Dividends
BMEZ vs. BSTZ - Dividend Comparison
BMEZ's dividend yield for the trailing twelve months is around 9.52%, more than BSTZ's 8.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
BMEZ BlackRock Health Sciences Trust II | 9.52% | 10.81% | 11.28% | 6.75% | 3.14% | 0.00% |
BSTZ BlackRock Science and Technology Trust II | 8.43% | 10.89% | 14.73% | 7.92% | 3.42% | 2.44% |
Drawdowns
BMEZ vs. BSTZ - Drawdown Comparison
The maximum BMEZ drawdown since its inception was -46.05%, smaller than the maximum BSTZ drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for BMEZ and BSTZ. For additional features, visit the drawdowns tool.
Volatility
BMEZ vs. BSTZ - Volatility Comparison
The current volatility for BlackRock Health Sciences Trust II (BMEZ) is 3.49%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 4.35%. This indicates that BMEZ 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.
Financials
BMEZ vs. BSTZ - Financials Comparison
This section allows you to compare key financial metrics between BlackRock Health Sciences Trust II 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.
Total Revenue: Total amount of money received from sales and other business activities