BST vs. BSTZ

In the year-to-date period, BST achieves a -3.17% return, which is significantly higher than BSTZ's -7.27% return.

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This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) 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.

The current BST Sharpe Ratio is 0.32, which is lower than the BSTZ Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of BST 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.

BST's dividend yield for the trailing twelve months is around 8.72%, less than BSTZ's 13.58% yield.

The maximum BST drawdown since its inception was -46.58%, smaller than the maximum BSTZ drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for BST and BSTZ. For additional features, visit the drawdowns tool.

BlackRock Science and Technology Trust (BST) and BlackRock Science and Technology Trust II (BSTZ) have volatilities of 15.64% and 15.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between BlackRock Science and Technology 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.