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BST vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BST and DIVO is 0.51, 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.


-0.50.00.51.00.5

Performance

BST vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Science and Technology Trust (BST) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%220.00%240.00%260.00%JulyAugustSeptemberOctoberNovemberDecember
247.10%
147.12%
BST
DIVO

Key characteristics

Sharpe Ratio

BST:

0.95

DIVO:

2.01

Sortino Ratio

BST:

1.33

DIVO:

2.88

Omega Ratio

BST:

1.17

DIVO:

1.37

Calmar Ratio

BST:

0.54

DIVO:

3.21

Martin Ratio

BST:

3.11

DIVO:

11.81

Ulcer Index

BST:

5.37%

DIVO:

1.54%

Daily Std Dev

BST:

17.68%

DIVO:

9.03%

Max Drawdown

BST:

-46.58%

DIVO:

-30.04%

Current Drawdown

BST:

-16.89%

DIVO:

-5.09%

Returns By Period

In the year-to-date period, BST achieves a 17.65% return, which is significantly higher than DIVO's 16.26% return.


BST

YTD

17.65%

1M

1.14%

6M

1.99%

1Y

15.72%

5Y*

10.60%

10Y*

15.39%

DIVO

YTD

16.26%

1M

-1.94%

6M

7.12%

1Y

17.24%

5Y*

11.21%

10Y*

N/A

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Risk-Adjusted Performance

BST vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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 BST, currently valued at 0.95, compared to the broader market-4.00-2.000.002.000.952.01
The chart of Sortino ratio for BST, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.332.88
The chart of Omega ratio for BST, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.37
The chart of Calmar ratio for BST, currently valued at 0.54, compared to the broader market0.002.004.006.000.543.21
The chart of Martin ratio for BST, currently valued at 3.11, compared to the broader market-5.000.005.0010.0015.0020.0025.003.1111.81
BST
DIVO

The current BST Sharpe Ratio is 0.95, which is lower than the DIVO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of BST and DIVO, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.95
2.01
BST
DIVO

Dividends

BST vs. DIVO - Dividend Comparison

BST's dividend yield for the trailing twelve months is around 8.23%, more than DIVO's 4.63% yield.


TTM2023202220212020201920182017201620152014
BST
BlackRock Science and Technology Trust
8.23%8.91%10.57%8.53%3.85%5.46%6.41%4.80%6.69%6.93%0.57%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.63%4.67%4.76%4.79%4.92%8.16%5.27%3.83%0.00%0.00%0.00%

Drawdowns

BST vs. DIVO - Drawdown Comparison

The maximum BST drawdown since its inception was -46.58%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for BST and DIVO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.89%
-5.09%
BST
DIVO

Volatility

BST vs. DIVO - Volatility Comparison

BlackRock Science and Technology Trust (BST) has a higher volatility of 4.56% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 3.23%. This indicates that BST's price experiences larger fluctuations and is considered to be riskier than DIVO 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
4.56%
3.23%
BST
DIVO
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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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