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BST vs. NRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BST vs. NRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Science and Technology Trust (BST) and Neuberger Berman Real Estate Securities Income Fund (NRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BST achieves a 16.91% return, which is significantly higher than NRO's 3.23% return. Over the past 10 years, BST has outperformed NRO with an annualized return of 19.58%, while NRO has yielded a comparatively lower 5.07% annualized return.


BST

1D
-0.09%
1M
2.92%
YTD
16.91%
6M
19.17%
1Y
36.42%
3Y*
20.80%
5Y*
3.96%
10Y*
19.58%

NRO

1D
1.36%
1M
-2.24%
YTD
3.23%
6M
4.67%
1Y
4.74%
3Y*
14.51%
5Y*
1.38%
10Y*
5.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BST vs. NRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BST
BlackRock Science and Technology Trust
16.91%23.65%17.96%30.07%-38.28%-0.35%69.27%34.57%8.84%57.43%
NRO
Neuberger Berman Real Estate Securities Income Fund
3.23%0.85%23.87%15.24%-35.04%29.26%-10.88%47.57%-16.37%13.29%

Correlation

The correlation between BST and NRO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2014

0.38

The correlation between BST and NRO shifts across timeframes, from 0.30 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BST vs. NRO — Risk / Return Rank

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

BST
BST Risk / Return Rank: 8484
Overall Rank
BST Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BST Sortino Ratio Rank: 8484
Sortino Ratio Rank
BST Omega Ratio Rank: 8585
Omega Ratio Rank
BST Calmar Ratio Rank: 7979
Calmar Ratio Rank
BST Martin Ratio Rank: 8484
Martin Ratio Rank

NRO
NRO Risk / Return Rank: 66
Overall Rank
NRO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NRO Sortino Ratio Rank: 55
Sortino Ratio Rank
NRO Omega Ratio Rank: 55
Omega Ratio Rank
NRO Calmar Ratio Rank: 66
Calmar Ratio Rank
NRO Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BST vs. NRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) and Neuberger Berman Real Estate Securities Income Fund (NRO). 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.


BSTNRODifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.35

1.07

+0.27

Calmar ratioReturn relative to maximum drawdown

2.39

0.44

+1.95

Martin ratioReturn relative to average drawdown

7.82

1.18

+6.64

BST vs. NRO - Sharpe Ratio Comparison

The current BST Sharpe Ratio is 1.93, which is higher than the NRO Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of BST and NRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BSTNRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

0.38

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.06

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.19

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.11

+0.52

Drawdowns

BST vs. NRO - Drawdown Comparison

The maximum BST drawdown since its inception was -47.72%, smaller than the maximum NRO drawdown of -92.91%. Use the drawdown chart below to compare losses from any high point for BST and NRO.


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Drawdown Indicators


BSTNRODifference

Max Drawdown

Largest peak-to-trough decline

-47.72%

-92.91%

+45.19%

Max Drawdown (1Y)

Largest decline over 1 year

-15.31%

-11.61%

-3.70%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-24.78%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-47.72%

-42.35%

-5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-47.72%

-62.59%

+14.87%

Current Drawdown

Current decline from peak

-7.74%

-8.50%

+0.76%

Average Drawdown

Average peak-to-trough decline

-12.97%

-27.21%

+14.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

4.30%

+0.37%

Volatility

BST vs. NRO - Volatility Comparison

BlackRock Science and Technology Trust (BST) has a higher volatility of 8.82% compared to Neuberger Berman Real Estate Securities Income Fund (NRO) at 3.86%. This indicates that BST's price experiences larger fluctuations and is considered to be riskier than NRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSTNRODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

3.86%

+4.96%

Volatility (6M)

Calculated over the trailing 6-month period

16.32%

10.23%

+6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

13.49%

+5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

21.58%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.80%

26.34%

-0.54%

Dividends

BST vs. NRO - Dividend Comparison

BST's dividend yield for the trailing twelve months is around 9.14%, less than NRO's 12.56% yield.


PositionTTM20252024202320222021202020192018201720162015
BST
BlackRock Science and Technology Trust
9.14%10.36%8.21%8.91%10.57%5.38%3.85%10.52%6.41%4.80%6.69%6.93%
NRO
Neuberger Berman Real Estate Securities Income Fund
12.56%12.27%10.55%11.74%11.96%7.10%10.88%8.60%12.77%9.31%7.64%7.19%

Frequently Asked Questions


BST and NRO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BST has higher volatility (8.82%) compared to NRO (3.86%). In terms of maximum drawdown, BST dropped -47.72% vs NRO's -92.91%.

BST currently has the higher Sharpe Ratio (1.93 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BST and NRO

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