BST vs. QQQ
Compare and contrast key facts about BlackRock Science and Technology Trust (BST) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BST or QQQ.
Key characteristics
| BST | QQQ | |
|---|---|---|
| YTD Return | 17.18% | 25.63% |
| 1Y Return | 18.89% | 33.85% |
| 3Y Return (Ann) | -4.08% | 9.83% |
| 5Y Return (Ann) | 11.45% | 21.21% |
| 10Y Return (Ann) | 14.31% | 18.37% |
| Sharpe Ratio | 1.19 | 2.12 |
| Sortino Ratio | 1.63 | 2.79 |
| Omega Ratio | 1.21 | 1.38 |
| Calmar Ratio | 0.67 | 2.71 |
| Martin Ratio | 3.88 | 9.88 |
| Ulcer Index | 5.32% | 3.72% |
| Daily Std Dev | 17.36% | 17.31% |
| Max Drawdown | -46.59% | -82.98% |
| Current Drawdown | -17.24% | -0.37% |
Correlation
The correlation between BST and QQQ is 0.75, 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
BST vs. QQQ - Performance Comparison
In the year-to-date period, BST achieves a 17.18% return, which is significantly lower than QQQ's 25.63% return. Over the past 10 years, BST has underperformed QQQ with an annualized return of 14.31%, while QQQ has yielded a comparatively higher 18.37% annualized 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
BST vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) and Invesco QQQ (QQQ). 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
BST vs. QQQ - Dividend Comparison
BST's dividend yield for the trailing twelve months is around 7.47%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 7.47% | 8.91% | 10.57% | 8.53% | 3.85% | 5.46% | 6.41% | 4.80% | 6.69% | 6.93% | 0.57% | 0.00% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
BST vs. QQQ - Drawdown Comparison
The maximum BST drawdown since its inception was -46.59%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BST and QQQ. For additional features, visit the drawdowns tool.
Volatility
BST vs. QQQ - Volatility Comparison
The current volatility for BlackRock Science and Technology Trust (BST) is 3.84%, while Invesco QQQ (QQQ) has a volatility of 4.91%. This indicates that BST experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.