BST vs. SPY
Compare and contrast key facts about BlackRock Science and Technology Trust (BST) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BST or SPY.
Performance
BST vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, BST achieves a 17.06% return, which is significantly lower than SPY's 26.08% return. Over the past 10 years, BST has outperformed SPY with an annualized return of 13.94%, while SPY has yielded a comparatively lower 13.10% annualized return.
BST
17.06%
-0.35%
3.76%
18.13%
10.07%
13.94%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| BST | SPY | |
|---|---|---|
| Sharpe Ratio | 0.95 | 2.70 |
| Sortino Ratio | 1.34 | 3.60 |
| Omega Ratio | 1.17 | 1.50 |
| Calmar Ratio | 0.54 | 3.90 |
| Martin Ratio | 3.10 | 17.52 |
| Ulcer Index | 5.35% | 1.87% |
| Daily Std Dev | 17.48% | 12.14% |
| Max Drawdown | -46.58% | -55.19% |
| Current Drawdown | -17.31% | -0.85% |
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Correlation
The correlation between BST and SPY is 0.69, 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.
Risk-Adjusted Performance
BST vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
BST's dividend yield for the trailing twelve months is around 8.21%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 8.21% | 8.91% | 10.57% | 8.53% | 3.85% | 5.46% | 6.41% | 4.80% | 6.69% | 6.93% | 0.57% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BST vs. SPY - Drawdown Comparison
The maximum BST drawdown since its inception was -46.58%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BST and SPY. For additional features, visit the drawdowns tool.
Volatility
BST vs. SPY - Volatility Comparison
BlackRock Science and Technology Trust (BST) has a higher volatility of 4.46% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that BST's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.