BST vs. STK
BST (BlackRock Science and Technology Trust) is a stock, while STK (Columbia Seligman Premium Technology Growth Closed Fund) is Technology Equities fund actively managed by Aberdeen. Over the past 10 years, BST returned 19.58%/yr vs 23.37%/yr for STK. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
BST vs. STK - Performance Comparison
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Returns By Period
In the year-to-date period, BST achieves a 16.91% return, which is significantly lower than STK's 43.31% return. Over the past 10 years, BST has underperformed STK with an annualized return of 19.58%, while STK has yielded a comparatively higher 23.37% 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%
STK
- 1D
- 1.22%
- 1M
- 2.00%
- YTD
- 43.31%
- 6M
- 39.67%
- 1Y
- 90.56%
- 3Y*
- 31.90%
- 5Y*
- 19.22%
- 10Y*
- 23.37%
BST vs. STK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
STK Columbia Seligman Premium Technology Growth Closed Fund | 43.31% | 24.85% | 17.74% | 46.60% | -30.36% | 48.63% | 25.39% | 52.73% | -14.91% | 33.52% |
Correlation
The correlation between BST and STK is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2014 | 0.66 |
The correlation between BST and STK shifts across timeframes, from 0.66 (all time) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BST vs. STK — Risk / Return Rank
BST
STK
BST vs. STK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) and Columbia Seligman Premium Technology Growth Closed Fund (STK). 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.
| BST | STK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.60 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 7.09 | -4.70 |
| Martin ratioReturn relative to average drawdown | 7.82 | 28.46 | -20.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BST | STK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 3.64 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.76 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.89 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.72 | -0.09 |
Drawdowns
BST vs. STK - Drawdown Comparison
The maximum BST drawdown since its inception was -47.72%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for BST and STK.
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Drawdown Indicators
| BST | STK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -41.74% | -5.98% |
Max Drawdown (1Y)Largest decline over 1 year | -15.31% | -12.84% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -26.59% | +3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -47.72% | -36.27% | -11.45% |
Max Drawdown (10Y)Largest decline over 10 years | -47.72% | -41.74% | -5.98% |
Current DrawdownCurrent decline from peak | -7.74% | -10.49% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -7.41% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 3.19% | +1.48% |
Volatility
BST vs. STK - Volatility Comparison
The current volatility for BlackRock Science and Technology Trust (BST) is 8.82%, while Columbia Seligman Premium Technology Growth Closed Fund (STK) has a volatility of 13.52%. This indicates that BST experiences smaller price fluctuations and is considered to be less risky than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BST | STK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.82% | 13.52% | -4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 16.32% | 21.67% | -5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.99% | 25.09% | -6.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.74% | 25.48% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.80% | 26.32% | -0.52% |
Dividends
BST vs. STK - Dividend Comparison
BST's dividend yield for the trailing twelve months is around 9.14%, more than STK's 5.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STK Columbia Seligman Premium Technology Growth Closed Fund | 5.26% | 7.38% | 16.02% | 6.70% | 12.62% | 8.48% | 6.79% | 7.86% | 14.88% | 11.82% | 9.87% | 10.32% |
Frequently Asked Questions
BST and STK have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STK has higher volatility (13.52%) compared to BST (8.82%). In terms of maximum drawdown, BST dropped -47.72% vs STK's -41.74%.
STK currently has the higher Sharpe Ratio (3.64 vs 1.93), 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.
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