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

Correlation

The correlation between BST and VGT is 0.70, 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. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Science and Technology Trust (BST) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BST:

0.37

VGT:

0.54

Sortino Ratio

BST:

0.63

VGT:

1.02

Omega Ratio

BST:

1.09

VGT:

1.14

Calmar Ratio

BST:

0.27

VGT:

0.67

Martin Ratio

BST:

1.06

VGT:

2.19

Ulcer Index

BST:

8.00%

VGT:

8.37%

Daily Std Dev

BST:

24.60%

VGT:

30.11%

Max Drawdown

BST:

-46.58%

VGT:

-54.63%

Current Drawdown

BST:

-14.50%

VGT:

-4.59%

Returns By Period

In the year-to-date period, BST achieves a 2.60% return, which is significantly higher than VGT's -0.69% return. Over the past 10 years, BST has underperformed VGT with an annualized return of 15.74%, while VGT has yielded a comparatively higher 20.05% annualized return.


BST

YTD

2.60%

1M

15.78%

6M

5.74%

1Y

9.20%

5Y*

9.24%

10Y*

15.74%

VGT

YTD

-0.69%

1M

21.99%

6M

2.54%

1Y

16.42%

5Y*

20.42%

10Y*

20.05%

*Annualized

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Risk-Adjusted Performance

BST vs. VGT — Risk-Adjusted Performance Rank

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

BST
The Risk-Adjusted Performance Rank of BST is 6161
Overall Rank
The Sharpe Ratio Rank of BST is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BST is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BST is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BST is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BST is 6464
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5959
Overall Rank
The Sharpe Ratio Rank of VGT is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BST vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) and Vanguard Information Technology ETF (VGT). 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.


The current BST Sharpe Ratio is 0.37, which is lower than the VGT Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BST and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BST vs. VGT - Dividend Comparison

BST's dividend yield for the trailing twelve months is around 8.29%, more than VGT's 0.52% yield.


TTM20242023202220212020201920182017201620152014
BST
BlackRock Science and Technology Trust
8.29%8.21%8.91%10.57%8.53%3.85%10.52%6.41%4.80%6.69%6.93%0.57%
VGT
Vanguard Information Technology ETF
0.52%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

BST vs. VGT - Drawdown Comparison

The maximum BST drawdown since its inception was -46.58%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BST and VGT. For additional features, visit the drawdowns tool.


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Volatility

BST vs. VGT - Volatility Comparison

BlackRock Science and Technology Trust (BST) and Vanguard Information Technology ETF (VGT) have volatilities of 7.30% and 7.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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