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

Correlation

The correlation between BST and VOO 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Science and Technology Trust (BST) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BST:

0.37

VOO:

0.72

Sortino Ratio

BST:

0.63

VOO:

1.20

Omega Ratio

BST:

1.09

VOO:

1.18

Calmar Ratio

BST:

0.27

VOO:

0.81

Martin Ratio

BST:

1.06

VOO:

3.09

Ulcer Index

BST:

8.00%

VOO:

4.88%

Daily Std Dev

BST:

24.60%

VOO:

19.37%

Max Drawdown

BST:

-46.58%

VOO:

-33.99%

Current Drawdown

BST:

-14.50%

VOO:

-2.75%

Returns By Period

In the year-to-date period, BST achieves a 2.60% return, which is significantly higher than VOO's 1.73% return. Over the past 10 years, BST has outperformed VOO with an annualized return of 15.74%, while VOO has yielded a comparatively lower 12.86% annualized return.


BST

YTD

2.60%

1M

15.78%

6M

5.74%

1Y

9.20%

5Y*

9.24%

10Y*

15.74%

VOO

YTD

1.73%

1M

12.89%

6M

2.12%

1Y

13.74%

5Y*

16.87%

10Y*

12.86%

*Annualized

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Risk-Adjusted Performance

BST vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 7171
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) and Vanguard S&P 500 ETF (VOO). 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 VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BST and VOO, 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. VOO - Dividend Comparison

BST's dividend yield for the trailing twelve months is around 8.29%, more than VOO's 1.28% 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%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BST vs. VOO - Drawdown Comparison

The maximum BST drawdown since its inception was -46.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BST and VOO. For additional features, visit the drawdowns tool.


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Volatility

BST vs. VOO - Volatility Comparison

BlackRock Science and Technology Trust (BST) has a higher volatility of 7.30% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that BST's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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