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

Correlation

The correlation between BST and VOO 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.


-0.50.00.51.00.7

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.

220.00%240.00%260.00%280.00%JulyAugustSeptemberOctoberNovemberDecember
269.69%
259.34%
BST
VOO

Key characteristics

Sharpe Ratio

BST:

0.95

VOO:

2.25

Sortino Ratio

BST:

1.33

VOO:

2.98

Omega Ratio

BST:

1.17

VOO:

1.42

Calmar Ratio

BST:

0.54

VOO:

3.31

Martin Ratio

BST:

3.11

VOO:

14.77

Ulcer Index

BST:

5.37%

VOO:

1.90%

Daily Std Dev

BST:

17.68%

VOO:

12.46%

Max Drawdown

BST:

-46.58%

VOO:

-33.99%

Current Drawdown

BST:

-16.89%

VOO:

-2.47%

Returns By Period

In the year-to-date period, BST achieves a 17.65% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, BST has outperformed VOO with an annualized return of 15.39%, while VOO has yielded a comparatively lower 13.08% annualized return.


BST

YTD

17.65%

1M

1.14%

6M

1.99%

1Y

15.72%

5Y*

10.60%

10Y*

15.39%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BST, currently valued at 0.95, compared to the broader market-4.00-2.000.002.000.952.25
The chart of Sortino ratio for BST, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.332.98
The chart of Omega ratio for BST, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.42
The chart of Calmar ratio for BST, currently valued at 0.54, compared to the broader market0.002.004.006.000.543.31
The chart of Martin ratio for BST, currently valued at 3.11, compared to the broader market-5.000.005.0010.0015.0020.0025.003.1114.77
BST
VOO

The current BST Sharpe Ratio is 0.95, which is lower than the VOO Sharpe Ratio of 2.25. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.95
2.25
BST
VOO

Dividends

BST vs. VOO - Dividend Comparison

BST's dividend yield for the trailing twelve months is around 8.23%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
BST
BlackRock Science and Technology Trust
8.23%8.91%10.57%8.53%3.85%5.46%6.41%4.80%6.69%6.93%0.57%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.89%
-2.47%
BST
VOO

Volatility

BST vs. VOO - Volatility Comparison

BlackRock Science and Technology Trust (BST) has a higher volatility of 4.56% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.56%
3.75%
BST
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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