BSTZ vs. AGNC

Last updated Jul 21, 2026

BSTZ (BlackRock Science and Technology Term Trust) and AGNC (AGNC Investment Corp.) are both stocks. BSTZ operates in Capital Markets (Financial Services), while AGNC operates in REIT - Mortgage (Real Estate). Over the past 5 years, BSTZ returned 3.19%/yr vs 5.73%/yr for AGNC. At a 0.37 correlation, their price movements are largely independent.

Performance

BSTZ vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Science and Technology Term Trust (BSTZ) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BSTZ achieves a 28.07% return, which is significantly higher than AGNC's 8.86% return.

BSTZ

• 1D: 0.40%
• 1M: -10.47%
• 6M: 26.89%
• YTD: 28.07%
• 1Y: 44.49%
• 3Y*: 27.66%
• 5Y*: 3.19%
• 10Y*: —
• ALL TIME*: 14.42%

AGNC

• 1D: -2.67%
• 1M: 6.36%
• 6M: -2.18%
• YTD: 8.86%
• 1Y: 35.55%
• 3Y*: 18.92%
• 5Y*: 5.73%
• 10Y*: 6.66%
• ALL TIME*: 11.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BSTZ vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BSTZ BlackRock Science and Technology Term Trust	28.07%	25.06%	37.49%	18.72%	-55.34%	12.71%	87.46%	5.04%
AGNC AGNC Investment Corp.	8.86%	34.92%	8.90%	10.14%	-21.65%	5.20%	-1.78%	12.15%

Correlation

The correlation between BSTZ and AGNC is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (All Time) Calculated using the full available price history since Jun 26, 2019	0.37

The correlation between BSTZ and AGNC shifts across timeframes, from 0.18 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap BSTZ : $1.90B AGNC : $12.54B
EPS BSTZ : $8.53 AGNC : $2.00
PE Ratio BSTZ : 3.24 AGNC : 5.45
PEG Ratio BSTZ : 0.36 AGNC : 0.01
PS Ratio BSTZ : 5.26 AGNC : 3.92
PB Ratio BSTZ : 1.11 AGNC : 1.20
Total Revenue (TTM) BSTZ : $361.49M AGNC : $3.09B
Gross Profit (TTM) BSTZ : $169.67M AGNC : $2.34B
EBITDA (TTM) BSTZ : $586.67M AGNC : $3.91B

Return for Risk

BSTZ vs. AGNC — Risk / Return Rank

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

BSTZ

BSTZ Risk / Return Rank: 87
BSTZ Sharpe Ratio Rank: 88
BSTZ Sortino Ratio Rank: 83
BSTZ Omega Ratio Rank: 83
BSTZ Calmar Ratio Rank: 90
BSTZ Martin Ratio Rank: 93

AGNC

AGNC Risk / Return Rank: 84
AGNC Sharpe Ratio Rank: 89
AGNC Sortino Ratio Rank: 86
AGNC Omega Ratio Rank: 84
AGNC Calmar Ratio Rank: 78
AGNC Martin Ratio Rank: 81

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSTZ vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Term Trust (BSTZ) and AGNC Investment Corp. (AGNC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BSTZ	AGNC	Difference
Sharpe ratio: Return per unit of total volatility	1.68	1.77	-0.09
Sortino ratio: Return per unit of downside risk	2.20	2.39	-0.19
Omega ratio: Gain probability vs. loss probability	1.29	1.30	-0.01
Calmar ratio: Return relative to maximum drawdown	3.58	1.91	+1.67
Martin ratio: Return relative to average drawdown	11.56	5.34	+6.23

BSTZ vs. AGNC - Sharpe Ratio Comparison

The current BSTZ Sharpe Ratio is 1.68, which is comparable to the AGNC Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of BSTZ and AGNC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BSTZ vs. AGNC - Drawdown Comparison

The maximum BSTZ drawdown since its inception was -60.51%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for BSTZ and AGNC.

Drawdown Indicators

	BSTZ	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-60.51%	-54.56%	-5.95%
Max Drawdown (1Y) Largest decline over 1 year	-12.49%	-18.71%	+6.22%
Max Drawdown (3Y) Largest decline over 3 years	-25.31%	-31.04%	+5.73%
Max Drawdown (5Y) Largest decline over 5 years	-60.51%	-50.28%	-10.23%
Max Drawdown (10Y) Largest decline over 10 years	—	-54.56%	—
Current Drawdown Current decline from peak	-12.14%	-4.46%	-7.68%
Average Drawdown Average peak-to-trough decline	-27.18%	-13.51%	-13.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.86%	6.68%	-2.82%

Volatility

BSTZ vs. AGNC - Volatility Comparison

BlackRock Science and Technology Term Trust (BSTZ) has a higher volatility of 11.41% compared to AGNC Investment Corp. (AGNC) at 6.27%. This indicates that BSTZ's price experiences larger fluctuations and is considered to be riskier than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSTZ	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.41%	6.27%	+5.14%
Volatility (6M) Calculated over the trailing 6-month period	23.50%	16.72%	+6.78%
Volatility (1Y) Calculated over the trailing 1-year period	26.71%	20.27%	+6.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.09%	25.76%	+2.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.40%	25.46%	+4.94%

Dividends

BSTZ vs. AGNC - Dividend Comparison

BSTZ's dividend yield for the trailing twelve months is around 8.72%, less than AGNC's 13.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNC AGNC Investment Corp.	13.19%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%
BSTZ BlackRock Science and Technology Term Trust	8.72%	12.46%	9.75%	10.90%	14.73%	5.14%	3.42%	2.44%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both BSTZ and AGNC in my portfolio?

BSTZ and AGNC have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BSTZ or AGNC?

BSTZ has higher volatility (11.41%) compared to AGNC (6.27%). In terms of maximum drawdown, BSTZ dropped -60.51% vs AGNC's -54.56%.

Which has better risk-adjusted returns?

AGNC currently has the higher Sharpe Ratio (1.77 vs 1.68), 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.