PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BSTZ vs. BIGZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BSTZ vs. BIGZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Science and Technology Trust II (BSTZ) and Blackrock Innovation & Growth Trust (BIGZ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.69%
12.09%
BSTZ
BIGZ

Returns By Period

In the year-to-date period, BSTZ achieves a 37.70% return, which is significantly higher than BIGZ's 17.13% return.


BSTZ

YTD

37.70%

1M

6.84%

6M

18.69%

1Y

37.54%

5Y (annualized)

10.50%

10Y (annualized)

N/A

BIGZ

YTD

17.13%

1M

3.51%

6M

12.08%

1Y

19.31%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


BSTZBIGZ
Market Cap$1.55B$1.70B
EPS$2.84$0.89
PE Ratio7.388.73

Key characteristics


BSTZBIGZ
Sharpe Ratio1.901.04
Sortino Ratio2.581.50
Omega Ratio1.321.19
Calmar Ratio0.730.33
Martin Ratio7.623.46
Ulcer Index4.95%5.78%
Daily Std Dev19.83%19.16%
Max Drawdown-59.31%-67.28%
Current Drawdown-32.19%-51.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.7

The correlation between BSTZ and BIGZ is 0.74, 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.

Risk-Adjusted Performance

BSTZ vs. BIGZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust II (BSTZ) and Blackrock Innovation & Growth Trust (BIGZ). 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 BSTZ, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.901.04
The chart of Sortino ratio for BSTZ, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.002.581.50
The chart of Omega ratio for BSTZ, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.19
The chart of Calmar ratio for BSTZ, currently valued at 0.73, compared to the broader market0.002.004.006.000.730.33
The chart of Martin ratio for BSTZ, currently valued at 7.62, compared to the broader market0.0010.0020.0030.007.623.46
BSTZ
BIGZ

The current BSTZ Sharpe Ratio is 1.90, which is higher than the BIGZ Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of BSTZ and BIGZ, 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 Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.90
1.04
BSTZ
BIGZ

Dividends

BSTZ vs. BIGZ - Dividend Comparison

BSTZ's dividend yield for the trailing twelve months is around 9.08%, less than BIGZ's 10.18% yield.


TTM20232022202120202019
BSTZ
BlackRock Science and Technology Trust II
9.08%10.89%14.73%7.92%3.42%2.44%
BIGZ
Blackrock Innovation & Growth Trust
10.18%10.45%14.54%4.81%0.00%0.00%

Drawdowns

BSTZ vs. BIGZ - Drawdown Comparison

The maximum BSTZ drawdown since its inception was -59.31%, smaller than the maximum BIGZ drawdown of -67.28%. Use the drawdown chart below to compare losses from any high point for BSTZ and BIGZ. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-32.19%
-51.94%
BSTZ
BIGZ

Volatility

BSTZ vs. BIGZ - Volatility Comparison

The current volatility for BlackRock Science and Technology Trust II (BSTZ) is 4.73%, while Blackrock Innovation & Growth Trust (BIGZ) has a volatility of 5.41%. This indicates that BSTZ experiences smaller price fluctuations and is considered to be less risky than BIGZ 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%JuneJulyAugustSeptemberOctoberNovember
4.73%
5.41%
BSTZ
BIGZ

Financials

BSTZ vs. BIGZ - Financials Comparison

This section allows you to compare key financial metrics between BlackRock Science and Technology Trust II and Blackrock Innovation & Growth Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items