PortfoliosLab logo
BSTZ vs. BIGZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BSTZ and BIGZ is 0.72, 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

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.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-17.60%
-50.30%
BSTZ
BIGZ

Key characteristics

Sharpe Ratio

BSTZ:

0.52

BIGZ:

0.07

Sortino Ratio

BSTZ:

0.89

BIGZ:

0.34

Omega Ratio

BSTZ:

1.11

BIGZ:

1.04

Calmar Ratio

BSTZ:

0.29

BIGZ:

0.04

Martin Ratio

BSTZ:

1.61

BIGZ:

0.26

Ulcer Index

BSTZ:

8.61%

BIGZ:

10.03%

Daily Std Dev

BSTZ:

26.68%

BIGZ:

27.08%

Max Drawdown

BSTZ:

-59.31%

BIGZ:

-67.28%

Current Drawdown

BSTZ:

-37.61%

BIGZ:

-56.69%

Fundamentals

Market Cap

BSTZ:

$1.29B

BIGZ:

$1.72B

EPS

BSTZ:

$7.86

BIGZ:

$0.89

PE Ratio

BSTZ:

2.33

BIGZ:

9.06

PS Ratio

BSTZ:

4.82

BIGZ:

33.71

PB Ratio

BSTZ:

0.77

BIGZ:

0.77

Returns By Period

In the year-to-date period, BSTZ achieves a -7.87% return, which is significantly lower than BIGZ's -6.93% return.


BSTZ

YTD

-7.87%

1M

13.85%

6M

-8.24%

1Y

13.89%

5Y*

7.55%

10Y*

N/A

BIGZ

YTD

-6.93%

1M

20.63%

6M

-8.29%

1Y

1.89%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BSTZ vs. BIGZ — Risk-Adjusted Performance Rank

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

BSTZ
The Risk-Adjusted Performance Rank of BSTZ is 6666
Overall Rank
The Sharpe Ratio Rank of BSTZ is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BSTZ is 6363
Sortino Ratio Rank
The Omega Ratio Rank of BSTZ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of BSTZ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BSTZ is 7070
Martin Ratio Rank

BIGZ
The Risk-Adjusted Performance Rank of BIGZ is 5151
Overall Rank
The Sharpe Ratio Rank of BIGZ is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BIGZ is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BIGZ is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BIGZ is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BIGZ is 5555
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.

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.


The current BSTZ Sharpe Ratio is 0.52, which is higher than the BIGZ Sharpe Ratio of 0.07. 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.52
0.07
BSTZ
BIGZ

Dividends

BSTZ vs. BIGZ - Dividend Comparison

BSTZ's dividend yield for the trailing twelve months is around 13.67%, less than BIGZ's 15.17% yield.


TTM202420232022202120202019
BSTZ
BlackRock Science and Technology Trust II
13.67%9.75%10.90%14.73%7.92%3.42%2.44%
BIGZ
Blackrock Innovation & Growth Trust
15.17%11.21%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.


-60.00%-50.00%-40.00%-30.00%December2025FebruaryMarchAprilMay
-37.61%
-56.69%
BSTZ
BIGZ

Volatility

BSTZ vs. BIGZ - Volatility Comparison

The current volatility for BlackRock Science and Technology Trust II (BSTZ) is 12.79%, while Blackrock Innovation & Growth Trust (BIGZ) has a volatility of 15.29%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%December2025FebruaryMarchAprilMay
12.79%
15.29%
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


-100.00M0.00100.00M200.00M20202021202220232024
95.61M
(BSTZ) Total Revenue
(BIGZ) Total Revenue
Values in USD except per share items