BSTZ vs. BIGZ

Last updated Apr 1, 2026

Compare and contrast key facts about BlackRock Science and Technology Trust II (BSTZ) and Blackrock Innovation & Growth Trust (BIGZ).

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.

BSTZ vs. BIGZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BSTZ BlackRock Science and Technology Trust II	0.13%	25.06%	37.49%	18.72%	-55.34%	19.06%
BIGZ Blackrock Innovation & Growth Trust	2.59%	0.86%	13.42%	19.29%	-47.76%	-24.45%

Returns By Period

In the year-to-date period, BSTZ achieves a 0.13% return, which is significantly lower than BIGZ's 2.59% return.

BSTZ

• 1D: 4.43%
• 1M: -1.94%
• YTD: 0.13%
• 6M: 6.05%
• 1Y: 41.49%
• 3Y*: 18.36%
• 5Y*: -0.08%
• 10Y*: —

BIGZ

• 1D: 4.93%
• 1M: 1.29%
• YTD: 2.59%
• 6M: 3.32%
• 1Y: 18.68%
• 3Y*: 4.89%
• 5Y*: -11.67%
• 10Y*: —

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

Return for Risk

BSTZ vs. BIGZ — Risk / Return Rank

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

BSTZ

BSTZ Risk / Return Rank: 88
BSTZ Sharpe Ratio Rank: 88
BSTZ Sortino Ratio Rank: 86
BSTZ Omega Ratio Rank: 86
BSTZ Calmar Ratio Rank: 88
BSTZ Martin Ratio Rank: 92

BIGZ

BIGZ Risk / Return Rank: 64
BIGZ Sharpe Ratio Rank: 66
BIGZ Sortino Ratio Rank: 61
BIGZ Omega Ratio Rank: 59
BIGZ Calmar Ratio Rank: 67
BIGZ Martin Ratio Rank: 67

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. BIGZ - Risk-Adjusted Trends 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.

	BSTZ	BIGZ	Difference
Sharpe ratio Return per unit of total volatility	1.75	0.68	+1.07
Sortino ratio Return per unit of downside risk	2.40	1.18	+1.22
Omega ratio Gain probability vs. loss probability	1.33	1.15	+0.19
Calmar ratio Return relative to maximum drawdown	3.36	1.24	+2.12
Martin ratio Return relative to average drawdown	11.87	2.98	+8.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSTZ vs. BIGZ - Sharpe Ratio Comparison

The current BSTZ Sharpe Ratio is 1.75, which is higher than the BIGZ Sharpe Ratio of 0.68. 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.

Sharpe Ratios by Period

	BSTZ	BIGZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	0.68	+1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	-0.40	+0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	-0.38	+0.74

Correlation

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.

Dividends

BSTZ vs. BIGZ - Dividend Comparison

BSTZ's dividend yield for the trailing twelve months is around 11.92%, less than BIGZ's 12.11% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
BSTZ BlackRock Science and Technology Trust II	11.92%	12.46%	9.75%	10.90%	14.73%	5.14%	3.42%	2.44%
BIGZ Blackrock Innovation & Growth Trust	12.11%	13.68%	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 -60.51%, smaller than the maximum BIGZ drawdown of -67.27%. Use the drawdown chart below to compare losses from any high point for BSTZ and BIGZ.

Drawdown Indicators

	BSTZ	BIGZ	Difference
Max Drawdown Largest peak-to-trough decline	-60.51%	-67.27%	+6.76%
Max Drawdown (1Y) Largest decline over 1 year	-11.57%	-13.99%	+2.42%
Max Drawdown (5Y) Largest decline over 5 years	-60.51%	-67.27%	+6.76%
Current Drawdown Current decline from peak	-17.70%	-51.85%	+34.15%
Average Drawdown Average peak-to-trough decline	-28.15%	-49.89%	+21.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	5.83%	-2.55%

Volatility

BSTZ vs. BIGZ - Volatility Comparison

BlackRock Science and Technology Trust II (BSTZ) and Blackrock Innovation & Growth Trust (BIGZ) have volatilities of 10.14% and 9.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSTZ	BIGZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.14%	9.81%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	16.03%	18.13%	-2.10%
Volatility (1Y) Calculated over the trailing 1-year period	23.94%	27.76%	-3.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.17%	29.50%	-2.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.09%	29.47%	+0.62%

Financials