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BSTZ vs. BMEZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BSTZ and BMEZ is 0.60, 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.


-0.50.00.51.00.6

Performance

BSTZ vs. BMEZ - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
13.95%
1.41%
BSTZ
BMEZ

Key characteristics

Sharpe Ratio

BSTZ:

1.96

BMEZ:

0.78

Sortino Ratio

BSTZ:

2.67

BMEZ:

1.22

Omega Ratio

BSTZ:

1.32

BMEZ:

1.14

Calmar Ratio

BSTZ:

0.80

BMEZ:

0.31

Martin Ratio

BSTZ:

8.22

BMEZ:

2.78

Ulcer Index

BSTZ:

5.01%

BMEZ:

4.22%

Daily Std Dev

BSTZ:

20.99%

BMEZ:

14.99%

Max Drawdown

BSTZ:

-59.31%

BMEZ:

-46.05%

Current Drawdown

BSTZ:

-29.73%

BMEZ:

-28.18%

Fundamentals

Market Cap

BSTZ:

$1.59B

BMEZ:

$1.58B

EPS

BSTZ:

$2.84

BMEZ:

-$0.16

Returns By Period

In the year-to-date period, BSTZ achieves a 3.77% return, which is significantly lower than BMEZ's 5.97% return.


BSTZ

YTD

3.77%

1M

-0.65%

6M

13.95%

1Y

43.10%

5Y*

9.35%

10Y*

N/A

BMEZ

YTD

5.97%

1M

-0.13%

6M

1.41%

1Y

12.70%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BSTZ vs. BMEZ — 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 8787
Overall Rank
The Sharpe Ratio Rank of BSTZ is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BSTZ is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BSTZ is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BSTZ is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BSTZ is 9090
Martin Ratio Rank

BMEZ
The Risk-Adjusted Performance Rank of BMEZ is 6969
Overall Rank
The Sharpe Ratio Rank of BMEZ is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BMEZ is 6767
Sortino Ratio Rank
The Omega Ratio Rank of BMEZ is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BMEZ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BMEZ is 7474
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. BMEZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust II (BSTZ) and BlackRock Health Sciences Trust II (BMEZ). 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 1.96, compared to the broader market-2.000.002.001.960.78
The chart of Sortino ratio for BSTZ, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.671.22
The chart of Omega ratio for BSTZ, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.14
The chart of Calmar ratio for BSTZ, currently valued at 0.80, compared to the broader market0.002.004.006.000.800.31
The chart of Martin ratio for BSTZ, currently valued at 8.22, compared to the broader market-30.00-20.00-10.000.0010.0020.008.222.78
BSTZ
BMEZ

The current BSTZ Sharpe Ratio is 1.96, which is higher than the BMEZ Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of BSTZ and BMEZ, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.96
0.78
BSTZ
BMEZ

Dividends

BSTZ vs. BMEZ - Dividend Comparison

BSTZ's dividend yield for the trailing twelve months is around 8.91%, less than BMEZ's 10.48% yield.


TTM202420232022202120202019
BSTZ
BlackRock Science and Technology Trust II
8.91%9.74%10.89%14.73%7.92%3.42%2.44%
BMEZ
BlackRock Health Sciences Trust II
10.48%11.74%10.81%11.28%6.75%3.14%0.00%

Drawdowns

BSTZ vs. BMEZ - Drawdown Comparison

The maximum BSTZ drawdown since its inception was -59.31%, which is greater than BMEZ's maximum drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for BSTZ and BMEZ. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-29.73%
-28.18%
BSTZ
BMEZ

Volatility

BSTZ vs. BMEZ - Volatility Comparison

BlackRock Science and Technology Trust II (BSTZ) has a higher volatility of 8.03% compared to BlackRock Health Sciences Trust II (BMEZ) at 5.86%. This indicates that BSTZ's price experiences larger fluctuations and is considered to be riskier than BMEZ 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%AugustSeptemberOctoberNovemberDecember2025
8.03%
5.86%
BSTZ
BMEZ

Financials

BSTZ vs. BMEZ - Financials Comparison

This section allows you to compare key financial metrics between BlackRock Science and Technology Trust II and BlackRock Health Sciences Trust II. 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
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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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