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

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.11%
4.91%
BSTZ
BMEZ

Returns By Period

In the year-to-date period, BSTZ achieves a 36.65% return, which is significantly higher than BMEZ's 12.95% return.


BSTZ

YTD

36.65%

1M

7.10%

6M

17.10%

1Y

36.65%

5Y (annualized)

10.34%

10Y (annualized)

N/A

BMEZ

YTD

12.95%

1M

-3.05%

6M

4.92%

1Y

20.84%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


BSTZBMEZ
Market Cap$1.54B$1.56B
EPS$2.84-$0.16

Key characteristics


BSTZBMEZ
Sharpe Ratio1.811.48
Sortino Ratio2.472.11
Omega Ratio1.311.26
Calmar Ratio0.690.49
Martin Ratio7.255.26
Ulcer Index4.95%3.95%
Daily Std Dev19.83%14.05%
Max Drawdown-59.31%-46.05%
Current Drawdown-32.71%-30.12%

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Correlation

-0.50.00.51.00.6

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.

Risk-Adjusted Performance

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 1.81, compared to the broader market-4.00-2.000.002.004.001.811.48
The chart of Sortino ratio for BSTZ, currently valued at 2.47, compared to the broader market-4.00-2.000.002.004.002.472.11
The chart of Omega ratio for BSTZ, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.26
The chart of Calmar ratio for BSTZ, currently valued at 0.69, compared to the broader market0.002.004.006.000.690.49
The chart of Martin ratio for BSTZ, currently valued at 7.25, compared to the broader market-10.000.0010.0020.0030.007.255.26
BSTZ
BMEZ

The current BSTZ Sharpe Ratio is 1.81, which is comparable to the BMEZ Sharpe Ratio of 1.48. 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.81
1.48
BSTZ
BMEZ

Dividends

BSTZ vs. BMEZ - Dividend Comparison

BSTZ's dividend yield for the trailing twelve months is around 9.15%, less than BMEZ's 10.68% yield.


TTM20232022202120202019
BSTZ
BlackRock Science and Technology Trust II
9.15%10.89%14.73%7.92%3.42%2.44%
BMEZ
BlackRock Health Sciences Trust II
10.68%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%JuneJulyAugustSeptemberOctoberNovember
-32.71%
-30.12%
BSTZ
BMEZ

Volatility

BSTZ vs. BMEZ - Volatility Comparison

BlackRock Science and Technology Trust II (BSTZ) has a higher volatility of 5.12% compared to BlackRock Health Sciences Trust II (BMEZ) at 3.90%. 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%JuneJulyAugustSeptemberOctoberNovember
5.12%
3.90%
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