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BSTZ vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BSTZ vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Science and Technology Trust II (BSTZ) and JPMorgan Equity Premium Income ETF (JEPI). 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%
7.81%
BSTZ
JEPI

Returns By Period

In the year-to-date period, BSTZ achieves a 36.65% return, which is significantly higher than JEPI's 14.85% return.


BSTZ

YTD

36.65%

1M

7.10%

6M

17.10%

1Y

36.65%

5Y (annualized)

10.34%

10Y (annualized)

N/A

JEPI

YTD

14.85%

1M

0.36%

6M

7.81%

1Y

17.75%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


BSTZJEPI
Sharpe Ratio1.812.57
Sortino Ratio2.473.57
Omega Ratio1.311.51
Calmar Ratio0.694.69
Martin Ratio7.2518.13
Ulcer Index4.95%1.00%
Daily Std Dev19.83%7.05%
Max Drawdown-59.31%-13.71%
Current Drawdown-32.71%-1.00%

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Correlation

-0.50.00.51.00.5

The correlation between BSTZ and JEPI is 0.50, 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. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust II (BSTZ) and JPMorgan Equity Premium Income ETF (JEPI). 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-4.00-2.000.002.004.001.812.57
The chart of Sortino ratio for BSTZ, currently valued at 2.47, compared to the broader market-4.00-2.000.002.004.002.473.57
The chart of Omega ratio for BSTZ, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.51
The chart of Calmar ratio for BSTZ, currently valued at 0.69, compared to the broader market0.002.004.006.000.694.69
The chart of Martin ratio for BSTZ, currently valued at 7.25, compared to the broader market-10.000.0010.0020.0030.007.2518.13
BSTZ
JEPI

The current BSTZ Sharpe Ratio is 1.81, which is comparable to the JEPI Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of BSTZ and JEPI, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.81
2.57
BSTZ
JEPI

Dividends

BSTZ vs. JEPI - Dividend Comparison

BSTZ's dividend yield for the trailing twelve months is around 9.15%, more than JEPI's 7.12% yield.


TTM20232022202120202019
BSTZ
BlackRock Science and Technology Trust II
9.15%10.89%14.73%7.92%3.42%2.44%
JEPI
JPMorgan Equity Premium Income ETF
7.12%8.40%11.67%6.59%5.79%0.00%

Drawdowns

BSTZ vs. JEPI - Drawdown Comparison

The maximum BSTZ drawdown since its inception was -59.31%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BSTZ and JEPI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-32.71%
-1.00%
BSTZ
JEPI

Volatility

BSTZ vs. JEPI - Volatility Comparison

BlackRock Science and Technology Trust II (BSTZ) has a higher volatility of 5.12% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that BSTZ's price experiences larger fluctuations and is considered to be riskier than JEPI 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%
2.14%
BSTZ
JEPI