BSTZ vs. JRI

Last updated Jun 9, 2026

BSTZ (BlackRock Science and Technology Trust II) and JRI (Nuveen Real Asset Income and Growth Fund) are both stocks. Both are in the Financial Services sector — BSTZ in Capital Markets, JRI in Asset Management. Over the past 5 years, BSTZ returned 5.44%/yr vs 5.09%/yr for JRI. At a 0.46 correlation, their price movements are largely independent.

Performance

BSTZ vs. JRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Science and Technology Trust II (BSTZ) and Nuveen Real Asset Income and Growth Fund (JRI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BSTZ achieves a 35.52% return, which is significantly higher than JRI's -3.02% return.

BSTZ

• 1D: 1.93%
• 1M: 6.46%
• YTD: 35.52%
• 6M: 37.09%
• 1Y: 68.99%
• 3Y*: 32.24%
• 5Y*: 5.44%
• 10Y*: —

JRI

• 1D: -1.11%
• 1M: -4.27%
• YTD: -3.02%
• 6M: -2.85%
• 1Y: 8.09%
• 3Y*: 16.08%
• 5Y*: 5.09%
• 10Y*: 6.69%

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

BSTZ vs. JRI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BSTZ BlackRock Science and Technology Trust II	35.52%	25.06%	37.49%	18.72%	-55.34%	12.71%	87.46%	4.20%
JRI Nuveen Real Asset Income and Growth Fund	-3.02%	26.76%	16.27%	10.08%	-20.87%	29.19%	-19.47%	14.94%

Correlation

The correlation between BSTZ and JRI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Jun 27, 2019	0.46

Over the past year, the correlation between BSTZ and JRI has dropped to 0.24 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

Fundamentals

Market Cap BSTZ : $2.04B JRI : $341.90M
EPS BSTZ : $8.53 JRI : $2.72
PE Ratio BSTZ : 3.47 JRI : 4.58
PS Ratio BSTZ : 5.63 JRI : 4.00
PB Ratio BSTZ : 1.19 JRI : 0.93
Total Revenue (TTM) BSTZ : $361.49M JRI : $85.35M
Gross Profit (TTM) BSTZ : $169.67M JRI : $56.69M
EBITDA (TTM) BSTZ : $586.67M JRI : $92.52M

Return for Risk

BSTZ vs. JRI — Risk / Return Rank

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

BSTZ

BSTZ Risk / Return Rank: 95
BSTZ Sharpe Ratio Rank: 95
BSTZ Sortino Ratio Rank: 93
BSTZ Omega Ratio Rank: 93
BSTZ Calmar Ratio Rank: 96
BSTZ Martin Ratio Rank: 97

JRI

JRI Risk / Return Rank: 57
JRI Sharpe Ratio Rank: 61
JRI Sortino Ratio Rank: 51
JRI Omega Ratio Rank: 53
JRI Calmar Ratio Rank: 57
JRI Martin Ratio Rank: 63

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. JRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust II (BSTZ) and Nuveen Real Asset Income and Growth Fund (JRI). 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	JRI	Difference
Sharpe ratio: Return per unit of total volatility	2.96	0.55	+2.40
Sortino ratio: Return per unit of downside risk	3.57	0.82	+2.74
Omega ratio: Gain probability vs. loss probability	1.49	1.12	+0.37
Calmar ratio: Return relative to maximum drawdown	7.49	0.63	+6.86
Martin ratio: Return relative to average drawdown	23.14	2.31	+20.83
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. JRI - Sharpe Ratio Comparison

The current BSTZ Sharpe Ratio is 2.96, which is higher than the JRI Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BSTZ and JRI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BSTZ	JRI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.96	0.55	+2.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.29	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.36	+0.15

Drawdowns

BSTZ vs. JRI - Drawdown Comparison

The maximum BSTZ drawdown since its inception was -60.51%, roughly equal to the maximum JRI drawdown of -60.74%. Use the drawdown chart below to compare losses from any high point for BSTZ and JRI.

Drawdown Indicators

	BSTZ	JRI	Difference
Max Drawdown Largest peak-to-trough decline	-60.51%	-60.74%	+0.23%
Max Drawdown (1Y) Largest decline over 1 year	-9.26%	-12.92%	+3.66%
Max Drawdown (3Y) Largest decline over 3 years	-25.31%	-15.35%	-9.96%
Max Drawdown (5Y) Largest decline over 5 years	-60.51%	-29.40%	-31.11%
Max Drawdown (10Y) Largest decline over 10 years	—	-60.74%	—
Current Drawdown Current decline from peak	-6.18%	-5.17%	-1.01%
Average Drawdown Average peak-to-trough decline	-27.52%	-9.04%	-18.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	3.51%	-0.52%

Volatility

BSTZ vs. JRI - Volatility Comparison

BlackRock Science and Technology Trust II (BSTZ) has a higher volatility of 11.24% compared to Nuveen Real Asset Income and Growth Fund (JRI) at 6.51%. This indicates that BSTZ's price experiences larger fluctuations and is considered to be riskier than JRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSTZ	JRI	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.24%	6.51%	+4.73%
Volatility (6M) Calculated over the trailing 6-month period	20.16%	12.65%	+7.51%
Volatility (1Y) Calculated over the trailing 1-year period	23.51%	14.69%	+8.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.63%	17.41%	+10.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.24%	21.30%	+8.94%

Dividends

BSTZ vs. JRI - Dividend Comparison

BSTZ's dividend yield for the trailing twelve months is around 8.52%, less than JRI's 12.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSTZ BlackRock Science and Technology Trust II	8.52%	12.46%	9.75%	10.90%	14.73%	5.14%	3.42%	2.44%	0.00%	0.00%	0.00%	0.00%
JRI Nuveen Real Asset Income and Growth Fund	12.80%	11.77%	11.83%	9.18%	9.90%	7.18%	9.06%	7.05%	9.33%	7.21%	8.57%	10.33%

Financials

Frequently Asked Questions

Can I hold both BSTZ and JRI in my portfolio?

BSTZ and JRI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BSTZ or JRI?

BSTZ has higher volatility (11.24%) compared to JRI (6.51%). In terms of maximum drawdown, BSTZ dropped -60.51% vs JRI's -60.74%.

Which has better risk-adjusted returns?

BSTZ currently has the higher Sharpe Ratio (2.96 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.