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

Correlation

The correlation between BSTZ and VOO is 0.69, 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.


-0.50.00.51.00.7

Performance

BSTZ vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Science and Technology Trust II (BSTZ) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
67.78%
122.26%
BSTZ
VOO

Key characteristics

Sharpe Ratio

BSTZ:

1.92

VOO:

2.25

Sortino Ratio

BSTZ:

2.62

VOO:

2.98

Omega Ratio

BSTZ:

1.32

VOO:

1.42

Calmar Ratio

BSTZ:

0.75

VOO:

3.31

Martin Ratio

BSTZ:

7.91

VOO:

14.77

Ulcer Index

BSTZ:

4.94%

VOO:

1.90%

Daily Std Dev

BSTZ:

20.39%

VOO:

12.46%

Max Drawdown

BSTZ:

-59.31%

VOO:

-33.99%

Current Drawdown

BSTZ:

-31.30%

VOO:

-2.47%

Returns By Period

In the year-to-date period, BSTZ achieves a 39.50% return, which is significantly higher than VOO's 26.02% return.


BSTZ

YTD

39.50%

1M

2.09%

6M

14.53%

1Y

37.20%

5Y*

10.18%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

BSTZ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust II (BSTZ) and Vanguard S&P 500 ETF (VOO). 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 1.92, compared to the broader market-4.00-2.000.002.001.922.25
The chart of Sortino ratio for BSTZ, currently valued at 2.62, compared to the broader market-4.00-2.000.002.004.002.622.98
The chart of Omega ratio for BSTZ, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.42
The chart of Calmar ratio for BSTZ, currently valued at 0.75, compared to the broader market0.002.004.006.000.753.31
The chart of Martin ratio for BSTZ, currently valued at 7.91, compared to the broader market-5.000.005.0010.0015.0020.0025.007.9114.77
BSTZ
VOO

The current BSTZ Sharpe Ratio is 1.92, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of BSTZ and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.92
2.25
BSTZ
VOO

Dividends

BSTZ vs. VOO - Dividend Comparison

BSTZ's dividend yield for the trailing twelve months is around 9.60%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
BSTZ
BlackRock Science and Technology Trust II
9.60%10.89%14.73%7.92%3.42%2.44%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BSTZ vs. VOO - Drawdown Comparison

The maximum BSTZ drawdown since its inception was -59.31%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BSTZ and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.30%
-2.47%
BSTZ
VOO

Volatility

BSTZ vs. VOO - Volatility Comparison

BlackRock Science and Technology Trust II (BSTZ) has a higher volatility of 6.70% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that BSTZ's price experiences larger fluctuations and is considered to be riskier than VOO 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%JulyAugustSeptemberOctoberNovemberDecember
6.70%
3.75%
BSTZ
VOO
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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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