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RMM vs. BSTZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RMM vs. BSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rivernorth Managed Duration Municipal Income Fund Inc. (RMM) and BlackRock Science and Technology Trust II (BSTZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RMM achieves a 9.00% return, which is significantly lower than BSTZ's 35.52% return.


RMM

1D
-0.79%
1M
0.48%
YTD
9.00%
6M
6.81%
1Y
14.34%
3Y*
6.04%
5Y*
0.19%
10Y*

BSTZ

1D
1.93%
1M
6.46%
YTD
35.52%
6M
37.09%
1Y
68.99%
3Y*
32.24%
5Y*
5.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RMM vs. BSTZ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RMM
Rivernorth Managed Duration Municipal Income Fund Inc.
9.00%2.01%9.25%5.93%-23.45%19.66%-2.15%-1.45%
BSTZ
BlackRock Science and Technology Trust II
35.52%25.06%37.49%18.72%-55.34%12.71%87.46%-4.81%

Correlation

The correlation between RMM and BSTZ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2019

0.26

Fundamentals

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Return for Risk

RMM vs. BSTZ — Risk / Return Rank

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

RMM
RMM Risk / Return Rank: 7777
Overall Rank
RMM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RMM Sortino Ratio Rank: 7777
Sortino Ratio Rank
RMM Omega Ratio Rank: 7373
Omega Ratio Rank
RMM Calmar Ratio Rank: 7474
Calmar Ratio Rank
RMM Martin Ratio Rank: 8181
Martin Ratio Rank

BSTZ
BSTZ Risk / Return Rank: 9595
Overall Rank
BSTZ Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BSTZ Sortino Ratio Rank: 9393
Sortino Ratio Rank
BSTZ Omega Ratio Rank: 9393
Omega Ratio Rank
BSTZ Calmar Ratio Rank: 9696
Calmar Ratio Rank
BSTZ Martin Ratio Rank: 9797
Martin Ratio Rank
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.

RMM vs. BSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rivernorth Managed Duration Municipal Income Fund Inc. (RMM) and BlackRock Science and Technology Trust II (BSTZ). 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.


RMMBSTZDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.24

1.49

-0.25

Calmar ratioReturn relative to maximum drawdown

1.82

7.49

-5.66

Martin ratioReturn relative to average drawdown

6.36

23.14

-16.78

RMM vs. BSTZ - Sharpe Ratio Comparison

The current RMM Sharpe Ratio is 1.31, which is lower than the BSTZ Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of RMM and BSTZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RMMBSTZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

2.96

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.20

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.51

-0.41

Drawdowns

RMM vs. BSTZ - Drawdown Comparison

The maximum RMM drawdown since its inception was -35.99%, smaller than the maximum BSTZ drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for RMM and BSTZ.


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Drawdown Indicators


RMMBSTZDifference

Max Drawdown

Largest peak-to-trough decline

-35.99%

-60.51%

+24.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.90%

-9.26%

+1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-20.16%

-25.31%

+5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-33.29%

-60.51%

+27.22%

Current Drawdown

Current decline from peak

-6.29%

-6.18%

-0.11%

Average Drawdown

Average peak-to-trough decline

-13.78%

-27.52%

+13.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.99%

-0.73%

Volatility

RMM vs. BSTZ - Volatility Comparison

The current volatility for Rivernorth Managed Duration Municipal Income Fund Inc. (RMM) is 3.39%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 11.24%. This indicates that RMM experiences smaller price fluctuations and is considered to be less risky than BSTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMMBSTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

11.24%

-7.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

20.16%

-10.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.01%

23.51%

-12.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

27.63%

-13.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

30.24%

-12.36%

Dividends

RMM vs. BSTZ - Dividend Comparison

RMM's dividend yield for the trailing twelve months is around 7.34%, less than BSTZ's 8.52% yield.


PositionTTM2025202420232022202120202019
BSTZ
BlackRock Science and Technology Trust II
8.52%12.46%9.75%10.90%14.73%5.14%3.42%2.44%
RMM
Rivernorth Managed Duration Municipal Income Fund Inc.
7.34%7.98%7.63%7.71%7.74%5.46%6.18%1.90%

Financials

RMM vs. BSTZ - Financials Comparison

This section allows you to compare key financial metrics between Rivernorth Managed Duration Municipal Income Fund Inc. and BlackRock Science and Technology 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


0.0050.00M100.00M150.00MJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
140.57M
(RMM) Total Revenue
(BSTZ) Total Revenue
Values in USD except per share items

Frequently Asked Questions


RMM and BSTZ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSTZ has higher volatility (11.24%) compared to RMM (3.39%). In terms of maximum drawdown, RMM dropped -35.99% vs BSTZ's -60.51%.

BSTZ currently has the higher Sharpe Ratio (2.96 vs 1.31), 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.

Portfolio Optimizer

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