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SFYF vs. BST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFYF and BST is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SFYF vs. BST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) and BlackRock Science and Technology Trust (BST). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
29.27%
15.87%
SFYF
BST

Key characteristics

Sharpe Ratio

SFYF:

1.90

BST:

0.79

Sortino Ratio

SFYF:

2.50

BST:

1.11

Omega Ratio

SFYF:

1.31

BST:

1.15

Calmar Ratio

SFYF:

1.51

BST:

0.51

Martin Ratio

SFYF:

9.36

BST:

2.76

Ulcer Index

SFYF:

4.79%

BST:

5.30%

Daily Std Dev

SFYF:

23.50%

BST:

18.49%

Max Drawdown

SFYF:

-56.09%

BST:

-46.58%

Current Drawdown

SFYF:

-1.67%

BST:

-10.56%

Returns By Period

In the year-to-date period, SFYF achieves a 5.33% return, which is significantly lower than BST's 7.32% return.


SFYF

YTD

5.33%

1M

2.48%

6M

29.26%

1Y

48.78%

5Y*

17.50%

10Y*

N/A

BST

YTD

7.32%

1M

2.07%

6M

15.87%

1Y

16.02%

5Y*

10.57%

10Y*

15.84%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SFYF vs. BST — Risk-Adjusted Performance Rank

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

SFYF
The Risk-Adjusted Performance Rank of SFYF is 7070
Overall Rank
The Sharpe Ratio Rank of SFYF is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SFYF is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SFYF is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SFYF is 5454
Calmar Ratio Rank
The Martin Ratio Rank of SFYF is 7373
Martin Ratio Rank

BST
The Risk-Adjusted Performance Rank of BST is 6767
Overall Rank
The Sharpe Ratio Rank of BST is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BST is 6262
Sortino Ratio Rank
The Omega Ratio Rank of BST is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BST is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BST is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SFYF vs. BST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) and BlackRock Science and Technology Trust (BST). 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 SFYF, currently valued at 1.90, compared to the broader market0.002.004.001.900.79
The chart of Sortino ratio for SFYF, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.0010.0012.002.501.11
The chart of Omega ratio for SFYF, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.15
The chart of Calmar ratio for SFYF, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.510.51
The chart of Martin ratio for SFYF, currently valued at 9.36, compared to the broader market0.0020.0040.0060.0080.00100.009.362.76
SFYF
BST

The current SFYF Sharpe Ratio is 1.90, which is higher than the BST Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of SFYF and BST, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.90
0.79
SFYF
BST

Dividends

SFYF vs. BST - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.30%, less than BST's 7.75% yield.


TTM20242023202220212020201920182017201620152014
SFYF
SoFi Social 50 ETF
0.30%0.32%1.70%1.19%0.26%0.40%0.73%0.00%0.00%0.00%0.00%0.00%
BST
BlackRock Science and Technology Trust
7.75%8.21%8.91%10.57%8.53%3.85%5.46%6.41%4.80%6.69%6.93%0.57%

Drawdowns

SFYF vs. BST - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, which is greater than BST's maximum drawdown of -46.58%. Use the drawdown chart below to compare losses from any high point for SFYF and BST. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.67%
-10.56%
SFYF
BST

Volatility

SFYF vs. BST - Volatility Comparison

The current volatility for SoFi Social 50 ETF (SFYF) is 5.86%, while BlackRock Science and Technology Trust (BST) has a volatility of 7.32%. This indicates that SFYF experiences smaller price fluctuations and is considered to be less risky than BST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.86%
7.32%
SFYF
BST
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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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