TEAF vs. BSTZ
Compare and contrast key facts about Ecofin Sustainable and Social Impact Term Fund (TEAF) and BlackRock Science and Technology Trust II (BSTZ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEAF or BSTZ.
Key characteristics
| TEAF | BSTZ | |
|---|---|---|
| YTD Return | 15.04% | 37.80% |
| 1Y Return | 12.66% | 40.39% |
| 3Y Return (Ann) | 2.22% | -11.97% |
| 5Y Return (Ann) | 1.96% | 10.42% |
| Sharpe Ratio | 1.47 | 2.04 |
| Sortino Ratio | 2.10 | 2.74 |
| Omega Ratio | 1.27 | 1.34 |
| Calmar Ratio | 0.76 | 0.78 |
| Martin Ratio | 5.63 | 8.18 |
| Ulcer Index | 2.65% | 4.94% |
| Daily Std Dev | 10.15% | 19.84% |
| Max Drawdown | -62.11% | -59.31% |
| Current Drawdown | -5.37% | -32.13% |
Fundamentals
| TEAF | BSTZ |
|---|
Correlation
The correlation between TEAF and BSTZ is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TEAF vs. BSTZ - Performance Comparison
In the year-to-date period, TEAF achieves a 15.04% return, which is significantly lower than BSTZ's 37.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TEAF vs. BSTZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecofin Sustainable and Social Impact Term Fund (TEAF) 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.
Dividends
TEAF vs. BSTZ - Dividend Comparison
TEAF's dividend yield for the trailing twelve months is around 8.65%, less than BSTZ's 8.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
TEAF Ecofin Sustainable and Social Impact Term Fund | 8.65% | 9.22% | 8.25% | 6.18% | 8.19% | 5.32% |
BSTZ BlackRock Science and Technology Trust II | 8.99% | 10.89% | 14.73% | 7.92% | 3.42% | 2.44% |
Drawdowns
TEAF vs. BSTZ - Drawdown Comparison
The maximum TEAF drawdown since its inception was -62.11%, roughly equal to the maximum BSTZ drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for TEAF and BSTZ. For additional features, visit the drawdowns tool.
Volatility
TEAF vs. BSTZ - Volatility Comparison
The current volatility for Ecofin Sustainable and Social Impact Term Fund (TEAF) is 3.07%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 4.55%. This indicates that TEAF 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.
Financials
TEAF vs. BSTZ - Financials Comparison
This section allows you to compare key financial metrics between Ecofin Sustainable and Social Impact Term Fund 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.
Total Revenue: Total amount of money received from sales and other business activities