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TEAF vs. BSTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

Performance

TEAF vs. BSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecofin Sustainable and Social Impact Term Fund (TEAF) and BlackRock Science and Technology Trust II (BSTZ). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
3.41%
16.28%
TEAF
BSTZ

Key characteristics

Sharpe Ratio

TEAF:

1.59

BSTZ:

1.96

Sortino Ratio

TEAF:

2.21

BSTZ:

2.67

Omega Ratio

TEAF:

1.30

BSTZ:

1.32

Calmar Ratio

TEAF:

0.80

BSTZ:

0.80

Martin Ratio

TEAF:

5.45

BSTZ:

8.22

Ulcer Index

TEAF:

2.87%

BSTZ:

5.01%

Daily Std Dev

TEAF:

9.83%

BSTZ:

20.99%

Max Drawdown

TEAF:

-62.12%

BSTZ:

-59.31%

Current Drawdown

TEAF:

-6.81%

BSTZ:

-29.73%

Fundamentals

Returns By Period

In the year-to-date period, TEAF achieves a 1.00% return, which is significantly lower than BSTZ's 3.77% return.


TEAF

YTD

1.00%

1M

-0.07%

6M

3.49%

1Y

17.18%

5Y*

1.23%

10Y*

N/A

BSTZ

YTD

3.77%

1M

-0.65%

6M

13.95%

1Y

43.10%

5Y*

9.35%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TEAF vs. BSTZ — Risk-Adjusted Performance Rank

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

TEAF
The Risk-Adjusted Performance Rank of TEAF is 8484
Overall Rank
The Sharpe Ratio Rank of TEAF is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of TEAF is 8585
Sortino Ratio Rank
The Omega Ratio Rank of TEAF is 8585
Omega Ratio Rank
The Calmar Ratio Rank of TEAF is 7777
Calmar Ratio Rank
The Martin Ratio Rank of TEAF is 8484
Martin Ratio Rank

BSTZ
The Risk-Adjusted Performance Rank of BSTZ is 8787
Overall Rank
The Sharpe Ratio Rank of BSTZ is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BSTZ is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BSTZ is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BSTZ is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BSTZ is 9090
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.

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.


Sharpe ratio
The chart of Sharpe ratio for TEAF, currently valued at 1.59, compared to the broader market-2.000.002.001.591.96
The chart of Sortino ratio for TEAF, currently valued at 2.21, compared to the broader market-4.00-2.000.002.004.002.212.67
The chart of Omega ratio for TEAF, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.32
The chart of Calmar ratio for TEAF, currently valued at 0.97, compared to the broader market0.002.004.006.000.970.80
The chart of Martin ratio for TEAF, currently valued at 5.45, compared to the broader market-30.00-20.00-10.000.0010.0020.005.458.22
TEAF
BSTZ

The current TEAF Sharpe Ratio is 1.59, which is comparable to the BSTZ Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of TEAF and BSTZ, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.59
1.96
TEAF
BSTZ

Dividends

TEAF vs. BSTZ - Dividend Comparison

TEAF's dividend yield for the trailing twelve months is around 8.91%, which matches BSTZ's 8.91% yield.


TTM202420232022202120202019
TEAF
Ecofin Sustainable and Social Impact Term Fund
8.91%9.00%9.22%8.25%6.18%8.19%5.32%
BSTZ
BlackRock Science and Technology Trust II
8.91%9.74%10.89%14.73%7.92%3.42%2.44%

Drawdowns

TEAF vs. BSTZ - Drawdown Comparison

The maximum TEAF drawdown since its inception was -62.12%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.81%
-29.73%
TEAF
BSTZ

Volatility

TEAF vs. BSTZ - Volatility Comparison

The current volatility for Ecofin Sustainable and Social Impact Term Fund (TEAF) is 3.83%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 8.03%. 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.83%
8.03%
TEAF
BSTZ

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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