UTF vs. BSTZ
UTF (Cohen & Steers Infrastructure Fund, Inc) and BSTZ (BlackRock Science and Technology Trust II) are both stocks. Both are in the Financial Services sector — UTF in Asset Management, BSTZ in Capital Markets. Over the past 5 years, UTF returned 6.94%/yr vs 5.61%/yr for BSTZ. At a 0.36 correlation, their price movements are largely independent.
Performance
UTF vs. BSTZ - Performance Comparison
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Returns By Period
In the year-to-date period, UTF achieves a 17.84% return, which is significantly lower than BSTZ's 40.69% return.
UTF
- 1D
- 0.59%
- 1M
- 2.71%
- YTD
- 17.84%
- 6M
- 19.68%
- 1Y
- 14.41%
- 3Y*
- 16.65%
- 5Y*
- 6.94%
- 10Y*
- 11.75%
BSTZ
- 1D
- 1.45%
- 1M
- 10.30%
- YTD
- 40.69%
- 6M
- 45.18%
- 1Y
- 75.56%
- 3Y*
- 32.82%
- 5Y*
- 5.61%
- 10Y*
- —
UTF vs. BSTZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UTF Cohen & Steers Infrastructure Fund, Inc | 17.84% | 9.93% | 22.37% | -3.83% | -9.60% | 17.91% | 6.93% | 5.62% |
BSTZ BlackRock Science and Technology Trust II | 40.69% | 25.06% | 37.49% | 18.72% | -55.34% | 12.71% | 87.46% | 5.04% |
Correlation
The correlation between UTF and BSTZ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2019 | 0.36 |
The correlation between UTF and BSTZ shifts across timeframes, from 0.26 (3 years) to 0.37 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
UTF:
$2.65B
BSTZ:
$2.11B
UTF:
$6.79
BSTZ:
$8.53
UTF:
4.03
BSTZ:
3.60
UTF:
0.03
BSTZ:
0.40
UTF:
6.85
BSTZ:
5.85
UTF:
0.93
BSTZ:
1.23
UTF:
$387.16M
BSTZ:
$361.49M
UTF:
$388.42M
BSTZ:
$169.67M
UTF:
$765.72M
BSTZ:
$586.67M
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Return for Risk
UTF vs. BSTZ — Risk / Return Rank
UTF
BSTZ
UTF vs. BSTZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Infrastructure Fund, Inc (UTF) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UTF | BSTZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.51 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 8.06 | -6.69 |
| Martin ratioReturn relative to average drawdown | 2.79 | 24.16 | -21.37 |
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Drawdowns
UTF vs. BSTZ - Drawdown Comparison
The maximum UTF drawdown since its inception was -72.62%, which is greater than BSTZ's maximum drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for UTF and BSTZ.
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Drawdown Indicators
| UTF | BSTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.62% | -60.51% | -12.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.33% | -9.26% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -21.06% | -25.31% | +4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.28% | -60.51% | +30.23% |
Max Drawdown (10Y)Largest decline over 10 years | -52.53% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.60% | +2.60% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -27.46% | +17.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 3.08% | +1.97% |
Volatility
UTF vs. BSTZ - Volatility Comparison
The current volatility for Cohen & Steers Infrastructure Fund, Inc (UTF) is 2.43%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 11.58%. This indicates that UTF 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
| UTF | BSTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 11.58% | -9.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 20.72% | -12.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.40% | 23.97% | -11.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.33% | 27.69% | -9.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.34% | 30.26% | -6.92% |
Dividends
UTF vs. BSTZ - Dividend Comparison
UTF's dividend yield for the trailing twelve months is around 6.87%, less than BSTZ's 8.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSTZ BlackRock Science and Technology Trust II | 7.50% | 12.46% | 9.75% | 10.90% | 14.73% | 5.14% | 3.42% | 2.44% | 0.00% | 0.00% | 0.00% | 0.00% |
UTF Cohen & Steers Infrastructure Fund, Inc | 6.87% | 7.62% | 7.74% | 8.76% | 7.75% | 6.53% | 7.20% | 7.10% | 10.12% | 7.37% | 10.51% | 8.39% |
Financials
UTF vs. BSTZ - Financials Comparison
This section allows you to compare key financial metrics between Cohen & Steers Infrastructure 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
UTF and BSTZ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSTZ has higher volatility (11.58%) compared to UTF (2.43%). In terms of maximum drawdown, UTF dropped -72.62% vs BSTZ's -60.51%.
BSTZ currently has the higher Sharpe Ratio (3.12 vs 1.14), 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.
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