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^DJTMDI vs. BST
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DJTMDI and BST is 0.73, 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.


Performance

^DJTMDI vs. BST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Media Titans 30 Index (^DJTMDI) and BlackRock Science and Technology Trust (BST). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
49.89%
260.52%
^DJTMDI
BST

Key characteristics

Sharpe Ratio

^DJTMDI:

0.87

BST:

0.15

Sortino Ratio

^DJTMDI:

1.30

BST:

0.41

Omega Ratio

^DJTMDI:

1.19

BST:

1.06

Calmar Ratio

^DJTMDI:

0.56

BST:

0.14

Martin Ratio

^DJTMDI:

2.83

BST:

0.55

Ulcer Index

^DJTMDI:

6.38%

BST:

7.94%

Daily Std Dev

^DJTMDI:

19.55%

BST:

24.42%

Max Drawdown

^DJTMDI:

-50.40%

BST:

-46.58%

Current Drawdown

^DJTMDI:

-18.00%

BST:

-18.96%

Returns By Period

In the year-to-date period, ^DJTMDI achieves a 1.97% return, which is significantly higher than BST's -2.75% return. Over the past 10 years, ^DJTMDI has underperformed BST with an annualized return of 3.20%, while BST has yielded a comparatively higher 14.54% annualized return.


^DJTMDI

YTD

1.97%

1M

19.60%

6M

0.68%

1Y

18.22%

5Y*

6.23%

10Y*

3.20%

BST

YTD

-2.75%

1M

17.30%

6M

-3.36%

1Y

3.59%

5Y*

8.59%

10Y*

14.54%

*Annualized

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Risk-Adjusted Performance

^DJTMDI vs. BST — Risk-Adjusted Performance Rank

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

^DJTMDI
The Risk-Adjusted Performance Rank of ^DJTMDI is 8585
Overall Rank
The Sharpe Ratio Rank of ^DJTMDI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJTMDI is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ^DJTMDI is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^DJTMDI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ^DJTMDI is 8686
Martin Ratio Rank

BST
The Risk-Adjusted Performance Rank of BST is 5555
Overall Rank
The Sharpe Ratio Rank of BST is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of BST is 4949
Sortino Ratio Rank
The Omega Ratio Rank of BST is 4949
Omega Ratio Rank
The Calmar Ratio Rank of BST is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BST is 6060
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.

^DJTMDI vs. BST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Media Titans 30 Index (^DJTMDI) 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.


The current ^DJTMDI Sharpe Ratio is 0.87, which is higher than the BST Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of ^DJTMDI 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.87
0.16
^DJTMDI
BST

Drawdowns

^DJTMDI vs. BST - Drawdown Comparison

The maximum ^DJTMDI drawdown since its inception was -50.40%, which is greater than BST's maximum drawdown of -46.58%. Use the drawdown chart below to compare losses from any high point for ^DJTMDI and BST. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%December2025FebruaryMarchAprilMay
-18.00%
-18.96%
^DJTMDI
BST

Volatility

^DJTMDI vs. BST - Volatility Comparison

The current volatility for Dow Jones Media Titans 30 Index (^DJTMDI) is 5.75%, while BlackRock Science and Technology Trust (BST) has a volatility of 7.56%. This indicates that ^DJTMDI 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
5.75%
7.56%
^DJTMDI
BST