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.
^DJTMDI vs. BST
Compare and contrast key facts about Dow Jones Media Titans 30 Index (^DJTMDI) and BlackRock Science and Technology Trust (BST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJTMDI or BST.
Performance
^DJTMDI vs. BST - Performance Comparison
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Key characteristics
^DJTMDI:
1.12
BST:
0.38
^DJTMDI:
1.68
BST:
0.56
^DJTMDI:
1.24
BST:
1.08
^DJTMDI:
0.76
BST:
0.23
^DJTMDI:
3.89
BST:
0.89
^DJTMDI:
6.36%
BST:
8.07%
^DJTMDI:
19.90%
BST:
24.57%
^DJTMDI:
-50.37%
BST:
-46.58%
^DJTMDI:
-14.05%
BST:
-13.91%
Returns By Period
In the year-to-date period, ^DJTMDI achieves a 6.89% return, which is significantly higher than BST's 3.31% return. Over the past 10 years, ^DJTMDI has underperformed BST with an annualized return of 3.56%, while BST has yielded a comparatively higher 15.03% annualized return.
^DJTMDI
6.89%
9.88%
0.90%
22.09%
10.06%
6.33%
3.56%
BST
3.31%
7.38%
2.73%
8.80%
8.22%
9.02%
15.03%
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Risk-Adjusted Performance
^DJTMDI vs. BST — Risk-Adjusted Performance Rank
^DJTMDI
BST
^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.
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Drawdowns
^DJTMDI vs. BST - Drawdown Comparison
The maximum ^DJTMDI drawdown since its inception was -50.37%, 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.
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Volatility
^DJTMDI vs. BST - Volatility Comparison
The current volatility for Dow Jones Media Titans 30 Index (^DJTMDI) is 4.09%, while BlackRock Science and Technology Trust (BST) has a volatility of 4.53%. 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.
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