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

Correlation

The correlation between ^DJU and BST is 0.39, 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

^DJU vs. BST - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
77.00%
260.52%
^DJU
BST

Key characteristics

Sharpe Ratio

^DJU:

0.64

BST:

0.15

Sortino Ratio

^DJU:

1.02

BST:

0.41

Omega Ratio

^DJU:

1.13

BST:

1.06

Calmar Ratio

^DJU:

0.69

BST:

0.14

Martin Ratio

^DJU:

2.21

BST:

0.55

Ulcer Index

^DJU:

5.07%

BST:

7.94%

Daily Std Dev

^DJU:

16.57%

BST:

24.42%

Max Drawdown

^DJU:

-59.73%

BST:

-46.58%

Current Drawdown

^DJU:

-4.25%

BST:

-18.96%

Returns By Period

In the year-to-date period, ^DJU achieves a 5.22% return, which is significantly higher than BST's -2.75% return. Over the past 10 years, ^DJU has underperformed BST with an annualized return of 5.96%, while BST has yielded a comparatively higher 14.54% annualized return.


^DJU

YTD

5.22%

1M

8.40%

6M

2.18%

1Y

10.60%

5Y*

6.26%

10Y*

5.96%

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

^DJU vs. BST — Risk-Adjusted Performance Rank

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

^DJU
The Risk-Adjusted Performance Rank of ^DJU is 7979
Overall Rank
The Sharpe Ratio Rank of ^DJU is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJU is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^DJU is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^DJU is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ^DJU is 8080
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.

^DJU vs. BST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Utility Average (^DJU) 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 ^DJU Sharpe Ratio is 0.64, which is higher than the BST Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of ^DJU 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-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.64
0.15
^DJU
BST

Drawdowns

^DJU vs. BST - Drawdown Comparison

The maximum ^DJU drawdown since its inception was -59.73%, which is greater than BST's maximum drawdown of -46.58%. Use the drawdown chart below to compare losses from any high point for ^DJU and BST. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.25%
-18.96%
^DJU
BST

Volatility

^DJU vs. BST - Volatility Comparison

The current volatility for Dow Jones Utility Average (^DJU) is 5.38%, while BlackRock Science and Technology Trust (BST) has a volatility of 12.06%. This indicates that ^DJU 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
5.38%
12.06%
^DJU
BST