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BCX vs. BGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCX vs. BGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Resources & Commodities Strategy Trust (BCX) and BlackRock Energy and Resources Trust (BGR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCX achieves a 7.04% return, which is significantly lower than BGR's 14.53% return. Over the past 10 years, BCX has outperformed BGR with an annualized return of 11.74%, while BGR has yielded a comparatively lower 7.87% annualized return.


BCX

1D
-1.05%
1M
-5.09%
YTD
7.04%
6M
6.17%
1Y
31.19%
3Y*
16.50%
5Y*
10.88%
10Y*
11.74%

BGR

1D
1.36%
1M
-8.23%
YTD
14.53%
6M
15.13%
1Y
23.62%
3Y*
16.83%
5Y*
15.67%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCX vs. BGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCX
Blackrock Resources & Commodities Strategy Trust
7.04%40.37%3.18%-4.79%12.80%32.90%0.04%23.80%-22.55%26.76%
BGR
BlackRock Energy and Resources Trust
14.53%17.34%8.07%5.73%38.90%40.25%-34.78%23.32%-21.21%5.18%

Correlation

The correlation between BCX and BGR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2011

0.69

Over the past year, the correlation between BCX and BGR has dropped to 0.42 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

BCX vs. BGR — Risk / Return Rank

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

BCX
BCX Risk / Return Rank: 3232
Overall Rank
BCX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BCX Sortino Ratio Rank: 3232
Sortino Ratio Rank
BCX Omega Ratio Rank: 3636
Omega Ratio Rank
BCX Calmar Ratio Rank: 3030
Calmar Ratio Rank
BCX Martin Ratio Rank: 2323
Martin Ratio Rank

BGR
BGR Risk / Return Rank: 7474
Overall Rank
BGR Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BGR Sortino Ratio Rank: 6868
Sortino Ratio Rank
BGR Omega Ratio Rank: 7272
Omega Ratio Rank
BGR Calmar Ratio Rank: 7171
Calmar Ratio Rank
BGR Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BCX vs. BGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Resources & Commodities Strategy Trust (BCX) and BlackRock Energy and Resources Trust (BGR). 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.


BCXBGRDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.30

1.23

+0.06

Calmar ratioReturn relative to maximum drawdown

1.94

1.65

+0.29

Martin ratioReturn relative to average drawdown

5.14

6.03

-0.89

BCX vs. BGR - Sharpe Ratio Comparison

The current BCX Sharpe Ratio is 1.67, which is higher than the BGR Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of BCX and BGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCX vs. BGR - Drawdown Comparison

The maximum BCX drawdown since its inception was -62.36%, smaller than the maximum BGR drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for BCX and BGR.


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Drawdown Indicators


BCXBGRDifference

Max Drawdown

Largest peak-to-trough decline

-62.36%

-72.74%

+10.38%

Max Drawdown (1Y)

Largest decline over 1 year

-16.17%

-14.38%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-16.17%

-18.25%

+2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-29.22%

-24.81%

-4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-59.23%

-66.16%

+6.93%

Current Drawdown

Current decline from peak

-14.80%

-12.51%

-2.29%

Average Drawdown

Average peak-to-trough decline

-19.61%

-20.22%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.08%

3.93%

+2.15%

Volatility

BCX vs. BGR - Volatility Comparison

The current volatility for Blackrock Resources & Commodities Strategy Trust (BCX) is 5.37%, while BlackRock Energy and Resources Trust (BGR) has a volatility of 6.78%. This indicates that BCX experiences smaller price fluctuations and is considered to be less risky than BGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCXBGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

6.78%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

16.34%

17.79%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

20.08%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.36%

22.77%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

26.87%

-3.34%

Dividends

BCX vs. BGR - Dividend Comparison

BCX's dividend yield for the trailing twelve months is around 7.36%, less than BGR's 7.82% yield.


PositionTTM20252024202320222021202020192018201720162015
BCX
Blackrock Resources & Commodities Strategy Trust
7.36%7.62%7.49%7.00%5.52%5.13%7.10%7.67%8.77%6.19%6.98%11.38%
BGR
BlackRock Energy and Resources Trust
7.82%8.62%6.66%6.22%4.62%4.75%9.26%7.84%8.91%6.57%6.90%11.93%

Frequently Asked Questions


BCX and BGR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGR has higher volatility (6.78%) compared to BCX (5.37%). In terms of maximum drawdown, BCX dropped -62.36% vs BGR's -72.74%.

BCX currently has the higher Sharpe Ratio (1.67 vs 1.20), 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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