BGR vs. AE

Last updated Apr 1, 2026

Compare and contrast key facts about BlackRock Energy and Resources Trust (BGR) and Adams Resources & Energy, Inc. (AE).

Performance

BGR vs. AE - Performance Comparison

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

BGR vs. AE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BGR BlackRock Energy and Resources Trust	30.31%	17.34%	8.07%	5.73%	38.90%	40.25%	-34.78%	23.32%	-21.21%	5.18%
AE Adams Resources & Energy, Inc.	0.00%	0.61%	49.24%	-30.95%	43.97%	19.33%	-34.33%	1.16%	-9.16%	12.19%

Fundamentals

Total Revenue (TTM) BGR : $34.17M AE : $2.78B
Gross Profit (TTM) BGR : $32.15M AE : $9.00M
EBITDA (TTM) BGR : $37.24M AE : $17.35M

Returns By Period

BGR

• 1D: -0.23%
• 1M: 10.56%
• YTD: 30.31%
• 6M: 32.87%
• 1Y: 38.88%
• 3Y*: 21.06%
• 5Y*: 21.67%
• 10Y*: 10.42%

AE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BGR vs. AE — Risk / Return Rank

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

BGR

BGR Risk / Return Rank: 85
BGR Sharpe Ratio Rank: 89
BGR Sortino Ratio Rank: 82
BGR Omega Ratio Rank: 89
BGR Calmar Ratio Rank: 80
BGR Martin Ratio Rank: 88

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.

BGR vs. AE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy and Resources Trust (BGR) and Adams Resources & Energy, Inc. (AE). 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.

	BGR	AE	Difference
Sharpe ratio Return per unit of total volatility	1.80	—	—
Sortino ratio Return per unit of downside risk	2.17	—	—
Omega ratio Gain probability vs. loss probability	1.37	—	—
Calmar ratio Return relative to maximum drawdown	2.27	—	—
Martin ratio Return relative to average drawdown	9.15	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BGR	AE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	—	—

Correlation

The correlation between BGR and AE is 0.26, 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.

Dividends

BGR vs. AE - Dividend Comparison

BGR's dividend yield for the trailing twelve months is around 6.75%, while AE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BGR BlackRock Energy and Resources Trust	6.75%	8.62%	6.66%	6.22%	4.62%	4.75%	9.26%	7.84%	8.91%	6.57%	6.90%	11.93%
AE Adams Resources & Energy, Inc.	0.00%	0.00%	2.54%	3.67%	2.47%	3.45%	3.98%	2.47%	2.27%	2.02%	2.22%	2.29%

Drawdowns

Drawdown Indicators

	BGR	AE	Difference
Max Drawdown Largest peak-to-trough decline	-72.74%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-17.31%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.81%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-66.16%	—	—
Current Drawdown Current decline from peak	-0.46%	—	—
Average Drawdown Average peak-to-trough decline	-20.36%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.29%	—	—

Volatility

Volatility by Period

	BGR	AE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.86%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.46%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.68%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.66%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.79%	—	—

Financials