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BGR vs. PEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGR vs. PEO - Performance Comparison

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

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Returns By Period

In the year-to-date period, BGR achieves a 13.00% return, which is significantly lower than PEO's 17.61% return. Over the past 10 years, BGR has underperformed PEO with an annualized return of 7.72%, while PEO has yielded a comparatively higher 9.43% annualized return.


BGR

1D
0.82%
1M
-9.45%
YTD
13.00%
6M
14.01%
1Y
18.00%
3Y*
16.31%
5Y*
15.45%
10Y*
7.72%

PEO

1D
0.33%
1M
-7.04%
YTD
17.61%
6M
18.87%
1Y
20.97%
3Y*
17.34%
5Y*
17.08%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGR vs. PEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGR
BlackRock Energy and Resources Trust
13.00%17.34%8.07%5.73%38.90%40.25%-34.78%23.32%-21.21%5.18%
PEO
Adams Natural Resources Closed Fund
17.61%9.98%13.58%0.91%41.77%53.75%-26.37%20.96%-23.11%4.65%

Correlation

The correlation between BGR and PEO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.76

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

0.85

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

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2004

0.83

The correlation between BGR and PEO shifts across timeframes, from 0.73 (1 year) to 0.86 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

BGR vs. PEO — Risk / Return Rank

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

BGR
BGR Risk / Return Rank: 6767
Overall Rank
BGR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BGR Sortino Ratio Rank: 6161
Sortino Ratio Rank
BGR Omega Ratio Rank: 6464
Omega Ratio Rank
BGR Calmar Ratio Rank: 6767
Calmar Ratio Rank
BGR Martin Ratio Rank: 7575
Martin Ratio Rank

PEO
PEO Risk / Return Rank: 2121
Overall Rank
PEO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PEO Sortino Ratio Rank: 1818
Sortino Ratio Rank
PEO Omega Ratio Rank: 1818
Omega Ratio Rank
PEO Calmar Ratio Rank: 2626
Calmar Ratio Rank
PEO Martin Ratio Rank: 2525
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.

BGR vs. PEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy and Resources Trust (BGR) and Adams Natural Resources Closed Fund (PEO). 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.


BGRPEODifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratioReturn relative to maximum drawdown

1.26

1.76

-0.51

Martin ratioReturn relative to average drawdown

4.69

5.55

-0.86

BGR vs. PEO - Sharpe Ratio Comparison

The current BGR Sharpe Ratio is 0.90, which is comparable to the PEO Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of BGR and PEO, 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

BGR vs. PEO - Drawdown Comparison

The maximum BGR drawdown since its inception was -72.74%, roughly equal to the maximum PEO drawdown of -71.88%. Use the drawdown chart below to compare losses from any high point for BGR and PEO.


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Drawdown Indicators


BGRPEODifference

Max Drawdown

Largest peak-to-trough decline

-72.74%

-71.88%

-0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-11.93%

-2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-18.25%

-18.86%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-24.30%

-0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-66.16%

-67.74%

+1.58%

Current Drawdown

Current decline from peak

-13.68%

-11.65%

-2.03%

Average Drawdown

Average peak-to-trough decline

-20.22%

-15.31%

-4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

3.81%

+0.06%

Volatility

BGR vs. PEO - Volatility Comparison

BlackRock Energy and Resources Trust (BGR) has a higher volatility of 6.53% compared to Adams Natural Resources Closed Fund (PEO) at 5.37%. This indicates that BGR's price experiences larger fluctuations and is considered to be riskier than PEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGRPEODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

5.37%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

17.76%

14.75%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

20.08%

17.73%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

23.37%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.88%

27.34%

-0.46%

Dividends

BGR vs. PEO - Dividend Comparison

BGR's dividend yield for the trailing twelve months is around 7.92%, less than PEO's 8.18% yield.


PositionTTM20252024202320222021202020192018201720162015
BGR
BlackRock Energy and Resources Trust
7.92%8.62%6.66%6.22%4.62%4.75%9.26%7.84%8.91%6.57%6.90%11.93%
PEO
Adams Natural Resources Closed Fund
8.18%9.43%8.14%6.54%7.48%5.51%6.42%6.68%5.63%5.95%5.65%7.78%

Frequently Asked Questions


BGR and PEO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGR has higher volatility (6.53%) compared to PEO (5.37%). In terms of maximum drawdown, BGR dropped -72.74% vs PEO's -71.88%.

PEO currently has the higher Sharpe Ratio (1.19 vs 0.90), 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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