BME vs. BUI
BME (BlackRock Health Sciences Trust) and BUI (BlackRock Utilities, Infrastructure & Power Opportunities Trust) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, BME returned 8.42%/yr vs 11.37%/yr for BUI. At a 0.27 correlation, their price movements are largely independent.
Performance
BME vs. BUI - Performance Comparison
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Returns By Period
In the year-to-date period, BME achieves a 1.87% return, which is significantly lower than BUI's 16.11% return. Over the past 10 years, BME has underperformed BUI with an annualized return of 8.42%, while BUI has yielded a comparatively higher 11.37% annualized return.
BME
- 1D
- 1.08%
- 1M
- 2.42%
- YTD
- 1.87%
- 6M
- 1.85%
- 1Y
- 22.75%
- 3Y*
- 7.30%
- 5Y*
- 3.10%
- 10Y*
- 8.42%
BUI
- 1D
- 0.61%
- 1M
- 0.84%
- YTD
- 16.11%
- 6M
- 16.42%
- 1Y
- 29.50%
- 3Y*
- 18.47%
- 5Y*
- 10.05%
- 10Y*
- 11.37%
BME vs. BUI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | 1.87% | 17.87% | -0.08% | -1.08% | -4.62% | 7.25% | 18.64% | 24.04% | 6.38% | 23.10% |
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust | 16.11% | 21.79% | 14.62% | 12.29% | -16.77% | 12.48% | 20.30% | 20.60% | -1.81% | 26.06% |
Correlation
The correlation between BME and BUI is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2011 | 0.27 |
The correlation between BME and BUI shifts across timeframes, from 0.27 (all time) to 0.38 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BME:
$520.97M
BUI:
$679.83M
BME:
$7.77
BUI:
$5.95
BME:
5.19
BUI:
4.74
BME:
0.13
BUI:
0.14
BME:
8.26
BUI:
4.43
BME:
0.92
BUI:
1.15
BME:
$63.04M
BUI:
$148.86M
BME:
$53.82M
BUI:
$118.00M
BME:
$104.06M
BUI:
$139.18M
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Return for Risk
BME vs. BUI — Risk / Return Rank
BME
BUI
BME vs. BUI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust (BME) and BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI). 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.
| BME | BUI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.18 | -0.11 |
| Martin ratioReturn relative to average drawdown | 6.29 | 6.18 | +0.12 |
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Drawdowns
BME vs. BUI - Drawdown Comparison
The maximum BME drawdown since its inception was -42.03%, smaller than the maximum BUI drawdown of -46.49%. Use the drawdown chart below to compare losses from any high point for BME and BUI.
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Drawdown Indicators
| BME | BUI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.03% | -46.49% | +4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -13.57% | +2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -14.38% | -18.27% | +3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -18.26% | -27.41% | +9.15% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -46.49% | +9.84% |
Current DrawdownCurrent decline from peak | -2.91% | -3.54% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -6.01% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 4.79% | -1.17% |
Volatility
BME vs. BUI - Volatility Comparison
BlackRock Health Sciences Trust (BME) and BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) have volatilities of 3.77% and 3.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BME | BUI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 3.93% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 12.31% | -2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 15.23% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 17.01% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 21.81% | -1.97% |
Dividends
BME vs. BUI - Dividend Comparison
BME's dividend yield for the trailing twelve months is around 7.80%, less than BUI's 9.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | 7.80% | 7.65% | 6.87% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.45% | 17.04% |
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust | 9.27% | 10.39% | 6.26% | 6.65% | 6.99% | 5.45% | 5.80% | 6.51% | 7.35% | 6.72% | 7.89% | 8.65% |
Financials
BME vs. BUI - Financials Comparison
This section allows you to compare key financial metrics between BlackRock Health Sciences Trust and BlackRock Utilities, Infrastructure & Power Opportunities Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BME and BUI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUI has higher volatility (3.93%) compared to BME (3.77%). In terms of maximum drawdown, BME dropped -42.03% vs BUI's -46.49%.
BUI currently has the higher Sharpe Ratio (1.95 vs 1.79), 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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