BME vs. BUI

Last updated Jun 3, 2026

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 7.66%/yr vs 11.11%/yr for BUI. At a 0.26 correlation, their price movements are largely independent.

Performance

BME vs. BUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Health Sciences Trust (BME) and BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BME achieves a -1.24% return, which is significantly lower than BUI's 11.91% return. Over the past 10 years, BME has underperformed BUI with an annualized return of 7.66%, while BUI has yielded a comparatively higher 11.11% annualized return.

BME

• 1D: -1.68%
• 1M: 0.51%
• YTD: -1.24%
• 6M: 0.32%
• 1Y: 17.81%
• 3Y*: 6.62%
• 5Y*: 3.11%
• 10Y*: 7.66%

BUI

• 1D: -0.18%
• 1M: -1.35%
• YTD: 11.91%
• 6M: 13.79%
• 1Y: 27.78%
• 3Y*: 16.67%
• 5Y*: 8.21%
• 10Y*: 11.11%

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

BME vs. BUI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BME BlackRock Health Sciences Trust	-1.24%	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	11.91%	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 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Nov 25, 2011	0.26

The correlation between BME and BUI shifts across timeframes, from 0.26 (all time) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap BME : $508.30M BUI : $658.41M
EPS BME : $7.77 BUI : $5.95
PE Ratio BME : 5.06 BUI : 4.60
PEG Ratio BME : 0.13 BUI : 0.13
PS Ratio BME : 8.06 BUI : 4.30
PB Ratio BME : 0.89 BUI : 1.11
Total Revenue (TTM) BME : $63.04M BUI : $148.86M
Gross Profit (TTM) BME : $53.82M BUI : $118.00M
EBITDA (TTM) BME : $104.06M BUI : $139.18M

Return for Risk

BME vs. BUI — Risk / Return Rank

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

BME

BME Risk / Return Rank: 75
BME Sharpe Ratio Rank: 80
BME Sortino Ratio Rank: 75
BME Omega Ratio Rank: 74
BME Calmar Ratio Rank: 71
BME Martin Ratio Rank: 76

BUI

BUI Risk / Return Rank: 81
BUI Sharpe Ratio Rank: 85
BUI Sortino Ratio Rank: 84
BUI Omega Ratio Rank: 84
BUI Calmar Ratio Rank: 75
BUI Martin Ratio Rank: 78

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.

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.

	BME	BUI	Difference
Sharpe ratio Return per unit of total volatility	1.42	1.85	-0.43
Sortino ratio Return per unit of downside risk	2.03	2.64	-0.61
Omega ratio Gain probability vs. loss probability	1.26	1.36	-0.10
Calmar ratio Return relative to maximum drawdown	1.70	2.09	-0.39
Martin ratio Return relative to average drawdown	5.32	6.12	-0.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BME vs. BUI - Sharpe Ratio Comparison

The current BME Sharpe Ratio is 1.42, which is comparable to the BUI Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of BME and BUI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BME	BUI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	1.85	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.48	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.51	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.51	0.00

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.

Drawdown Indicators

	BME	BUI	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-5.88%	-7.03%	+1.15%
Average Drawdown Average peak-to-trough decline	-6.28%	-6.02%	-0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	4.63%	-1.10%

Volatility

BME vs. BUI - Volatility Comparison

BlackRock Health Sciences Trust (BME) has a higher volatility of 3.86% compared to BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) at 3.50%. This indicates that BME's price experiences larger fluctuations and is considered to be riskier than BUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BME	BUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.86%	3.50%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	10.01%	12.23%	-2.22%
Volatility (1Y) Calculated over the trailing 1-year period	12.62%	15.09%	-2.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.12%	17.04%	-1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.89%	21.83%	-1.94%

Dividends

BME vs. BUI - Dividend Comparison

BME's dividend yield for the trailing twelve months is around 8.00%, less than BUI's 9.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BME BlackRock Health Sciences Trust	8.00%	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	9.56%	10.39%	6.26%	6.65%	6.99%	5.45%	5.80%	6.51%	7.35%	6.72%	7.89%	8.65%

Financials

Frequently Asked Questions

Can I hold both BME and BUI in my portfolio?

BME and BUI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BME or BUI?

BME has higher volatility (3.86%) compared to BUI (3.50%). In terms of maximum drawdown, BME dropped -42.03% vs BUI's -46.49%.

Which has better risk-adjusted returns?

BUI currently has the higher Sharpe Ratio (1.85 vs 1.42), 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.