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BME vs. BUI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BME and BUI is 0.40, 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.


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.

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Key characteristics

Sharpe Ratio

BME:

-0.13

BUI:

1.07

Sortino Ratio

BME:

-0.11

BUI:

1.48

Omega Ratio

BME:

0.98

BUI:

1.21

Calmar Ratio

BME:

-0.17

BUI:

1.22

Martin Ratio

BME:

-0.44

BUI:

3.94

Ulcer Index

BME:

5.49%

BUI:

4.22%

Daily Std Dev

BME:

15.28%

BUI:

15.79%

Max Drawdown

BME:

-42.03%

BUI:

-46.49%

Current Drawdown

BME:

-10.49%

BUI:

-0.90%

Fundamentals

Market Cap

BME:

$463.59M

BUI:

$542.46M

EPS

BME:

$1.63

BUI:

$1.59

PE Ratio

BME:

22.01

BUI:

15.03

PEG Ratio

BME:

0.00

BUI:

0.00

PS Ratio

BME:

61.26

BUI:

14.79

PB Ratio

BME:

0.85

BUI:

1.06

Total Revenue (TTM)

BME:

$36.33M

BUI:

$37.27M

Gross Profit (TTM)

BME:

$29.97M

BUI:

$31.94M

EBITDA (TTM)

BME:

$23.50M

BUI:

$35.66M

Returns By Period

In the year-to-date period, BME achieves a -1.98% return, which is significantly lower than BUI's 6.18% return. Over the past 10 years, BME has underperformed BUI with an annualized return of 5.75%, while BUI has yielded a comparatively higher 9.35% annualized return.


BME

YTD

-1.98%

1M

-3.89%

6M

-6.21%

1Y

-2.02%

3Y*

-0.03%

5Y*

2.77%

10Y*

5.75%

BUI

YTD

6.18%

1M

4.19%

6M

4.91%

1Y

16.74%

3Y*

9.42%

5Y*

9.68%

10Y*

9.35%

*Annualized

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Risk-Adjusted Performance

BME vs. BUI — Risk-Adjusted Performance Rank

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

BME
The Risk-Adjusted Performance Rank of BME is 3737
Overall Rank
The Sharpe Ratio Rank of BME is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of BME is 3333
Sortino Ratio Rank
The Omega Ratio Rank of BME is 3232
Omega Ratio Rank
The Calmar Ratio Rank of BME is 4040
Calmar Ratio Rank
The Martin Ratio Rank of BME is 4141
Martin Ratio Rank

BUI
The Risk-Adjusted Performance Rank of BUI is 8181
Overall Rank
The Sharpe Ratio Rank of BUI is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BUI is 7676
Sortino Ratio Rank
The Omega Ratio Rank of BUI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of BUI is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BUI is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BME vs. BUI - Risk-Adjusted Performance 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.


The current BME Sharpe Ratio is -0.13, which is lower than the BUI Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of BME and BUI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BME vs. BUI - Dividend Comparison

BME's dividend yield for the trailing twelve months is around 7.94%, more than BUI's 6.39% yield.


TTM20242023202220212020201920182017201620152014
BME
BlackRock Health Sciences Trust
7.94%6.87%6.32%5.87%5.03%5.04%5.65%6.58%6.58%9.45%17.04%9.83%
BUI
BlackRock Utilities, Infrastructure & Power Opportunities Trust
6.39%6.26%6.65%6.99%5.45%5.80%6.51%7.35%6.72%7.89%8.65%7.00%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BME vs. BUI - Volatility Comparison

BlackRock Health Sciences Trust (BME) has a higher volatility of 4.68% compared to BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) at 3.93%. 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00M20.00M30.00M40.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
36.71M
16.95M
(BME) Total Revenue
(BUI) Total Revenue
Values in USD except per share items