BME vs. FDUS
Compare and contrast key facts about BlackRock Health Sciences Trust (BME) and Fidus Investment Corporation (FDUS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BME or FDUS.
Key characteristics
| BME | FDUS | |
|---|---|---|
| YTD Return | 6.66% | 12.17% |
| 1Y Return | 16.05% | 18.55% |
| 3Y Return (Ann) | 0.67% | 17.41% |
| 5Y Return (Ann) | 6.48% | 17.97% |
| 10Y Return (Ann) | 7.98% | 13.35% |
| Sharpe Ratio | 1.52 | 1.59 |
| Sortino Ratio | 2.10 | 2.48 |
| Omega Ratio | 1.28 | 1.29 |
| Calmar Ratio | 1.29 | 3.03 |
| Martin Ratio | 5.66 | 9.41 |
| Ulcer Index | 3.11% | 2.01% |
| Daily Std Dev | 11.60% | 11.93% |
| Max Drawdown | -42.03% | -69.51% |
| Current Drawdown | -2.53% | 0.00% |
Fundamentals
| BME | FDUS | |
|---|---|---|
| Market Cap | $557.14M | $688.47M |
| EPS | $3.93 | $2.83 |
| PE Ratio | 10.43 | 7.17 |
| PEG Ratio | 0.00 | 3.59 |
| Total Revenue (TTM) | $22.35M | $157.16M |
| Gross Profit (TTM) | $16.24M | $136.94M |
| EBITDA (TTM) | $54.68M | $83.85M |
Correlation
The correlation between BME and FDUS is 0.18, 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. FDUS - Performance Comparison
In the year-to-date period, BME achieves a 6.66% return, which is significantly lower than FDUS's 12.17% return. Over the past 10 years, BME has underperformed FDUS with an annualized return of 7.98%, while FDUS has yielded a comparatively higher 13.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BME vs. FDUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust (BME) and Fidus Investment Corporation (FDUS). 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.
Dividends
BME vs. FDUS - Dividend Comparison
BME's dividend yield for the trailing twelve months is around 6.24%, less than FDUS's 12.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | 5.72% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.45% | 17.04% | 9.83% | 9.85% |
FDUS Fidus Investment Corporation | 12.17% | 14.63% | 10.51% | 8.90% | 10.15% | 8.17% | 13.69% | 10.54% | 10.17% | 11.66% | 11.51% | 8.92% |
Drawdowns
BME vs. FDUS - Drawdown Comparison
The maximum BME drawdown since its inception was -42.03%, smaller than the maximum FDUS drawdown of -69.51%. Use the drawdown chart below to compare losses from any high point for BME and FDUS. For additional features, visit the drawdowns tool.
Volatility
BME vs. FDUS - Volatility Comparison
The current volatility for BlackRock Health Sciences Trust (BME) is 3.11%, while Fidus Investment Corporation (FDUS) has a volatility of 4.32%. This indicates that BME experiences smaller price fluctuations and is considered to be less risky than FDUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BME vs. FDUS - Financials Comparison
This section allows you to compare key financial metrics between BlackRock Health Sciences Trust and Fidus Investment Corporation. 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