BME vs. STRGX

In the year-to-date period, BME achieves a -2.09% return, which is significantly lower than STRGX's -1.90% return. Over the past 10 years, BME has underperformed STRGX with an annualized return of 5.66%, while STRGX has yielded a comparatively higher 6.89% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust (BME) and Sterling Capital Stratton Mid Cap Value Fund (STRGX). 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 STRGX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of BME and STRGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BME's dividend yield for the trailing twelve months is around 7.95%, less than STRGX's 15.46% yield.

The maximum BME drawdown since its inception was -42.03%, smaller than the maximum STRGX drawdown of -53.50%. Use the drawdown chart below to compare losses from any high point for BME and STRGX.

BlackRock Health Sciences Trust (BME) and Sterling Capital Stratton Mid Cap Value Fund (STRGX) have volatilities of 4.79% and 4.68%, 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.