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BME vs. VOO

Last updated May 27, 2023

Compare and contrast key facts about BlackRock Health Sciences Trust (BME) and Vanguard S&P 500 ETF (VOO).

VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BME or VOO.

Key characteristics


BMEVOO
YTD Return-6.37%10.28%
1Y Return-2.93%5.42%
5Y Return (Ann)7.86%11.00%
10Y Return (Ann)11.02%11.83%
Sharpe Ratio-0.100.36
Daily Std Dev19.73%21.12%
Max Drawdown-42.03%-33.99%

Correlation

0.47
-1.001.00

The correlation between BME and VOO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

BME vs. VOO - Performance Comparison

In the year-to-date period, BME achieves a -6.37% return, which is significantly lower than VOO's 10.28% return. Over the past 10 years, BME has underperformed VOO with an annualized return of 11.02%, while VOO has yielded a comparatively higher 11.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%December2023FebruaryMarchAprilMay
-8.47%
6.97%
BME
VOO

Compare stocks, funds, or ETFs


BlackRock Health Sciences Trust

Vanguard S&P 500 ETF

BME vs. VOO - Dividend Comparison

BME's dividend yield for the trailing twelve months is around 9.10%, more than VOO's 1.93% yield.


TTM20222021202020192018201720162015201420132012
BME
BlackRock Health Sciences Trust
9.10%6.02%5.46%5.78%6.85%8.50%9.05%13.74%27.33%18.60%20.75%19.93%
VOO
Vanguard S&P 500 ETF
1.93%1.70%1.27%1.60%1.99%2.22%1.95%2.25%2.40%2.16%2.18%2.64%

BME vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust (BME) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BME
BlackRock Health Sciences Trust
-0.10
VOO
Vanguard S&P 500 ETF
0.36

BME vs. VOO - Sharpe Ratio Comparison

The current BME Sharpe Ratio is -0.10, which is lower than the VOO Sharpe Ratio of 0.36. The chart below compares the 12-month rolling Sharpe Ratio of BME and VOO.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
-0.10
0.36
BME
VOO

BME vs. VOO - Drawdown Comparison

The maximum BME drawdown for the period was -12.80%, higher than the maximum VOO drawdown of -19.87%. The drawdown chart below compares losses from any high point along the way for BME and VOO


-20.00%-15.00%-10.00%-5.00%December2023FebruaryMarchAprilMay
-10.92%
-10.31%
BME
VOO

BME vs. VOO - Volatility Comparison

The current volatility for BlackRock Health Sciences Trust (BME) is 3.08%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.82%. This indicates that BME experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2023FebruaryMarchAprilMay
3.08%
3.82%
BME
VOO