BME vs. VOO
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
| BME | VOO | |
|---|---|---|
| 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 | -0.10 | 0.36 |
| Daily Std Dev | 19.73% | 21.12% |
| Max Drawdown | -42.03% | -33.99% |
Correlation
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.
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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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | -0.10 | ||||
VOO Vanguard S&P 500 ETF | 0.36 |
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
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.