BMEZ vs. BME
BMEZ (BlackRock Health Sciences Trust II) and BME (BlackRock Health Sciences Trust) are both stocks. Both are in the Financial Services sector — BMEZ in Capital Markets, BME in Asset Management. Over the past 5 years, BMEZ returned -1.74%/yr vs 4.55%/yr for BME. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
BMEZ vs. BME - Performance Comparison
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Returns By Period
In the year-to-date period, BMEZ achieves a 8.40% return, which is significantly lower than BME's 10.59% return.
BMEZ
- 1D
- -0.77%
- 1M
- -0.75%
- 6M
- 6.49%
- YTD
- 8.40%
- 1Y
- 20.79%
- 3Y*
- 9.45%
- 5Y*
- -1.74%
- 10Y*
- —
- ALL TIME*
- 5.27%
BME
- 1D
- -0.09%
- 1M
- 0.25%
- 6M
- 7.95%
- YTD
- 10.59%
- 1Y
- 32.41%
- 3Y*
- 10.67%
- 5Y*
- 4.55%
- 10Y*
- 8.88%
- ALL TIME*
- 11.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.10M | $1.96M | $1.99M | |
| $1.59M | $2.23M | $2.57M |
BMEZ vs. BME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BMEZ BlackRock Health Sciences Trust II | 8.40% | 18.69% | 9.54% | 5.07% | -32.65% | -6.00% | 48.99% |
BME BlackRock Health Sciences Trust | 10.59% | 17.87% | -0.08% | -1.08% | -4.62% | 7.25% | 19.34% |
Correlation
The correlation between BMEZ and BME is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2020 | 0.52 |
The correlation between BMEZ and BME shifts across timeframes, from 0.52 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
BMEZ:
$1.57B
BME:
$562.07M
BMEZ:
$58.97M
BME:
$63.04M
BMEZ:
$52.95M
BME:
$53.82M
BMEZ:
$43.53M
BME:
$104.06M
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Return for Risk
BMEZ vs. BME — Risk / Return Rank
BMEZ
BME
BMEZ vs. BME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust II (BMEZ) and BlackRock Health Sciences Trust (BME). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BMEZ | BME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.45 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.95 | -1.08 |
| Martin ratioReturn relative to average drawdown | 4.60 | 9.00 | -4.40 |
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Drawdowns
BMEZ vs. BME - Drawdown Comparison
The maximum BMEZ drawdown since its inception was -46.19%, which is greater than BME's maximum drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for BMEZ and BME.
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Drawdown Indicators
| BMEZ | BME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.19% | -42.03% | -4.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -11.03% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -14.38% | -3.96% |
Max Drawdown (5Y)Largest decline over 5 years | -46.17% | -18.26% | -27.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.65% | — |
Current DrawdownCurrent decline from peak | -13.04% | -1.25% | -11.79% |
Average DrawdownAverage peak-to-trough decline | -23.95% | -6.25% | -17.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 3.62% | +0.95% |
Volatility
BMEZ vs. BME - Volatility Comparison
BlackRock Health Sciences Trust II (BMEZ) and BlackRock Health Sciences Trust (BME) have volatilities of 3.83% and 3.74%, 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.
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Volatility by Period
| BMEZ | BME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.74% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 10.49% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.10% | 13.11% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.82% | 15.22% | +4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.94% | 19.82% | +4.12% |
Dividends
BMEZ vs. BME - Dividend Comparison
BMEZ's dividend yield for the trailing twelve months is around 9.22%, more than BME's 7.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | 7.23% | 7.65% | 6.87% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.45% | 17.04% |
BMEZ BlackRock Health Sciences Trust II | 9.22% | 12.43% | 11.74% | 10.80% | 11.28% | 6.51% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BMEZ vs. BME - Financials Comparison
This section allows you to compare key financial metrics between BlackRock Health Sciences Trust II and BlackRock Health Sciences 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BMEZ and BME have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BMEZ has higher volatility (3.83%) compared to BME (3.74%). In terms of maximum drawdown, BMEZ dropped -46.19% vs BME's -42.03%.
BME currently has the higher Sharpe Ratio (2.50 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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