BMEZ vs. MRK
Compare and contrast key facts about BlackRock Health Sciences Trust II (BMEZ) and Merck & Co., Inc. (MRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMEZ or MRK.
Key characteristics
| BMEZ | MRK | |
|---|---|---|
| YTD Return | 16.73% | -4.98% |
| 1Y Return | 26.02% | 0.01% |
| 3Y Return (Ann) | -8.49% | 10.83% |
| Sharpe Ratio | 1.83 | 0.05 |
| Sortino Ratio | 2.56 | 0.20 |
| Omega Ratio | 1.32 | 1.03 |
| Calmar Ratio | 0.59 | 0.04 |
| Martin Ratio | 6.66 | 0.11 |
| Ulcer Index | 3.91% | 8.55% |
| Daily Std Dev | 14.22% | 20.41% |
| Max Drawdown | -46.05% | -68.63% |
| Current Drawdown | -27.79% | -23.04% |
Fundamentals
| BMEZ | MRK | |
|---|---|---|
| Market Cap | $1.64B | $258.25B |
| EPS | -$0.16 | $4.78 |
Correlation
The correlation between BMEZ and MRK is 0.20, 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
BMEZ vs. MRK - Performance Comparison
In the year-to-date period, BMEZ achieves a 16.73% return, which is significantly higher than MRK's -4.98% 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
BMEZ vs. MRK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust II (BMEZ) and Merck & Co., Inc. (MRK). 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
BMEZ vs. MRK - Dividend Comparison
BMEZ's dividend yield for the trailing twelve months is around 9.68%, more than MRK's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMEZ BlackRock Health Sciences Trust II | 9.68% | 10.81% | 11.28% | 6.75% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRK Merck & Co., Inc. | 3.03% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
Drawdowns
BMEZ vs. MRK - Drawdown Comparison
The maximum BMEZ drawdown since its inception was -46.05%, smaller than the maximum MRK drawdown of -68.63%. Use the drawdown chart below to compare losses from any high point for BMEZ and MRK. For additional features, visit the drawdowns tool.
Volatility
BMEZ vs. MRK - Volatility Comparison
The current volatility for BlackRock Health Sciences Trust II (BMEZ) is 3.39%, while Merck & Co., Inc. (MRK) has a volatility of 4.83%. This indicates that BMEZ experiences smaller price fluctuations and is considered to be less risky than MRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BMEZ vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between BlackRock Health Sciences Trust II and Merck & Co., Inc.. 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