BMEZ vs. O
Compare and contrast key facts about BlackRock Health Sciences Trust II (BMEZ) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMEZ or O.
Key characteristics
| BMEZ | O | |
|---|---|---|
| YTD Return | 1.36% | -8.07% |
| 1Y Return | -4.15% | -10.76% |
| 3Y Return (Ann) | -11.25% | -2.76% |
| Sharpe Ratio | -0.28 | -0.51 |
| Daily Std Dev | 13.46% | 19.64% |
| Max Drawdown | -46.05% | -48.45% |
| Current Drawdown | -37.30% | -24.06% |
Fundamentals
| BMEZ | O | |
|---|---|---|
| Market Cap | $1.75B | $46.59B |
| EPS | $0.54 | $1.26 |
| PE Ratio | 30.35 | 42.94 |
| Revenue (TTM) | $0.00 | $4.08B |
| Gross Profit (TTM) | $0.00 | $3.11B |
Correlation
The correlation between BMEZ and O is 0.30, 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. O - Performance Comparison
In the year-to-date period, BMEZ achieves a 1.36% return, which is significantly higher than O's -8.07% 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. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust II (BMEZ) and Realty Income Corporation (O). 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. O - Dividend Comparison
BMEZ's dividend yield for the trailing twelve months is around 9.40%, more than O's 5.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMEZ BlackRock Health Sciences Trust II | 9.40% | 10.80% | 11.28% | 6.73% | 3.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.90% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
BMEZ vs. O - Drawdown Comparison
The maximum BMEZ drawdown since its inception was -46.05%, roughly equal to the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for BMEZ and O. For additional features, visit the drawdowns tool.
Volatility
BMEZ vs. O - Volatility Comparison
The current volatility for BlackRock Health Sciences Trust II (BMEZ) is 4.67%, while Realty Income Corporation (O) has a volatility of 6.36%. This indicates that BMEZ experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.