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BYM vs. BMY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BYM and BMY is 0.06, 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.


-0.50.00.51.00.1

Performance

BYM vs. BMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Municipal Income Quality Trust (BYM) and Bristol-Myers Squibb Company (BMY). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%SeptemberOctoberNovemberDecember2025February
163.57%
468.17%
BYM
BMY

Key characteristics

Sharpe Ratio

BYM:

0.52

BMY:

0.73

Sortino Ratio

BYM:

0.80

BMY:

1.31

Omega Ratio

BYM:

1.09

BMY:

1.16

Calmar Ratio

BYM:

0.20

BMY:

0.44

Martin Ratio

BYM:

1.32

BMY:

1.84

Ulcer Index

BYM:

3.61%

BMY:

11.51%

Daily Std Dev

BYM:

9.25%

BMY:

29.02%

Max Drawdown

BYM:

-44.82%

BMY:

-70.62%

Current Drawdown

BYM:

-16.97%

BMY:

-22.92%

Fundamentals

Market Cap

BYM:

$294.26M

BMY:

$116.46B

EPS

BYM:

$0.53

BMY:

-$4.37

PEG Ratio

BYM:

0.00

BMY:

2.02

Total Revenue (TTM)

BYM:

$16.90M

BMY:

$35.96B

Gross Profit (TTM)

BYM:

$14.48M

BMY:

$24.67B

EBITDA (TTM)

BYM:

$9.36M

BMY:

$605.00M

Returns By Period

In the year-to-date period, BYM achieves a 5.24% return, which is significantly higher than BMY's 1.62% return. Over the past 10 years, BYM has underperformed BMY with an annualized return of 2.33%, while BMY has yielded a comparatively higher 2.69% annualized return.


BYM

YTD

5.24%

1M

4.38%

6M

-2.85%

1Y

4.78%

5Y*

-0.11%

10Y*

2.33%

BMY

YTD

1.62%

1M

0.07%

6M

24.40%

1Y

22.54%

5Y*

0.55%

10Y*

2.69%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BYM vs. BMY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BYM
The Risk-Adjusted Performance Rank of BYM is 5757
Overall Rank
The Sharpe Ratio Rank of BYM is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BYM is 5353
Sortino Ratio Rank
The Omega Ratio Rank of BYM is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BYM is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BYM is 6161
Martin Ratio Rank

BMY
The Risk-Adjusted Performance Rank of BMY is 6666
Overall Rank
The Sharpe Ratio Rank of BMY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BYM vs. BMY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Municipal Income Quality Trust (BYM) and Bristol-Myers Squibb Company (BMY). 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
The chart of Sharpe ratio for BYM, currently valued at 0.52, compared to the broader market-2.000.002.004.000.520.73
The chart of Sortino ratio for BYM, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.801.31
The chart of Omega ratio for BYM, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.16
The chart of Calmar ratio for BYM, currently valued at 0.20, compared to the broader market0.002.004.006.000.200.44
The chart of Martin ratio for BYM, currently valued at 1.32, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.001.321.84
BYM
BMY

The current BYM Sharpe Ratio is 0.52, which is comparable to the BMY Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of BYM and BMY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.52
0.73
BYM
BMY

Dividends

BYM vs. BMY - Dividend Comparison

BYM's dividend yield for the trailing twelve months is around 5.70%, more than BMY's 4.26% yield.


TTM20242023202220212020201920182017201620152014
BYM
BlackRock Municipal Income Quality Trust
5.70%5.94%4.20%5.74%4.46%3.99%4.27%5.23%5.33%5.85%5.79%6.22%
BMY
Bristol-Myers Squibb Company
4.26%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%

Drawdowns

BYM vs. BMY - Drawdown Comparison

The maximum BYM drawdown since its inception was -44.82%, smaller than the maximum BMY drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for BYM and BMY. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%SeptemberOctoberNovemberDecember2025February
-16.97%
-22.92%
BYM
BMY

Volatility

BYM vs. BMY - Volatility Comparison

The current volatility for BlackRock Municipal Income Quality Trust (BYM) is 2.77%, while Bristol-Myers Squibb Company (BMY) has a volatility of 7.58%. This indicates that BYM experiences smaller price fluctuations and is considered to be less risky than BMY 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%12.00%14.00%SeptemberOctoberNovemberDecember2025February
2.77%
7.58%
BYM
BMY

Financials

BYM vs. BMY - Financials Comparison

This section allows you to compare key financial metrics between BlackRock Municipal Income Quality Trust and Bristol-Myers Squibb Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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