FDUS vs. BME
FDUS (Fidus Investment Corporation) and BME (BlackRock Health Sciences Trust) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, FDUS returned 14.32%/yr vs 8.88%/yr for BME. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
FDUS vs. BME - Performance Comparison
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Returns By Period
In the year-to-date period, FDUS achieves a 8.93% return, which is significantly lower than BME's 10.59% return. Over the past 10 years, FDUS has outperformed BME with an annualized return of 14.32%, while BME has yielded a comparatively lower 8.88% annualized return.
FDUS
- 1D
- -0.80%
- 1M
- 2.12%
- 6M
- 8.99%
- YTD
- 8.93%
- 1Y
- 7.43%
- 3Y*
- 10.84%
- 5Y*
- 16.12%
- 10Y*
- 14.32%
- ALL TIME*
- 13.41%
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 | |
| $4.84M | $8.39M | $6.57M |
FDUS vs. BME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | 8.93% | 2.08% | 20.55% | 20.02% | 17.09% | 50.66% | -0.78% | 40.72% | -13.70% | 6.25% |
BME BlackRock Health Sciences Trust | 10.59% | 17.87% | -0.08% | -1.08% | -4.62% | 7.25% | 18.64% | 24.04% | 6.38% | 23.10% |
Correlation
The correlation between FDUS and BME is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2011 | 0.19 |
Fundamentals
FDUS:
$749.22M
BME:
$562.07M
FDUS:
$2.37
BME:
$7.77
FDUS:
8.33
BME:
5.60
FDUS:
3.33
BME:
0.14
FDUS:
5.19
BME:
8.92
FDUS:
1.01
BME:
0.99
FDUS:
$140.24M
BME:
$63.04M
FDUS:
$91.57M
BME:
$53.82M
FDUS:
$98.79M
BME:
$104.06M
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Return for Risk
FDUS vs. BME — Risk / Return Rank
FDUS
BME
FDUS vs. BME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) 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.
| FDUS | BME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.45 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 2.95 | -2.48 |
| Martin ratioReturn relative to average drawdown | 1.11 | 9.00 | -7.89 |
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Drawdowns
FDUS vs. BME - Drawdown Comparison
The maximum FDUS drawdown since its inception was -68.76%, which is greater than BME's maximum drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for FDUS and BME.
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Drawdown Indicators
| FDUS | BME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.76% | -42.03% | -26.73% |
Max Drawdown (1Y)Largest decline over 1 year | -15.16% | -11.03% | -4.13% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -14.38% | -9.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | -18.26% | -5.68% |
Max Drawdown (10Y)Largest decline over 10 years | -68.76% | -36.65% | -32.11% |
Current DrawdownCurrent decline from peak | -4.55% | -1.25% | -3.30% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -6.25% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 3.62% | +2.89% |
Volatility
FDUS vs. BME - Volatility Comparison
Fidus Investment Corporation (FDUS) has a higher volatility of 10.09% compared to BlackRock Health Sciences Trust (BME) at 3.74%. This indicates that FDUS's price experiences larger fluctuations and is considered to be riskier than BME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDUS | BME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 3.74% | +6.35% |
Volatility (6M)Calculated over the trailing 6-month period | 19.45% | 10.49% | +8.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.20% | 13.11% | +10.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 15.22% | +5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.71% | 19.82% | +13.89% |
Dividends
FDUS vs. BME - Dividend Comparison
FDUS's dividend yield for the trailing twelve months is around 11.20%, 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% |
FDUS Fidus Investment Corporation | 11.20% | 11.14% | 11.51% | 14.63% | 10.51% | 8.90% | 10.15% | 10.78% | 13.69% | 10.54% | 10.17% | 11.69% |
Financials
FDUS vs. BME - Financials Comparison
This section allows you to compare key financial metrics between Fidus Investment Corporation 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
FDUS and BME have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDUS has higher volatility (10.09%) compared to BME (3.74%). In terms of maximum drawdown, FDUS dropped -68.76% vs BME's -42.03%.
BME currently has the higher Sharpe Ratio (2.50 vs 0.31), 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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