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FDUS vs. BME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FDUS and BME is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FDUS vs. BME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidus Investment Corporation (FDUS) and BlackRock Health Sciences Trust (BME). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
443.53%
297.43%
FDUS
BME

Key characteristics

Sharpe Ratio

FDUS:

0.32

BME:

0.01

Sortino Ratio

FDUS:

0.55

BME:

0.10

Omega Ratio

FDUS:

1.08

BME:

1.02

Calmar Ratio

FDUS:

0.25

BME:

0.01

Martin Ratio

FDUS:

1.04

BME:

0.02

Ulcer Index

FDUS:

5.68%

BME:

4.55%

Daily Std Dev

FDUS:

18.82%

BME:

14.67%

Max Drawdown

FDUS:

-69.51%

BME:

-42.03%

Current Drawdown

FDUS:

-15.56%

BME:

-9.32%

Fundamentals

Market Cap

FDUS:

$667.89M

BME:

$473.67M

EPS

FDUS:

$2.40

BME:

$1.63

PE Ratio

FDUS:

8.01

BME:

22.48

PEG Ratio

FDUS:

3.59

BME:

0.00

PS Ratio

FDUS:

4.57

BME:

62.60

PB Ratio

FDUS:

1.02

BME:

0.86

Total Revenue (TTM)

FDUS:

$111.50M

BME:

-$383.86K

Gross Profit (TTM)

FDUS:

$111.50M

BME:

-$3.47M

EBITDA (TTM)

FDUS:

$54.95M

BME:

$45.97M

Returns By Period

In the year-to-date period, FDUS achieves a -6.12% return, which is significantly lower than BME's -0.70% return. Over the past 10 years, FDUS has outperformed BME with an annualized return of 13.02%, while BME has yielded a comparatively lower 6.46% annualized return.


FDUS

YTD

-6.12%

1M

-7.10%

6M

4.06%

1Y

5.56%

5Y*

30.59%

10Y*

13.02%

BME

YTD

-0.70%

1M

-4.46%

6M

-6.38%

1Y

0.69%

5Y*

4.30%

10Y*

6.46%

*Annualized

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Risk-Adjusted Performance

FDUS vs. BME — Risk-Adjusted Performance Rank

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

FDUS
The Risk-Adjusted Performance Rank of FDUS is 6161
Overall Rank
The Sharpe Ratio Rank of FDUS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FDUS is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FDUS is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FDUS is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FDUS is 6565
Martin Ratio Rank

BME
The Risk-Adjusted Performance Rank of BME is 4848
Overall Rank
The Sharpe Ratio Rank of BME is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of BME is 4040
Sortino Ratio Rank
The Omega Ratio Rank of BME is 4141
Omega Ratio Rank
The Calmar Ratio Rank of BME is 5252
Calmar Ratio Rank
The Martin Ratio Rank of BME is 5252
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.

FDUS vs. BME - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FDUS, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.00
FDUS: 0.32
BME: 0.01
The chart of Sortino ratio for FDUS, currently valued at 0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
FDUS: 0.55
BME: 0.10
The chart of Omega ratio for FDUS, currently valued at 1.08, compared to the broader market0.501.001.502.00
FDUS: 1.08
BME: 1.02
The chart of Calmar ratio for FDUS, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
FDUS: 0.25
BME: 0.01
The chart of Martin ratio for FDUS, currently valued at 1.04, compared to the broader market-5.000.005.0010.0015.0020.00
FDUS: 1.04
BME: 0.02

The current FDUS Sharpe Ratio is 0.32, which is higher than the BME Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of FDUS and BME, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.32
0.01
FDUS
BME

Dividends

FDUS vs. BME - Dividend Comparison

FDUS's dividend yield for the trailing twelve months is around 12.01%, more than BME's 7.64% yield.


TTM20242023202220212020201920182017201620152014
FDUS
Fidus Investment Corporation
12.01%11.51%14.63%10.51%8.90%10.15%8.17%13.69%10.54%10.17%11.66%11.51%
BME
BlackRock Health Sciences Trust
7.64%6.87%6.32%5.87%5.03%5.04%5.65%6.58%6.58%9.45%17.04%9.83%

Drawdowns

FDUS vs. BME - Drawdown Comparison

The maximum FDUS drawdown since its inception was -69.51%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.56%
-9.32%
FDUS
BME

Volatility

FDUS vs. BME - Volatility Comparison

Fidus Investment Corporation (FDUS) has a higher volatility of 14.47% compared to BlackRock Health Sciences Trust (BME) at 9.91%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.47%
9.91%
FDUS
BME

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.


Quarterly
Annual

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


Values in USD except per share items