GRX vs. PEO
GRX (The Gabelli Healthcare & Wellness Trust) is a stock, while PEO (Adams Natural Resources Closed Fund) is Energy Equities fund actively managed by Adams Funds. Over the past 10 years, GRX returned 5.00%/yr vs 9.38%/yr for PEO. At a 0.41 correlation, their price movements are largely independent.
Performance
GRX vs. PEO - Performance Comparison
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Returns By Period
In the year-to-date period, GRX achieves a 4.08% return, which is significantly lower than PEO's 18.23% return. Over the past 10 years, GRX has underperformed PEO with an annualized return of 5.00%, while PEO has yielded a comparatively higher 9.38% annualized return.
GRX
- 1D
- 2.01%
- 1M
- 10.95%
- 6M
- 4.02%
- YTD
- 4.08%
- 1Y
- 7.78%
- 3Y*
- 6.03%
- 5Y*
- -0.16%
- 10Y*
- 5.00%
PEO
- 1D
- 0.49%
- 1M
- -6.33%
- 6M
- 16.62%
- YTD
- 18.23%
- 1Y
- 23.05%
- 3Y*
- 15.38%
- 5Y*
- 17.10%
- 10Y*
- 9.38%
GRX vs. PEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRX The Gabelli Healthcare & Wellness Trust | 4.08% | 7.03% | 9.58% | -3.32% | -19.95% | 22.07% | 9.83% | 31.31% | -5.75% | 15.08% |
PEO Adams Natural Resources Closed Fund | 18.23% | 9.98% | 13.58% | 0.91% | 41.77% | 53.75% | -26.37% | 20.96% | -23.11% | 4.65% |
Correlation
The correlation between GRX and PEO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2007 | 0.41 |
Over the past year, the correlation between GRX and PEO has dropped to 0.03 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
GRX vs. PEO — Risk / Return Rank
GRX
PEO
GRX vs. PEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gabelli Healthcare & Wellness Trust (GRX) and Adams Natural Resources Closed Fund (PEO). 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.
| GRX | PEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.95 | -1.11 |
| Martin ratioReturn relative to average drawdown | 1.83 | 5.43 | -3.60 |
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Drawdowns
GRX vs. PEO - Drawdown Comparison
The maximum GRX drawdown since its inception was -64.35%, smaller than the maximum PEO drawdown of -71.88%. Use the drawdown chart below to compare losses from any high point for GRX and PEO.
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Drawdown Indicators
| GRX | PEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.35% | -71.88% | +7.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.49% | -11.93% | +2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -22.26% | -18.86% | -3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -37.34% | -24.30% | -13.04% |
Max Drawdown (10Y)Largest decline over 10 years | -37.34% | -67.74% | +30.40% |
Current DrawdownCurrent decline from peak | -6.30% | -11.18% | +4.88% |
Average DrawdownAverage peak-to-trough decline | -17.47% | -15.30% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 4.28% | +0.09% |
Volatility
GRX vs. PEO - Volatility Comparison
The current volatility for The Gabelli Healthcare & Wellness Trust (GRX) is 3.50%, while Adams Natural Resources Closed Fund (PEO) has a volatility of 5.20%. This indicates that GRX experiences smaller price fluctuations and is considered to be less risky than PEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRX | PEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 5.20% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 14.67% | -6.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 17.60% | -5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 23.33% | -7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 27.27% | -9.87% |
Dividends
GRX vs. PEO - Dividend Comparison
GRX's dividend yield for the trailing twelve months is around 7.04%, less than PEO's 8.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRX The Gabelli Healthcare & Wellness Trust | 7.04% | 6.85% | 6.22% | 6.43% | 5.84% | 7.07% | 4.85% | 4.86% | 5.62% | 5.04% | 5.51% | 4.98% |
PEO Adams Natural Resources Closed Fund | 8.14% | 9.43% | 8.14% | 6.54% | 7.48% | 5.51% | 6.42% | 6.68% | 5.63% | 5.95% | 5.65% | 7.78% |
Frequently Asked Questions
GRX and PEO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEO has higher volatility (5.20%) compared to GRX (3.50%). In terms of maximum drawdown, GRX dropped -64.35% vs PEO's -71.88%.
PEO currently has the higher Sharpe Ratio (1.33 vs 0.67), 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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