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PEO vs. BGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEO vs. BGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adams Natural Resources Closed Fund (PEO) and BlackRock Energy and Resources Trust (BGR). The values are adjusted to include any dividend payments, if applicable.

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PEO vs. BGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEO
Adams Natural Resources Closed Fund
30.48%9.98%13.58%0.91%41.77%53.75%-26.37%20.96%-23.11%4.65%
BGR
BlackRock Energy and Resources Trust
30.31%17.34%8.07%5.73%38.90%40.25%-34.78%23.32%-21.21%5.18%

Returns By Period

The year-to-date returns for both stocks are quite close, with PEO having a 30.48% return and BGR slightly lower at 30.31%. Over the past 10 years, PEO has outperformed BGR with an annualized return of 11.82%, while BGR has yielded a comparatively lower 10.42% annualized return.


PEO

1D
-1.97%
1M
6.19%
YTD
30.48%
6M
34.88%
1Y
33.64%
3Y*
20.19%
5Y*
22.01%
10Y*
11.82%

BGR

1D
-0.23%
1M
10.56%
YTD
30.31%
6M
32.87%
1Y
38.88%
3Y*
21.06%
5Y*
21.67%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PEO vs. BGR — Risk / Return Rank

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

PEO
PEO Risk / Return Rank: 7878
Overall Rank
PEO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PEO Sortino Ratio Rank: 7878
Sortino Ratio Rank
PEO Omega Ratio Rank: 8080
Omega Ratio Rank
PEO Calmar Ratio Rank: 8282
Calmar Ratio Rank
PEO Martin Ratio Rank: 7171
Martin Ratio Rank

BGR
BGR Risk / Return Rank: 8585
Overall Rank
BGR Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BGR Sortino Ratio Rank: 8282
Sortino Ratio Rank
BGR Omega Ratio Rank: 8989
Omega Ratio Rank
BGR Calmar Ratio Rank: 8080
Calmar Ratio Rank
BGR Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PEO vs. BGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adams Natural Resources Closed Fund (PEO) and BlackRock Energy and Resources Trust (BGR). 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.


PEOBGRDifference

Sharpe ratio

Return per unit of total volatility

1.49

1.80

-0.31

Sortino ratio

Return per unit of downside risk

1.96

2.17

-0.21

Omega ratio

Gain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratio

Return relative to maximum drawdown

1.98

2.27

-0.29

Martin ratio

Return relative to average drawdown

6.73

9.15

-2.42

PEO vs. BGR - Sharpe Ratio Comparison

The current PEO Sharpe Ratio is 1.49, which is comparable to the BGR Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of PEO and BGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PEOBGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.80

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.96

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.39

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.22

+0.11

Correlation

The correlation between PEO and BGR is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PEO vs. BGR - Dividend Comparison

PEO's dividend yield for the trailing twelve months is around 7.23%, more than BGR's 6.75% yield.


TTM20252024202320222021202020192018201720162015
PEO
Adams Natural Resources Closed Fund
7.23%9.43%8.14%6.54%7.48%5.51%6.42%6.68%5.63%5.95%5.65%7.78%
BGR
BlackRock Energy and Resources Trust
6.75%8.62%6.66%6.22%4.62%4.75%9.26%7.84%8.91%6.57%6.90%11.93%

Drawdowns

PEO vs. BGR - Drawdown Comparison

The maximum PEO drawdown since its inception was -71.88%, roughly equal to the maximum BGR drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for PEO and BGR.


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Drawdown Indicators


PEOBGRDifference

Max Drawdown

Largest peak-to-trough decline

-71.88%

-72.74%

+0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-17.31%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-24.30%

-24.81%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-67.74%

-66.16%

-1.58%

Current Drawdown

Current decline from peak

-1.97%

-0.46%

-1.51%

Average Drawdown

Average peak-to-trough decline

-15.36%

-20.36%

+5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

4.29%

+0.86%

Volatility

PEO vs. BGR - Volatility Comparison

The current volatility for Adams Natural Resources Closed Fund (PEO) is 5.35%, while BlackRock Energy and Resources Trust (BGR) has a volatility of 5.86%. This indicates that PEO experiences smaller price fluctuations and is considered to be less risky than BGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEOBGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

5.86%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

14.46%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

22.74%

21.68%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.41%

22.66%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.28%

26.79%

+0.49%