PEO vs. BME
PEO (Adams Natural Resources Closed Fund) is Energy Equities fund actively managed by Adams Funds, while BME (BlackRock Health Sciences Trust) is a stock. Over the past 10 years, PEO returned 11.16%/yr vs 8.88%/yr for BME. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
PEO vs. BME - Performance Comparison
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Returns By Period
In the year-to-date period, PEO achieves a 31.28% return, which is significantly higher than BME's 10.59% return. Over the past 10 years, PEO has outperformed BME with an annualized return of 11.16%, while BME has yielded a comparatively lower 8.88% annualized return.
PEO
- 1D
- -0.41%
- 1M
- 11.04%
- 6M
- 14.21%
- YTD
- 31.28%
- 1Y
- 39.13%
- 3Y*
- 16.41%
- 5Y*
- 21.60%
- 10Y*
- 11.16%
- ALL TIME*
- 7.58%
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 | |
| $2.02M | $1.52M | $1.88M |
PEO vs. BME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEO Adams Natural Resources Closed Fund | 31.28% | 9.98% | 13.58% | 0.91% | 41.77% | 53.75% | -26.37% | 20.96% | -23.11% | 4.65% |
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 PEO and BME is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2005 | 0.29 |
The correlation between PEO and BME shifts across timeframes, from -0.05 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PEO vs. BME — Risk / Return Rank
PEO
BME
PEO vs. BME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adams Natural Resources Closed Fund (PEO) 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.
| PEO | BME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.45 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 2.95 | +0.10 |
| Martin ratioReturn relative to average drawdown | 8.16 | 9.00 | -0.84 |
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Drawdowns
PEO vs. BME - Drawdown Comparison
The maximum PEO drawdown since its inception was -71.88%, which is greater than BME's maximum drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for PEO and BME.
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Drawdown Indicators
| PEO | BME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.88% | -42.03% | -29.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -11.03% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -18.86% | -14.38% | -4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -18.26% | -6.04% |
Max Drawdown (10Y)Largest decline over 10 years | -67.74% | -36.65% | -31.09% |
Current DrawdownCurrent decline from peak | -1.37% | -1.25% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -15.28% | -6.25% | -9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 3.62% | +0.87% |
Volatility
PEO vs. BME - Volatility Comparison
Adams Natural Resources Closed Fund (PEO) has a higher volatility of 4.62% compared to BlackRock Health Sciences Trust (BME) at 3.74%. This indicates that PEO'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
| PEO | BME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 3.74% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 14.16% | 10.49% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 13.11% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.12% | 15.22% | +7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.27% | 19.82% | +7.45% |
Dividends
PEO vs. BME - Dividend Comparison
PEO's dividend yield for the trailing twelve months is around 7.59%, 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% |
PEO Adams Natural Resources Closed Fund | 7.59% | 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
PEO and BME have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEO has higher volatility (4.62%) compared to BME (3.74%). In terms of maximum drawdown, PEO dropped -71.88% vs BME's -42.03%.
BME currently has the higher Sharpe Ratio (2.50 vs 2.06), 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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