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SHSAX vs. RVT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SHSAX and RVT is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SHSAX vs. RVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Royce Value Trust Inc. (RVT). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025
-6.40%
8.22%
SHSAX
RVT

Key characteristics

Sharpe Ratio

SHSAX:

-0.05

RVT:

1.16

Sortino Ratio

SHSAX:

0.03

RVT:

1.69

Omega Ratio

SHSAX:

1.00

RVT:

1.21

Calmar Ratio

SHSAX:

-0.03

RVT:

1.47

Martin Ratio

SHSAX:

-0.11

RVT:

6.16

Ulcer Index

SHSAX:

5.75%

RVT:

3.70%

Daily Std Dev

SHSAX:

13.62%

RVT:

19.65%

Max Drawdown

SHSAX:

-39.26%

RVT:

-72.33%

Current Drawdown

SHSAX:

-16.99%

RVT:

-3.06%

Returns By Period

In the year-to-date period, SHSAX achieves a 6.25% return, which is significantly higher than RVT's 2.34% return. Over the past 10 years, SHSAX has underperformed RVT with an annualized return of 3.02%, while RVT has yielded a comparatively higher 10.42% annualized return.


SHSAX

YTD

6.25%

1M

6.30%

6M

-5.57%

1Y

-1.53%

5Y*

1.12%

10Y*

3.02%

RVT

YTD

2.34%

1M

2.86%

6M

5.72%

1Y

20.77%

5Y*

11.20%

10Y*

10.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SHSAX vs. RVT — Risk-Adjusted Performance Rank

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

SHSAX
The Risk-Adjusted Performance Rank of SHSAX is 55
Overall Rank
The Sharpe Ratio Rank of SHSAX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of SHSAX is 55
Sortino Ratio Rank
The Omega Ratio Rank of SHSAX is 55
Omega Ratio Rank
The Calmar Ratio Rank of SHSAX is 55
Calmar Ratio Rank
The Martin Ratio Rank of SHSAX is 55
Martin Ratio Rank

RVT
The Risk-Adjusted Performance Rank of RVT is 8080
Overall Rank
The Sharpe Ratio Rank of RVT is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of RVT is 7676
Sortino Ratio Rank
The Omega Ratio Rank of RVT is 7474
Omega Ratio Rank
The Calmar Ratio Rank of RVT is 8686
Calmar Ratio Rank
The Martin Ratio Rank of RVT is 8585
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.

SHSAX vs. RVT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Royce Value Trust Inc. (RVT). 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.


Sharpe ratio
The chart of Sharpe ratio for SHSAX, currently valued at -0.05, compared to the broader market-1.000.001.002.003.004.00-0.051.16
The chart of Sortino ratio for SHSAX, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.000.031.69
The chart of Omega ratio for SHSAX, currently valued at 1.00, compared to the broader market1.002.003.004.001.001.21
The chart of Calmar ratio for SHSAX, currently valued at -0.03, compared to the broader market0.005.0010.0015.0020.00-0.031.47
The chart of Martin ratio for SHSAX, currently valued at -0.11, compared to the broader market0.0020.0040.0060.0080.00-0.116.16
SHSAX
RVT

The current SHSAX Sharpe Ratio is -0.05, which is lower than the RVT Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of SHSAX and RVT, 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025
-0.05
1.16
SHSAX
RVT

Dividends

SHSAX vs. RVT - Dividend Comparison

SHSAX's dividend yield for the trailing twelve months is around 0.23%, less than RVT's 7.85% yield.


TTM20242023202220212020201920182017201620152014
SHSAX
BlackRock Health Sciences Opportunities Portfolio
0.23%0.24%0.26%0.34%0.00%0.00%0.30%0.11%0.00%0.00%1.38%0.04%
RVT
Royce Value Trust Inc.
7.85%8.04%7.35%9.95%8.52%6.44%7.45%10.68%7.17%7.62%10.54%12.70%

Drawdowns

SHSAX vs. RVT - Drawdown Comparison

The maximum SHSAX drawdown since its inception was -39.26%, smaller than the maximum RVT drawdown of -72.33%. Use the drawdown chart below to compare losses from any high point for SHSAX and RVT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-16.99%
-3.06%
SHSAX
RVT

Volatility

SHSAX vs. RVT - Volatility Comparison

BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Royce Value Trust Inc. (RVT) have volatilities of 3.89% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025
3.89%
4.07%
SHSAX
RVT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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