TYG vs. BME
Compare and contrast key facts about Tortoise Energy Infrastructure Closed Fund (TYG) and BlackRock Health Sciences Trust (BME).
TYG is an actively managed fund by Tortoise.
Performance
TYG vs. BME - Performance Comparison
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TYG vs. BME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TYG Tortoise Energy Infrastructure Closed Fund | 16.14% | 8.46% | 60.18% | -0.37% | 24.20% | 46.86% | -70.31% | 1.79% | -24.74% | 3.17% |
BME BlackRock Health Sciences Trust | -4.62% | 17.87% | -0.08% | -1.08% | -4.62% | 7.25% | 18.64% | 24.04% | 6.38% | 23.10% |
Returns By Period
In the year-to-date period, TYG achieves a 16.14% return, which is significantly higher than BME's -4.62% return. Over the past 10 years, TYG has underperformed BME with an annualized return of 1.56%, while BME has yielded a comparatively higher 7.57% annualized return.
TYG
- 1D
- -7.52%
- 1M
- -8.18%
- YTD
- 16.14%
- 6M
- 13.16%
- 1Y
- 18.81%
- 3Y*
- 28.59%
- 5Y*
- 23.81%
- 10Y*
- 1.56%
BME
- 1D
- -0.05%
- 1M
- -9.08%
- YTD
- -4.62%
- 6M
- 6.01%
- 1Y
- 8.98%
- 3Y*
- 4.44%
- 5Y*
- 2.70%
- 10Y*
- 7.57%
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Return for Risk
TYG vs. BME — Risk / Return Rank
TYG
BME
TYG vs. BME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tortoise Energy Infrastructure Closed Fund (TYG) 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.
| TYG | BME | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.58 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.13 | 0.85 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.74 | +0.32 |
Martin ratioReturn relative to average drawdown | 4.48 | 2.29 | +2.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TYG | BME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.58 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.18 | +0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.38 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.51 | -0.41 |
Correlation
The correlation between TYG and BME is 0.25, 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.
Dividends
TYG vs. BME - Dividend Comparison
TYG's dividend yield for the trailing twelve months is around 10.69%, more than BME's 8.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TYG Tortoise Energy Infrastructure Closed Fund | 10.69% | 11.25% | 7.96% | 9.87% | 8.94% | 5.27% | 10.85% | 14.61% | 13.17% | 9.01% | 8.54% | 13.95% |
BME BlackRock Health Sciences Trust | 8.17% | 7.65% | 6.87% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.45% | 17.04% |
Drawdowns
TYG vs. BME - Drawdown Comparison
The maximum TYG drawdown since its inception was -95.34%, which is greater than BME's maximum drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for TYG and BME.
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Drawdown Indicators
| TYG | BME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.34% | -42.03% | -53.31% |
Max Drawdown (1Y)Largest decline over 1 year | -18.76% | -11.03% | -7.73% |
Max Drawdown (5Y)Largest decline over 5 years | -25.08% | -18.26% | -6.82% |
Max Drawdown (10Y)Largest decline over 10 years | -94.98% | -36.65% | -58.33% |
Current DrawdownCurrent decline from peak | -33.75% | -9.10% | -24.65% |
Average DrawdownAverage peak-to-trough decline | -29.40% | -6.28% | -23.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 3.56% | +0.89% |
Volatility
TYG vs. BME - Volatility Comparison
Tortoise Energy Infrastructure Closed Fund (TYG) has a higher volatility of 10.99% compared to BlackRock Health Sciences Trust (BME) at 6.01%. This indicates that TYG'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
| TYG | BME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.99% | 6.01% | +4.98% |
Volatility (6M)Calculated over the trailing 6-month period | 15.97% | 9.43% | +6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.68% | 15.64% | +8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 15.28% | +8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.27% | 19.99% | +31.28% |