VVR vs. BMEZ
Compare and contrast key facts about Invesco Senior Income Trust (VVR) and BlackRock Health Sciences Trust II (BMEZ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VVR or BMEZ.
Key characteristics
| VVR | BMEZ | |
|---|---|---|
| YTD Return | 6.08% | 17.77% |
| 1Y Return | 9.97% | 29.89% |
| 3Y Return (Ann) | 7.55% | -7.77% |
| Sharpe Ratio | 0.77 | 2.17 |
| Sortino Ratio | 1.12 | 3.00 |
| Omega Ratio | 1.15 | 1.38 |
| Calmar Ratio | 0.95 | 0.70 |
| Martin Ratio | 2.86 | 7.84 |
| Ulcer Index | 3.58% | 3.90% |
| Daily Std Dev | 13.24% | 14.10% |
| Max Drawdown | -73.80% | -46.05% |
| Current Drawdown | -8.38% | -27.15% |
Fundamentals
| VVR | BMEZ |
|---|
Correlation
The correlation between VVR and BMEZ is 0.26, 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.
Performance
VVR vs. BMEZ - Performance Comparison
In the year-to-date period, VVR achieves a 6.08% return, which is significantly lower than BMEZ's 17.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VVR vs. BMEZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Income Trust (VVR) and BlackRock Health Sciences Trust II (BMEZ). 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.
Dividends
VVR vs. BMEZ - Dividend Comparison
VVR's dividend yield for the trailing twelve months is around 13.13%, more than BMEZ's 9.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVR Invesco Senior Income Trust | 13.13% | 11.54% | 11.46% | 7.23% | 6.71% | 6.22% | 6.83% | 6.08% | 6.49% | 7.97% | 7.11% | 7.18% |
BMEZ BlackRock Health Sciences Trust II | 9.60% | 10.81% | 11.28% | 6.75% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VVR vs. BMEZ - Drawdown Comparison
The maximum VVR drawdown since its inception was -73.80%, which is greater than BMEZ's maximum drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for VVR and BMEZ. For additional features, visit the drawdowns tool.
Volatility
VVR vs. BMEZ - Volatility Comparison
Invesco Senior Income Trust (VVR) and BlackRock Health Sciences Trust II (BMEZ) have volatilities of 3.58% and 3.65%, 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.
Financials
VVR vs. BMEZ - Financials Comparison
This section allows you to compare key financial metrics between Invesco Senior Income Trust and BlackRock Health Sciences Trust II. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities