VVR vs. BMEZ
Compare and contrast key facts about Invesco Senior Income Trust (VVR) and BlackRock Health Sciences Trust II (BMEZ).
Performance
VVR vs. BMEZ - Performance Comparison
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VVR vs. BMEZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VVR Invesco Senior Income Trust | 2.05% | -6.18% | 8.97% | 20.86% | -1.11% | 17.00% | -1.23% |
BMEZ BlackRock Health Sciences Trust II | -2.43% | 18.69% | 9.54% | 5.07% | -32.65% | -6.00% | 48.77% |
Fundamentals
VVR:
$123.12M
BMEZ:
$58.97M
VVR:
$83.19M
BMEZ:
$52.95M
VVR:
$66.30M
BMEZ:
$43.53M
Returns By Period
In the year-to-date period, VVR achieves a 2.05% return, which is significantly higher than BMEZ's -2.43% return.
VVR
- 1D
- 3.87%
- 1M
- 5.52%
- YTD
- 2.05%
- 6M
- -0.18%
- 1Y
- -1.93%
- 3Y*
- 8.46%
- 5Y*
- 6.22%
- 10Y*
- 6.92%
BMEZ
- 1D
- 4.06%
- 1M
- -3.71%
- YTD
- -2.43%
- 6M
- 4.11%
- 1Y
- 8.12%
- 3Y*
- 6.20%
- 5Y*
- -2.56%
- 10Y*
- —
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Return for Risk
VVR vs. BMEZ — Risk / Return Rank
VVR
BMEZ
VVR vs. BMEZ - Risk-Adjusted Trends 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.
| VVR | BMEZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 0.44 | -0.55 |
Sortino ratioReturn per unit of downside risk | -0.02 | 0.75 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.10 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.03 | 0.72 | -0.74 |
Martin ratioReturn relative to average drawdown | -0.05 | 2.07 | -2.12 |
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
| VVR | BMEZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 0.44 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | -0.13 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.15 | +0.04 |
Correlation
The correlation between VVR and BMEZ is 0.28, 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
VVR vs. BMEZ - Dividend Comparison
VVR's dividend yield for the trailing twelve months is around 14.16%, more than BMEZ's 11.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVR Invesco Senior Income Trust | 14.16% | 13.94% | 13.06% | 11.54% | 11.46% | 7.22% | 6.71% | 6.22% | 6.68% | 5.95% | 6.41% | 7.97% |
BMEZ BlackRock Health Sciences Trust II | 11.62% | 12.43% | 11.74% | 10.80% | 11.28% | 6.51% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VVR vs. BMEZ - Drawdown Comparison
The maximum VVR drawdown since its inception was -73.79%, which is greater than BMEZ's maximum drawdown of -46.19%. Use the drawdown chart below to compare losses from any high point for VVR and BMEZ.
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Drawdown Indicators
| VVR | BMEZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.79% | -46.19% | -27.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -11.24% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.50% | -46.17% | +26.67% |
Max Drawdown (10Y)Largest decline over 10 years | -55.92% | — | — |
Current DrawdownCurrent decline from peak | -10.55% | -21.72% | +11.17% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -24.24% | +13.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 3.88% | +3.29% |
Volatility
VVR vs. BMEZ - Volatility Comparison
Invesco Senior Income Trust (VVR) and BlackRock Health Sciences Trust II (BMEZ) have volatilities of 7.06% and 6.85%, 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.
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Volatility by Period
| VVR | BMEZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 6.85% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 11.50% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 18.43% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 20.12% | -4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.47% | 24.36% | -0.89% |
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