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BlackLine, Inc. (BL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS09239B1098
CUSIP09239B109
SectorTechnology
IndustrySoftware—Infrastructure

Highlights

Market Cap$3.97B
EPS$0.81
PE Ratio79.73
PEG Ratio5.49
Revenue (TTM)$590.00M
Gross Profit (TTM)$394.91M
EBITDA (TTM)$23.24M
Year Range$47.27 - $69.31
Target Price$61.90
Short %6.74%
Short Ratio2.49

Share Price Chart


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BlackLine, Inc.

Popular comparisons: BL vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BlackLine, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
7.63%
17.40%
BL (BlackLine, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

BlackLine, Inc. had a return of -6.04% year-to-date (YTD) and -6.80% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-6.04%5.29%
1 month-8.31%-2.47%
6 months6.96%16.40%
1 year-6.80%20.88%
5 years (annualized)4.28%11.60%
10 years (annualized)N/A10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.02%-3.32%13.84%
2023-7.64%-11.48%17.82%7.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BL is 41, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of BL is 4141
BlackLine, Inc.(BL)
The Sharpe Ratio Rank of BL is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of BL is 3939Sortino Ratio Rank
The Omega Ratio Rank of BL is 3939Omega Ratio Rank
The Calmar Ratio Rank of BL is 4545Calmar Ratio Rank
The Martin Ratio Rank of BL is 3939Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BlackLine, Inc. (BL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BL
Sharpe ratio
The chart of Sharpe ratio for BL, currently valued at -0.18, compared to the broader market-2.00-1.000.001.002.003.00-0.18
Sortino ratio
The chart of Sortino ratio for BL, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.03
Omega ratio
The chart of Omega ratio for BL, currently valued at 1.00, compared to the broader market0.501.001.501.00
Calmar ratio
The chart of Calmar ratio for BL, currently valued at -0.11, compared to the broader market0.001.002.003.004.005.00-0.11
Martin ratio
The chart of Martin ratio for BL, currently valued at -0.59, compared to the broader market0.0010.0020.0030.00-0.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-2.00-1.000.001.002.003.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.001.002.003.004.005.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current BlackLine, Inc. Sharpe ratio is -0.18. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.18
1.79
BL (BlackLine, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


BlackLine, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-60.98%
-4.42%
BL (BlackLine, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BlackLine, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BlackLine, Inc. was 68.03%, occurring on Nov 1, 2023. The portfolio has not yet recovered.

The current BlackLine, Inc. drawdown is 60.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.03%Feb 12, 2021685Nov 1, 2023
-38.35%Feb 20, 202019Mar 17, 202047May 22, 202066
-37.62%Sep 26, 201839Nov 19, 2018289Jan 15, 2020328
-25.79%Jul 28, 201719Aug 23, 2017123Feb 20, 2018142
-21.78%Aug 6, 20204Aug 11, 202040Oct 7, 202044

Volatility

Volatility Chart

The current BlackLine, Inc. volatility is 12.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
12.44%
3.35%
BL (BlackLine, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of BlackLine, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items