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BAM vs. BX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BAMBX
YTD Return40.26%30.86%
1Y Return79.63%69.79%
Sharpe Ratio3.262.53
Sortino Ratio4.063.25
Omega Ratio1.521.39
Calmar Ratio5.652.52
Martin Ratio16.2913.84
Ulcer Index5.10%5.38%
Daily Std Dev25.52%29.42%
Max Drawdown-20.47%-87.65%
Current Drawdown0.00%-2.62%

Fundamentals


BAMBX
Market Cap$22.94B$202.60B
EPS$1.12$2.91
PE Ratio48.9057.40
PEG Ratio4.842.08
Total Revenue (TTM)$1.11B$10.44B
Gross Profit (TTM)$684.36M$10.38B
EBITDA (TTM)-$11.00M$5.55B

Correlation

-0.50.00.51.00.6

The correlation between BAM and BX is 0.57, 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.

Performance

BAM vs. BX - Performance Comparison

In the year-to-date period, BAM achieves a 40.26% return, which is significantly higher than BX's 30.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
39.79%
39.33%
BAM
BX

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Risk-Adjusted Performance

BAM vs. BX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Inc. (BAM) and The Blackstone Group Inc. (BX). 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.


BAM
Sharpe ratio
The chart of Sharpe ratio for BAM, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.003.26
Sortino ratio
The chart of Sortino ratio for BAM, currently valued at 4.06, compared to the broader market-4.00-2.000.002.004.004.06
Omega ratio
The chart of Omega ratio for BAM, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for BAM, currently valued at 5.65, compared to the broader market0.002.004.006.005.65
Martin ratio
The chart of Martin ratio for BAM, currently valued at 16.29, compared to the broader market-10.000.0010.0020.0030.0016.29
BX
Sharpe ratio
The chart of Sharpe ratio for BX, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.53
Sortino ratio
The chart of Sortino ratio for BX, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.003.25
Omega ratio
The chart of Omega ratio for BX, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for BX, currently valued at 4.92, compared to the broader market0.002.004.006.004.92
Martin ratio
The chart of Martin ratio for BX, currently valued at 13.84, compared to the broader market-10.000.0010.0020.0030.0013.84

BAM vs. BX - Sharpe Ratio Comparison

The current BAM Sharpe Ratio is 3.26, which is comparable to the BX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of BAM and BX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.26
2.53
BAM
BX

Dividends

BAM vs. BX - Dividend Comparison

BAM's dividend yield for the trailing twelve months is around 2.67%, more than BX's 2.07% yield.


TTM20232022202120202019201820172016201520142013
BAM
Brookfield Asset Management Inc.
2.67%3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BX
The Blackstone Group Inc.
2.07%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.63%3.67%

Drawdowns

BAM vs. BX - Drawdown Comparison

The maximum BAM drawdown since its inception was -20.47%, smaller than the maximum BX drawdown of -87.65%. Use the drawdown chart below to compare losses from any high point for BAM and BX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-2.62%
BAM
BX

Volatility

BAM vs. BX - Volatility Comparison

The current volatility for Brookfield Asset Management Inc. (BAM) is 6.65%, while The Blackstone Group Inc. (BX) has a volatility of 8.67%. This indicates that BAM experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%JuneJulyAugustSeptemberOctoberNovember
6.65%
8.67%
BAM
BX

Financials

BAM vs. BX - Financials Comparison

This section allows you to compare key financial metrics between Brookfield Asset Management Inc. and The Blackstone Group Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items