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

Key characteristics


BAMBX
YTD Return5.03%0.74%
1Y Return39.76%61.77%
Sharpe Ratio1.491.95
Daily Std Dev26.72%31.11%
Max Drawdown-20.47%-87.65%
Current Drawdown-1.99%-4.01%

Fundamentals


BAMBX
Market Cap$16.55B$154.95B
EPS$1.13$1.84
PE Ratio37.4869.49
PEG Ratio4.841.81
Revenue (TTM)$4.06B$7.68B
Gross Profit (TTM)$2.74B$7.05B

Correlation

0.51
-1.001.00

The correlation between BAM and BX is 0.51, 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 5.03% return, which is significantly higher than BX's 0.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%OctoberNovemberDecember2024FebruaryMarch
37.04%
60.61%
BAM
BX

Compare stocks, funds, or ETFs


Brookfield Asset Management Inc.

The Blackstone Group Inc.

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BAM
Brookfield Asset Management Inc.
1.49
BX
The Blackstone Group Inc.
1.95

BAM vs. BX - Sharpe Ratio Comparison

The current BAM Sharpe Ratio is 1.49, which roughly equals the BX Sharpe Ratio of 1.95. The chart below compares the 12-month rolling Sharpe Ratio of BAM and BX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24
1.49
1.95
BAM
BX

Dividends

BAM vs. BX - Dividend Comparison

BAM's dividend yield for the trailing twelve months is around 3.21%, more than BX's 2.56% yield.


TTM20232022202120202019201820172016201520142013
BAM
Brookfield Asset Management Inc.
3.21%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.
2.56%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%. The drawdown chart below compares losses from any high point along the way for BAM and BX


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.99%
-0.93%
BAM
BX

Volatility

BAM vs. BX - Volatility Comparison

The current volatility for Brookfield Asset Management Inc. (BAM) is 5.85%, while The Blackstone Group Inc. (BX) has a volatility of 7.24%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
5.85%
7.24%
BAM
BX