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

Performance

BAM vs. BX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Asset Management Inc. (BAM) and The Blackstone Group Inc. (BX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
40.01%
46.38%
BAM
BX

Returns By Period

In the year-to-date period, BAM achieves a 42.49% return, which is significantly lower than BX's 44.86% return.


BAM

YTD

42.49%

1M

7.93%

6M

40.01%

1Y

71.70%

5Y (annualized)

N/A

10Y (annualized)

N/A

BX

YTD

44.86%

1M

7.83%

6M

46.38%

1Y

78.15%

5Y (annualized)

33.78%

10Y (annualized)

25.29%

Fundamentals


BAMBX
Market Cap$23.47B$220.03B
EPS$1.09$2.90
PE Ratio50.8962.56
PEG Ratio4.842.26
Total Revenue (TTM)$1.36B$9.62B
Gross Profit (TTM)$824.36M$6.92B
EBITDA (TTM)$760.00M$5.54B

Key characteristics


BAMBX
Sharpe Ratio2.852.77
Sortino Ratio3.643.49
Omega Ratio1.461.43
Calmar Ratio6.153.51
Martin Ratio14.1015.03
Ulcer Index5.11%5.37%
Daily Std Dev25.27%29.09%
Max Drawdown-20.47%-87.65%
Current Drawdown-3.74%0.00%

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Correlation

-0.50.00.51.00.6

The correlation between BAM and BX is 0.58, 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.

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 ratio
The chart of Sharpe ratio for BAM, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.852.77
The chart of Sortino ratio for BAM, currently valued at 3.64, compared to the broader market-4.00-2.000.002.004.003.643.49
The chart of Omega ratio for BAM, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.43
The chart of Calmar ratio for BAM, currently valued at 6.15, compared to the broader market0.002.004.006.006.156.65
The chart of Martin ratio for BAM, currently valued at 14.10, compared to the broader market-10.000.0010.0020.0030.0014.1015.03
BAM
BX

The current BAM Sharpe Ratio is 2.85, which is comparable to the BX Sharpe Ratio of 2.77. 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.85
2.77
BAM
BX

Dividends

BAM vs. BX - Dividend Comparison

BAM's dividend yield for the trailing twelve months is around 2.62%, more than BX's 1.87% yield.


TTM20232022202120202019201820172016201520142013
BAM
Brookfield Asset Management Inc.
2.62%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.
1.87%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.68%3.75%

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%JuneJulyAugustSeptemberOctoberNovember
-3.74%
0
BAM
BX

Volatility

BAM vs. BX - Volatility Comparison

Brookfield Asset Management Inc. (BAM) and The Blackstone Group Inc. (BX) have volatilities of 7.07% and 6.95%, 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.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%JuneJulyAugustSeptemberOctoberNovember
7.07%
6.95%
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