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BKR vs. BLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BKR and BLK is 0.35, 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.


-0.50.00.51.00.4

Performance

BKR vs. BLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baker Hughes Company (BKR) and BlackRock, Inc. (BLK). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
34.13%
190.40%
BKR
BLK

Key characteristics

Sharpe Ratio

BKR:

0.79

BLK:

1.88

Sortino Ratio

BKR:

1.35

BLK:

2.57

Omega Ratio

BKR:

1.16

BLK:

1.31

Calmar Ratio

BKR:

0.93

BLK:

1.89

Martin Ratio

BKR:

2.73

BLK:

7.81

Ulcer Index

BKR:

7.90%

BLK:

4.28%

Daily Std Dev

BKR:

27.39%

BLK:

17.81%

Max Drawdown

BKR:

-73.51%

BLK:

-60.36%

Current Drawdown

BKR:

-10.16%

BLK:

-3.43%

Fundamentals

Market Cap

BKR:

$40.98B

BLK:

$162.50B

EPS

BKR:

$2.23

BLK:

$40.50

PE Ratio

BKR:

18.57

BLK:

25.91

PEG Ratio

BKR:

0.93

BLK:

1.82

Total Revenue (TTM)

BKR:

$27.30B

BLK:

$20.15B

Gross Profit (TTM)

BKR:

$5.76B

BLK:

$16.47B

EBITDA (TTM)

BKR:

$4.30B

BLK:

$7.70B

Returns By Period

In the year-to-date period, BKR achieves a 21.01% return, which is significantly lower than BLK's 29.74% return.


BKR

YTD

21.01%

1M

-9.00%

6M

23.88%

1Y

21.51%

5Y*

13.30%

10Y*

N/A

BLK

YTD

29.74%

1M

0.89%

6M

32.03%

1Y

31.81%

5Y*

18.49%

10Y*

13.82%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BKR vs. BLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baker Hughes Company (BKR) and BlackRock, Inc. (BLK). 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 BKR, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.791.88
The chart of Sortino ratio for BKR, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.352.57
The chart of Omega ratio for BKR, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.31
The chart of Calmar ratio for BKR, currently valued at 0.93, compared to the broader market0.002.004.006.000.931.89
The chart of Martin ratio for BKR, currently valued at 2.73, compared to the broader market-5.000.005.0010.0015.0020.0025.002.737.81
BKR
BLK

The current BKR Sharpe Ratio is 0.79, which is lower than the BLK Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of BKR and BLK, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.79
1.88
BKR
BLK

Dividends

BKR vs. BLK - Dividend Comparison

BKR's dividend yield for the trailing twelve months is around 2.08%, more than BLK's 1.98% yield.


TTM20232022202120202019201820172016201520142013
BKR
Baker Hughes Company
2.08%2.28%2.47%2.99%3.45%2.81%3.35%56.42%0.00%0.00%0.00%0.00%
BLK
BlackRock, Inc.
1.98%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%

Drawdowns

BKR vs. BLK - Drawdown Comparison

The maximum BKR drawdown since its inception was -73.51%, which is greater than BLK's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for BKR and BLK. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.16%
-3.43%
BKR
BLK

Volatility

BKR vs. BLK - Volatility Comparison

Baker Hughes Company (BKR) has a higher volatility of 6.66% compared to BlackRock, Inc. (BLK) at 4.78%. This indicates that BKR's price experiences larger fluctuations and is considered to be riskier than BLK 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%JulyAugustSeptemberOctoberNovemberDecember
6.66%
4.78%
BKR
BLK

Financials

BKR vs. BLK - Financials Comparison

This section allows you to compare key financial metrics between Baker Hughes Company and BlackRock, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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