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BL vs. EXFY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BL vs. EXFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackLine, Inc. (BL) and Expensify Inc (EXFY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BL achieves a -44.87% return, which is significantly lower than EXFY's -21.85% return.


BL

1D
-2.68%
1M
-10.12%
YTD
-44.87%
6M
-47.25%
1Y
-45.34%
3Y*
-17.99%
5Y*
-21.33%
10Y*

EXFY

1D
0.85%
1M
5.36%
YTD
-21.85%
6M
-23.87%
1Y
-46.12%
3Y*
-44.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BL vs. EXFY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BL
BlackLine, Inc.
-44.87%-9.00%-2.69%-7.18%-35.03%-19.01%
EXFY
Expensify Inc
-21.85%-54.93%35.63%-72.03%-79.93%7.16%

Correlation

The correlation between BL and EXFY is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2021

0.46

Fundamentals

Market Cap

BL:

$2.13B

EXFY:

$110.59M

EPS

BL:

$0.39

EXFY:

-$0.22

PS Ratio

BL:

2.87

EXFY:

0.78

PB Ratio

BL:

6.96

EXFY:

0.80

Total Revenue (TTM)

BL:

$716.65M

EXFY:

$140.00M

Gross Profit (TTM)

BL:

$539.92M

EXFY:

$69.46M

EBITDA (TTM)

BL:

$87.84M

EXFY:

-$13.41M

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Return for Risk

BL vs. EXFY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BL
BL Risk / Return Rank: 66
Overall Rank
BL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BL Sortino Ratio Rank: 66
Sortino Ratio Rank
BL Omega Ratio Rank: 77
Omega Ratio Rank
BL Calmar Ratio Rank: 1010
Calmar Ratio Rank
BL Martin Ratio Rank: 22
Martin Ratio Rank

EXFY
EXFY Risk / Return Rank: 1414
Overall Rank
EXFY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EXFY Sortino Ratio Rank: 1212
Sortino Ratio Rank
EXFY Omega Ratio Rank: 1212
Omega Ratio Rank
EXFY Calmar Ratio Rank: 1717
Calmar Ratio Rank
EXFY Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BL vs. EXFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackLine, Inc. (BL) and Expensify Inc (EXFY). 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.


BLEXFYDifference

Sharpe ratio

Return per unit of total volatility

-0.98

-0.74

-0.24

Sortino ratio

Return per unit of downside risk

-1.39

-0.90

-0.49

Omega ratio

Gain probability vs. loss probability

0.83

0.88

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.80

-0.65

-0.14

Martin ratio

Return relative to average drawdown

-1.80

-1.06

-0.74

BL vs. EXFY - Sharpe Ratio Comparison

The current BL Sharpe Ratio is -0.98, which is lower than the EXFY Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of BL and EXFY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BLEXFYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

-0.74

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.68

+0.73

Drawdowns

BL vs. EXFY - Drawdown Comparison

The maximum BL drawdown since its inception was -83.22%, smaller than the maximum EXFY drawdown of -98.46%. Use the drawdown chart below to compare losses from any high point for BL and EXFY.


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Drawdown Indicators


BLEXFYDifference

Max Drawdown

Largest peak-to-trough decline

-83.22%

-98.46%

+15.24%

Max Drawdown (1Y)

Largest decline over 1 year

-57.11%

-71.38%

+14.27%

Max Drawdown (3Y)

Largest decline over 3 years

-63.25%

-90.86%

+27.61%

Max Drawdown (5Y)

Largest decline over 5 years

-80.80%

Current Drawdown

Current decline from peak

-79.73%

-97.57%

+17.84%

Average Drawdown

Average peak-to-trough decline

-35.02%

-84.33%

+49.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.25%

43.96%

-18.71%

Volatility

BL vs. EXFY - Volatility Comparison

BlackLine, Inc. (BL) has a higher volatility of 25.33% compared to Expensify Inc (EXFY) at 19.90%. This indicates that BL's price experiences larger fluctuations and is considered to be riskier than EXFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLEXFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.33%

19.90%

+5.43%

Volatility (6M)

Calculated over the trailing 6-month period

41.35%

51.83%

-10.48%

Volatility (1Y)

Calculated over the trailing 1-year period

46.33%

62.51%

-16.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.64%

80.47%

-35.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.86%

80.47%

-35.61%

Dividends

BL vs. EXFY - Dividend Comparison

Neither BL nor EXFY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BL vs. EXFY - Financials Comparison

This section allows you to compare key financial metrics between BlackLine, Inc. and Expensify 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


50.00M100.00M150.00M200.00M20222023202420252026
183.16M
33.97M
(BL) Total Revenue
(EXFY) Total Revenue
Values in USD except per share items

BL vs. EXFY - Profitability Comparison

The chart below illustrates the profitability comparison between BlackLine, Inc. and Expensify Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

45.0%50.0%55.0%60.0%65.0%70.0%75.0%80.0%20222023202420252026
76.0%
47.6%
Portfolio components
BL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BlackLine, Inc. reported a gross profit of 139.15M and revenue of 183.16M. Therefore, the gross margin over that period was 76.0%.

EXFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Expensify Inc reported a gross profit of 16.17M and revenue of 33.97M. Therefore, the gross margin over that period was 47.6%.

BL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BlackLine, Inc. reported an operating income of 6.24M and revenue of 183.16M, resulting in an operating margin of 3.4%.

EXFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Expensify Inc reported an operating income of -1.97M and revenue of 33.97M, resulting in an operating margin of -5.8%.

BL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BlackLine, Inc. reported a net income of 8.13M and revenue of 183.16M, resulting in a net margin of 4.4%.

EXFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Expensify Inc reported a net income of -2.34M and revenue of 33.97M, resulting in a net margin of -6.9%.


Frequently Asked Questions


BL and EXFY have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BL has higher volatility (25.33%) compared to EXFY (19.90%). In terms of maximum drawdown, BL dropped -83.22% vs EXFY's -98.46%.

EXFY currently has the higher Sharpe Ratio (-0.74 vs -0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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