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BL vs. NNI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BL and NNI is 0.50, 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

BL vs. NNI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BL:

-0.13

NNI:

0.31

Sortino Ratio

BL:

0.07

NNI:

0.70

Omega Ratio

BL:

1.01

NNI:

1.09

Calmar Ratio

BL:

-0.08

NNI:

0.48

Martin Ratio

BL:

-0.32

NNI:

0.94

Ulcer Index

BL:

17.47%

NNI:

9.44%

Daily Std Dev

BL:

38.65%

NNI:

26.19%

Max Drawdown

BL:

-71.89%

NNI:

-89.95%

Current Drawdown

BL:

-63.42%

NNI:

-5.32%

Fundamentals

Market Cap

BL:

$3.48B

NNI:

$4.23B

EPS

BL:

$1.38

NNI:

$5.30

PE Ratio

BL:

39.97

NNI:

21.94

PEG Ratio

BL:

5.49

NNI:

-1.93

PS Ratio

BL:

5.25

NNI:

3.10

PB Ratio

BL:

8.29

NNI:

1.21

Total Revenue (TTM)

BL:

$662.81M

NNI:

$1.39B

Gross Profit (TTM)

BL:

$499.01M

NNI:

$807.94M

EBITDA (TTM)

BL:

$99.80M

NNI:

$988.06M

Returns By Period

In the year-to-date period, BL achieves a -9.48% return, which is significantly lower than NNI's 10.45% return.


BL

YTD

-9.48%

1M

19.44%

6M

-11.84%

1Y

-4.91%

5Y*

-3.08%

10Y*

N/A

NNI

YTD

10.45%

1M

11.86%

6M

7.17%

1Y

7.90%

5Y*

23.05%

10Y*

12.16%

*Annualized

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Risk-Adjusted Performance

BL vs. NNI — Risk-Adjusted Performance Rank

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

BL
The Risk-Adjusted Performance Rank of BL is 4242
Overall Rank
The Sharpe Ratio Rank of BL is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of BL is 3737
Sortino Ratio Rank
The Omega Ratio Rank of BL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of BL is 4646
Calmar Ratio Rank
The Martin Ratio Rank of BL is 4444
Martin Ratio Rank

NNI
The Risk-Adjusted Performance Rank of NNI is 6363
Overall Rank
The Sharpe Ratio Rank of NNI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of NNI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of NNI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of NNI is 7272
Calmar Ratio Rank
The Martin Ratio Rank of NNI is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BL vs. NNI - Risk-Adjusted Performance Comparison

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


The current BL Sharpe Ratio is -0.13, which is lower than the NNI Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BL and NNI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BL vs. NNI - Dividend Comparison

BL has not paid dividends to shareholders, while NNI's dividend yield for the trailing twelve months is around 0.95%.


TTM20242023202220212020201920182017201620152014
BL
BlackLine, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NNI
Nelnet, Inc.
0.95%1.05%1.20%1.08%0.92%1.15%1.27%1.26%1.06%0.99%1.25%0.86%

Drawdowns

BL vs. NNI - Drawdown Comparison

The maximum BL drawdown since its inception was -71.89%, smaller than the maximum NNI drawdown of -89.95%. Use the drawdown chart below to compare losses from any high point for BL and NNI. For additional features, visit the drawdowns tool.


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Volatility

BL vs. NNI - Volatility Comparison

BlackLine, Inc. (BL) has a higher volatility of 11.36% compared to Nelnet, Inc. (NNI) at 8.86%. This indicates that BL's price experiences larger fluctuations and is considered to be riskier than NNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BL vs. NNI - Financials Comparison

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


100.00M200.00M300.00M400.00M500.00M600.00M20212022202320242025
166.93M
207.83M
(BL) Total Revenue
(NNI) Total Revenue
Values in USD except per share items