BLK vs. BX
Compare and contrast key facts about BlackRock, Inc. (BLK) and The Blackstone Group Inc. (BX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLK or BX.
Key characteristics
BLK | BX | |
---|---|---|
YTD Return | 3.34% | 1.11% |
1Y Return | 30.38% | 59.47% |
3Y Return (Ann) | 5.90% | 25.52% |
5Y Return (Ann) | 17.34% | 35.31% |
10Y Return (Ann) | 13.10% | 21.27% |
Sharpe Ratio | 1.59 | 2.01 |
Daily Std Dev | 20.45% | 31.10% |
Max Drawdown | -60.36% | -87.65% |
Current Drawdown | -8.21% | -3.66% |
Fundamentals
BLK | BX | |
---|---|---|
Market Cap | $122.85B | $154.95B |
EPS | $36.54 | $1.84 |
PE Ratio | 22.57 | 69.49 |
PEG Ratio | 2.66 | 1.81 |
Revenue (TTM) | $17.86B | $7.68B |
Gross Profit (TTM) | $8.79B | $7.05B |
Correlation
The correlation between BLK and BX is 0.55, 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
BLK vs. BX - Performance Comparison
In the year-to-date period, BLK achieves a 3.34% return, which is significantly higher than BX's 1.11% return. Over the past 10 years, BLK has underperformed BX with an annualized return of 13.10%, while BX has yielded a comparatively higher 21.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
BLK vs. BX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock, Inc. (BLK) 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
BlackRock, Inc. | 1.59 | ||||
The Blackstone Group Inc. | 2.01 |
Dividends
BLK vs. BX - Dividend Comparison
BLK's dividend yield for the trailing twelve months is around 2.41%, less than BX's 2.55% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
BlackRock, Inc. | 2.41% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
The Blackstone Group Inc. | 2.55% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.63% | 3.67% |
Drawdowns
BLK vs. BX - Drawdown Comparison
The maximum BLK drawdown since its inception was -60.36%, smaller than the maximum BX drawdown of -87.65%. The drawdown chart below compares losses from any high point along the way for BLK and BX
Volatility
BLK vs. BX - Volatility Comparison
The current volatility for BlackRock, Inc. (BLK) is 6.15%, while The Blackstone Group Inc. (BX) has a volatility of 7.22%. This indicates that BLK 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.