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BLK vs. BX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BLKBX
YTD Return3.34%1.11%
1Y Return30.38%59.47%
3Y Return (Ann)5.90%25.52%
5Y Return (Ann)17.34%35.31%
10Y Return (Ann)13.10%21.27%
Sharpe Ratio1.592.01
Daily Std Dev20.45%31.10%
Max Drawdown-60.36%-87.65%
Current Drawdown-8.21%-3.66%

Fundamentals


BLKBX
Market Cap$122.85B$154.95B
EPS$36.54$1.84
PE Ratio22.5769.49
PEG Ratio2.661.81
Revenue (TTM)$17.86B$7.68B
Gross Profit (TTM)$8.79B$7.05B

Correlation

0.55
-1.001.00

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.


500.00%600.00%700.00%800.00%900.00%OctoberNovemberDecember2024FebruaryMarch
716.98%
850.93%
BLK
BX

Compare stocks, funds, or ETFs


BlackRock, Inc.

The Blackstone Group Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BLK
BlackRock, Inc.
1.59
BX
The Blackstone Group Inc.
2.01

BLK vs. BX - Sharpe Ratio Comparison

The current BLK Sharpe Ratio is 1.59, which roughly equals the BX Sharpe Ratio of 2.01. The chart below compares the 12-month rolling Sharpe Ratio of BLK and BX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.59
2.01
BLK
BX

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.


TTM20232022202120202019201820172016201520142013
BLK
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%
BX
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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-8.21%
-3.66%
BLK
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.


4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
6.15%
7.22%
BLK
BX