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

Key characteristics


BLKBX
YTD Return12.35%20.46%
1Y Return31.65%39.80%
3Y Return (Ann)2.89%8.48%
5Y Return (Ann)18.31%28.23%
10Y Return (Ann)13.25%23.15%
Sharpe Ratio1.521.33
Daily Std Dev19.66%30.98%
Max Drawdown-60.36%-87.65%
Current Drawdown-0.21%0.00%

Fundamentals


BLKBX
Market Cap$131.20B$184.66B
EPS$40.30$2.62
PE Ratio21.9857.71
PEG Ratio2.321.84
Total Revenue (TTM)$19.29B$9.10B
Gross Profit (TTM)$15.70B$9.01B
EBITDA (TTM)$7.29B$4.87B

Correlation

-0.50.00.51.00.6

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 12.35% return, which is significantly lower than BX's 20.46% return. Over the past 10 years, BLK has underperformed BX with an annualized return of 13.25%, while BX has yielded a comparatively higher 23.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%700.00%800.00%900.00%1,000.00%AprilMayJuneJulyAugustSeptember
788.24%
1,032.91%
BLK
BX

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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.


BLK
Sharpe ratio
The chart of Sharpe ratio for BLK, currently valued at 1.52, compared to the broader market-4.00-2.000.002.001.52
Sortino ratio
The chart of Sortino ratio for BLK, currently valued at 2.21, compared to the broader market-6.00-4.00-2.000.002.004.002.21
Omega ratio
The chart of Omega ratio for BLK, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for BLK, currently valued at 0.85, compared to the broader market0.001.002.003.004.005.000.85
Martin ratio
The chart of Martin ratio for BLK, currently valued at 5.41, compared to the broader market-10.00-5.000.005.0010.0015.0020.005.41
BX
Sharpe ratio
The chart of Sharpe ratio for BX, currently valued at 1.33, compared to the broader market-4.00-2.000.002.001.33
Sortino ratio
The chart of Sortino ratio for BX, currently valued at 1.85, compared to the broader market-6.00-4.00-2.000.002.004.001.85
Omega ratio
The chart of Omega ratio for BX, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for BX, currently valued at 1.18, compared to the broader market0.001.002.003.004.005.001.18
Martin ratio
The chart of Martin ratio for BX, currently valued at 5.55, compared to the broader market-10.00-5.000.005.0010.0015.0020.005.55

BLK vs. BX - Sharpe Ratio Comparison

The current BLK Sharpe Ratio is 1.52, which roughly equals the BX Sharpe Ratio of 1.33. The chart below compares the 12-month rolling Sharpe Ratio of BLK and BX.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
1.52
1.33
BLK
BX

Dividends

BLK vs. BX - Dividend Comparison

BLK's dividend yield for the trailing twelve months is around 2.27%, more than BX's 2.19% yield.


TTM20232022202120202019201820172016201520142013
BLK
BlackRock, Inc.
2.27%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.
2.19%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%. Use the drawdown chart below to compare losses from any high point for BLK and BX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-0.21%
0
BLK
BX

Volatility

BLK vs. BX - Volatility Comparison

The current volatility for BlackRock, Inc. (BLK) is 4.35%, while The Blackstone Group Inc. (BX) has a volatility of 7.38%. 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%AprilMayJuneJulyAugustSeptember
4.35%
7.38%
BLK
BX

Financials

BLK vs. BX - Financials Comparison

This section allows you to compare key financial metrics between BlackRock, Inc. and The Blackstone Group 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