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

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.


-0.50.00.51.00.6

Performance

BLK vs. BX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock, Inc. (BLK) and The Blackstone Group Inc. (BX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
15.37%
24.94%
BLK
BX

Key characteristics

Sharpe Ratio

BLK:

1.33

BX:

1.54

Sortino Ratio

BLK:

1.87

BX:

2.11

Omega Ratio

BLK:

1.23

BX:

1.26

Calmar Ratio

BLK:

1.38

BX:

2.61

Martin Ratio

BLK:

5.52

BX:

7.61

Ulcer Index

BLK:

4.43%

BX:

5.89%

Daily Std Dev

BLK:

18.32%

BX:

29.06%

Max Drawdown

BLK:

-60.36%

BX:

-87.65%

Current Drawdown

BLK:

-9.58%

BX:

-14.94%

Fundamentals

Market Cap

BLK:

$149.17B

BX:

$205.36B

EPS

BLK:

$40.55

BX:

$2.91

PE Ratio

BLK:

23.75

BX:

58.19

PEG Ratio

BLK:

1.66

BX:

2.09

Total Revenue (TTM)

BLK:

$15.25B

BX:

$7.11B

Gross Profit (TTM)

BLK:

$12.39B

BX:

$5.64B

EBITDA (TTM)

BLK:

$5.94B

BX:

$3.31B

Returns By Period

In the year-to-date period, BLK achieves a -6.04% return, which is significantly lower than BX's -1.80% return. Over the past 10 years, BLK has underperformed BX with an annualized return of 13.60%, while BX has yielded a comparatively higher 23.99% annualized return.


BLK

YTD

-6.04%

1M

-8.84%

6M

15.37%

1Y

23.33%

5Y*

15.39%

10Y*

13.60%

BX

YTD

-1.80%

1M

-10.14%

6M

24.94%

1Y

45.51%

5Y*

27.51%

10Y*

23.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BLK vs. BX — Risk-Adjusted Performance Rank

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

BLK
The Risk-Adjusted Performance Rank of BLK is 8383
Overall Rank
The Sharpe Ratio Rank of BLK is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BLK is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BLK is 7878
Omega Ratio Rank
The Calmar Ratio Rank of BLK is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BLK is 8585
Martin Ratio Rank

BX
The Risk-Adjusted Performance Rank of BX is 8888
Overall Rank
The Sharpe Ratio Rank of BX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BX is 8989
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.

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
The chart of Sharpe ratio for BLK, currently valued at 1.33, compared to the broader market-2.000.002.001.331.54
The chart of Sortino ratio for BLK, currently valued at 1.87, compared to the broader market-4.00-2.000.002.004.001.872.11
The chart of Omega ratio for BLK, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.26
The chart of Calmar ratio for BLK, currently valued at 1.38, compared to the broader market0.002.004.006.001.382.61
The chart of Martin ratio for BLK, currently valued at 5.52, compared to the broader market0.0010.0020.005.527.61
BLK
BX

The current BLK Sharpe Ratio is 1.33, which is comparable to the BX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of BLK and BX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.33
1.54
BLK
BX

Dividends

BLK vs. BX - Dividend Comparison

BLK's dividend yield for the trailing twelve months is around 2.12%, more than BX's 2.04% yield.


TTM20242023202220212020201920182017201620152014
BLK
BlackRock, Inc.
2.12%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%
BX
The Blackstone Group Inc.
2.04%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.68%

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%AugustSeptemberOctoberNovemberDecember2025
-9.58%
-14.94%
BLK
BX

Volatility

BLK vs. BX - Volatility Comparison

The current volatility for BlackRock, Inc. (BLK) is 6.23%, while The Blackstone Group Inc. (BX) has a volatility of 10.19%. 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%AugustSeptemberOctoberNovemberDecember2025
6.23%
10.19%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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