BLK vs. CG
BLK (BlackRock, Inc.) and CG (The Carlyle Group Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, BLK returned 14.55%/yr vs 16.61%/yr for CG. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
BLK vs. CG - Performance Comparison
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Returns By Period
In the year-to-date period, BLK achieves a -2.50% return, which is significantly higher than CG's -21.53% return. Over the past 10 years, BLK has underperformed CG with an annualized return of 14.55%, while CG has yielded a comparatively higher 16.61% annualized return.
BLK
- 1D
- 1.52%
- 1M
- -4.07%
- YTD
- -2.50%
- 6M
- -4.18%
- 1Y
- 8.42%
- 3Y*
- 17.07%
- 5Y*
- 5.74%
- 10Y*
- 14.55%
CG
- 1D
- 2.69%
- 1M
- -4.03%
- YTD
- -21.53%
- 6M
- -20.51%
- 1Y
- 1.65%
- 3Y*
- 18.18%
- 5Y*
- 3.96%
- 10Y*
- 16.61%
BLK vs. CG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BLK BlackRock, Inc. | -2.50% | 6.55% | 29.29% | 17.86% | -20.40% | 29.39% | 47.21% | 31.87% | -21.59% | 38.20% |
CG The Carlyle Group Inc. | -21.53% | 20.20% | 28.05% | 42.55% | -43.78% | 78.46% | 1.62% | 116.75% | -27.28% | 59.83% |
Correlation
The correlation between BLK and CG is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 3, 2012 | 0.53 |
The correlation between BLK and CG shifts across timeframes, from 0.53 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
BLK:
$170.28B
CG:
$16.43B
BLK:
$38.89
CG:
$1.48
BLK:
26.53
CG:
30.90
BLK:
6.46
CG:
4.23
BLK:
3.00
CG:
2.23
BLK:
$25.71B
CG:
$3.99B
BLK:
$15.21B
CG:
$2.92B
BLK:
$9.79B
CG:
$1.01B
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Return for Risk
BLK vs. CG — Risk / Return Rank
BLK
CG
BLK vs. CG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock, Inc. (BLK) and The Carlyle Group Inc. (CG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BLK | CG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.02 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | -0.04 | +0.34 |
| Martin ratioReturn relative to average drawdown | 0.66 | -0.08 | +0.74 |
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Drawdowns
BLK vs. CG - Drawdown Comparison
The maximum BLK drawdown since its inception was -60.36%, roughly equal to the maximum CG drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for BLK and CG.
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Drawdown Indicators
| BLK | CG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -62.69% | +2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -22.45% | -37.83% | +15.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.74% | -38.53% | +14.79% |
Max Drawdown (5Y)Largest decline over 5 years | -43.90% | -56.75% | +12.85% |
Max Drawdown (10Y)Largest decline over 10 years | -43.90% | -56.75% | +12.85% |
Current DrawdownCurrent decline from peak | -12.80% | -32.67% | +19.87% |
Average DrawdownAverage peak-to-trough decline | -11.93% | -21.75% | +9.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.05% | 19.76% | -9.71% |
Volatility
BLK vs. CG - Volatility Comparison
The current volatility for BlackRock, Inc. (BLK) is 8.55%, while The Carlyle Group Inc. (CG) has a volatility of 10.06%. This indicates that BLK experiences smaller price fluctuations and is considered to be less risky than CG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLK | CG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.55% | 10.06% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 20.59% | 27.69% | -7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.90% | 36.18% | -10.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.76% | 39.78% | -13.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.75% | 37.38% | -9.63% |
Dividends
BLK vs. CG - Dividend Comparison
BLK's dividend yield for the trailing twelve months is around 2.12%, less than CG's 3.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLK BlackRock, Inc. | 2.12% | 1.95% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.08% | 1.95% | 2.41% | 2.56% |
CG The Carlyle Group Inc. | 3.06% | 2.37% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% |
Financials
BLK vs. CG - Financials Comparison
This section allows you to compare key financial metrics between BlackRock, Inc. and The Carlyle 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BLK and CG have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CG has higher volatility (10.06%) compared to BLK (8.55%). In terms of maximum drawdown, BLK dropped -60.36% vs CG's -62.69%.
BLK currently has the higher Sharpe Ratio (0.26 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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