BX vs. AVUV
BX (Blackstone Inc.) is a stock, while AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis. Over the past 5 years, BX returned 8.83%/yr vs 11.57%/yr for AVUV. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
BX vs. AVUV - Performance Comparison
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Returns By Period
In the year-to-date period, BX achieves a -18.67% return, which is significantly lower than AVUV's 22.73% return.
BX
- 1D
- 1.58%
- 1M
- 4.16%
- YTD
- -18.67%
- 6M
- -17.07%
- 1Y
- -6.72%
- 3Y*
- 14.11%
- 5Y*
- 8.83%
- 10Y*
- 22.59%
AVUV
- 1D
- 0.96%
- 1M
- 5.11%
- YTD
- 22.73%
- 6M
- 19.51%
- 1Y
- 42.12%
- 3Y*
- 19.24%
- 5Y*
- 11.57%
- 10Y*
- —
BX vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | -18.67% | -7.84% | 35.07% | 82.75% | -40.01% | 107.11% | 19.78% | 6.85% |
AVUV Avantis US Small Cap Value ETF | 22.73% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
Correlation
The correlation between BX and AVUV is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.60 |
The correlation between BX and AVUV has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.
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Return for Risk
BX vs. AVUV — Risk / Return Rank
BX
AVUV
BX vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) and Avantis US Small Cap Value ETF (AVUV). 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.
| BX | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.40 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.39 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 5.06 | -5.28 |
| Martin ratioReturn relative to average drawdown | -0.40 | 15.09 | -15.49 |
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Drawdowns
BX vs. AVUV - Drawdown Comparison
The maximum BX drawdown since its inception was -88.09%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for BX and AVUV.
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Drawdown Indicators
| BX | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.09% | -49.42% | -38.67% |
Max Drawdown (1Y)Largest decline over 1 year | -44.76% | -7.95% | -36.81% |
Max Drawdown (3Y)Largest decline over 3 years | -46.50% | -28.79% | -17.71% |
Max Drawdown (5Y)Largest decline over 5 years | -49.29% | -28.79% | -20.50% |
Max Drawdown (10Y)Largest decline over 10 years | -49.29% | — | — |
Current DrawdownCurrent decline from peak | -35.07% | 0.00% | -35.07% |
Average DrawdownAverage peak-to-trough decline | -26.39% | -7.91% | -18.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.20% | 2.67% | +21.53% |
Volatility
BX vs. AVUV - Volatility Comparison
Blackstone Inc. (BX) has a higher volatility of 12.67% compared to Avantis US Small Cap Value ETF (AVUV) at 4.53%. This indicates that BX's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BX | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.67% | 4.53% | +8.14% |
Volatility (6M)Calculated over the trailing 6-month period | 28.51% | 11.34% | +17.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.98% | 17.63% | +17.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.41% | 22.75% | +16.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.79% | 28.26% | +7.53% |
Dividends
BX vs. AVUV - Dividend Comparison
BX's dividend yield for the trailing twelve months is around 4.05%, more than AVUV's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
BX Blackstone Inc. | 4.05% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
Frequently Asked Questions
BX and AVUV have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (12.67%) compared to AVUV (4.53%). In terms of maximum drawdown, BX dropped -88.09% vs AVUV's -49.42%.
AVUV currently has the higher Sharpe Ratio (2.28 vs -0.28), 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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