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

Correlation

The correlation between BX and BAM is 0.57, 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

BX vs. BAM - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
117.33%
83.78%
BX
BAM

Key characteristics

Sharpe Ratio

BX:

1.20

BAM:

1.58

Sortino Ratio

BX:

1.73

BAM:

2.14

Omega Ratio

BX:

1.21

BAM:

1.28

Calmar Ratio

BX:

2.28

BAM:

3.41

Martin Ratio

BX:

5.81

BAM:

7.58

Ulcer Index

BX:

5.95%

BAM:

5.27%

Daily Std Dev

BX:

28.86%

BAM:

25.34%

Max Drawdown

BX:

-87.65%

BAM:

-20.47%

Current Drawdown

BX:

-12.58%

BAM:

-7.50%

Fundamentals

Market Cap

BX:

$211.05B

BAM:

$22.96B

EPS

BX:

$2.91

BAM:

$1.09

PE Ratio

BX:

59.80

BAM:

50.13

PEG Ratio

BX:

2.16

BAM:

4.84

Total Revenue (TTM)

BX:

$8.40B

BAM:

$1.37B

Gross Profit (TTM)

BX:

$6.92B

BAM:

$347.00M

EBITDA (TTM)

BX:

$3.61B

BAM:

$852.00M

Returns By Period

In the year-to-date period, BX achieves a 36.32% return, which is significantly lower than BAM's 40.86% return.


BX

YTD

36.32%

1M

-7.94%

6M

42.10%

1Y

34.05%

5Y*

29.92%

10Y*

24.21%

BAM

YTD

40.86%

1M

-3.94%

6M

45.91%

1Y

40.34%

5Y*

N/A

10Y*

N/A

*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

BX vs. BAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Blackstone Group Inc. (BX) and Brookfield Asset Management Inc. (BAM). 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 BX, currently valued at 1.20, compared to the broader market-4.00-2.000.002.001.201.58
The chart of Sortino ratio for BX, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.732.14
The chart of Omega ratio for BX, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.28
The chart of Calmar ratio for BX, currently valued at 2.28, compared to the broader market0.002.004.006.002.283.41
The chart of Martin ratio for BX, currently valued at 5.81, compared to the broader market0.005.0010.0015.0020.0025.005.817.58
BX
BAM

The current BX Sharpe Ratio is 1.20, which is comparable to the BAM Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of BX and BAM, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.20
1.58
BX
BAM

Dividends

BX vs. BAM - Dividend Comparison

BX's dividend yield for the trailing twelve months is around 1.98%, less than BAM's 2.78% yield.


TTM20232022202120202019201820172016201520142013
BX
The Blackstone Group Inc.
1.98%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.68%3.75%
BAM
Brookfield Asset Management Inc.
2.78%3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BX vs. BAM - Drawdown Comparison

The maximum BX drawdown since its inception was -87.65%, which is greater than BAM's maximum drawdown of -20.47%. Use the drawdown chart below to compare losses from any high point for BX and BAM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.58%
-7.50%
BX
BAM

Volatility

BX vs. BAM - Volatility Comparison

The Blackstone Group Inc. (BX) and Brookfield Asset Management Inc. (BAM) have volatilities of 8.88% and 9.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%JulyAugustSeptemberOctoberNovemberDecember
8.88%
9.21%
BX
BAM

Financials

BX vs. BAM - Financials Comparison

This section allows you to compare key financial metrics between The Blackstone Group Inc. and Brookfield Asset Management 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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