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

Key characteristics


BXBAM
YTD Return16.47%20.44%
1Y Return46.75%51.57%
Sharpe Ratio1.511.99
Sortino Ratio2.072.72
Omega Ratio1.261.33
Calmar Ratio1.332.57
Martin Ratio7.629.18
Ulcer Index6.08%5.74%
Daily Std Dev30.62%26.48%
Max Drawdown-87.65%-20.47%
Current Drawdown-6.40%-1.57%

Fundamentals


BXBAM
Market Cap$182.53B$19.75B
EPS$2.62$1.09
PE Ratio57.0443.15
PEG Ratio1.834.84
Total Revenue (TTM)$6.73B$1.11B
Gross Profit (TTM)$6.70B$684.36M
EBITDA (TTM)$3.61B-$11.00M

Correlation

-0.50.00.51.00.6

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.

Performance

BX vs. BAM - Performance Comparison

In the year-to-date period, BX achieves a 16.47% return, which is significantly lower than BAM's 20.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%MayJuneJulyAugustSeptemberOctober
85.69%
57.14%
BX
BAM

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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.


BX
Sharpe ratio
The chart of Sharpe ratio for BX, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.51
Sortino ratio
The chart of Sortino ratio for BX, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.07
Omega ratio
The chart of Omega ratio for BX, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for BX, currently valued at 2.16, compared to the broader market0.002.004.006.002.16
Martin ratio
The chart of Martin ratio for BX, currently valued at 7.62, compared to the broader market-10.000.0010.0020.007.62
BAM
Sharpe ratio
The chart of Sharpe ratio for BAM, currently valued at 1.99, compared to the broader market-4.00-2.000.002.001.99
Sortino ratio
The chart of Sortino ratio for BAM, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.72
Omega ratio
The chart of Omega ratio for BAM, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for BAM, currently valued at 2.57, compared to the broader market0.002.004.006.002.57
Martin ratio
The chart of Martin ratio for BAM, currently valued at 9.18, compared to the broader market-10.000.0010.0020.009.18

BX vs. BAM - Sharpe Ratio Comparison

The current BX Sharpe Ratio is 1.51, which roughly equals the BAM Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of BX and BAM, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.00MayJuneJulyAugustSeptemberOctober
1.51
1.99
BX
BAM

Dividends

BX vs. BAM - Dividend Comparison

BX's dividend yield for the trailing twelve months is around 2.27%, less than BAM's 3.10% yield.


TTM20232022202120202019201820172016201520142013
BX
The Blackstone Group Inc.
2.27%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.63%3.67%
BAM
Brookfield Asset Management Inc.
3.10%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-6.40%
-1.57%
BX
BAM

Volatility

BX vs. BAM - Volatility Comparison

The Blackstone Group Inc. (BX) has a higher volatility of 7.15% compared to Brookfield Asset Management Inc. (BAM) at 6.23%. This indicates that BX's price experiences larger fluctuations and is considered to be riskier than BAM based on this measure. 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%MayJuneJulyAugustSeptemberOctober
7.15%
6.23%
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