PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
BX vs. CEMR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BX vs. CEMR.DE

Last updated Jun 13, 2026

BX (Blackstone Inc.) is a stock, while CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) is Momentum fund tracking the MSCI Europe Momentum Index. Over the past 10 years, BX returned 22.59%/yr vs 12.44%/yr for CEMR.DE. At a 0.38 correlation, their price movements are largely independent.

Performance

BX vs. CEMR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Inc. (BX) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

BX is traded in USD, while CEMR.DE is traded in EUR. To make them comparable, the CEMR.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BX achieves a -18.67% return, which is significantly lower than CEMR.DE's 7.45% return. Over the past 10 years, BX has outperformed CEMR.DE with an annualized return of 22.59%, while CEMR.DE has yielded a comparatively lower 12.44% annualized 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%

CEMR.DE

1D
1.81%
1M
3.74%
YTD
7.45%
6M
10.79%
1Y
21.73%
3Y*
23.12%
5Y*
10.55%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BX vs. CEMR.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BX
Blackstone Inc.		-18.67%-7.84%35.07%82.75%-40.01%107.11%19.78%96.33%0.10%27.34%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		7.45%43.66%13.16%16.33%-19.98%12.49%21.67%28.77%-14.87%27.32%

Correlation

The correlation between BX and CEMR.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.38

Compare stocks, funds, or ETFs

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

Blackstone Inc.

iShares Edge MSCI Europe Momentum Factor UCITS ETF

Often compared with BX:
BX vs. KKRBX vs. BLKBX vs. APOBX vs. VOOBX vs. BAMBX vs. ARESBX vs. CG
Often compared with CEMR.DE:
CEMR.DE vs. IEFM.LCEMR.DE vs. CEMQ.DECEMR.DE vs. DBXI.DECEMR.DE vs. VUKE.DECEMR.DE vs. IEMD.LCEMR.DE vs. MJMT.DECEMR.DE vs. SMNEY

Return for Risk

BX vs. CEMR.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BX
BX Risk / Return Rank: 3232
Overall Rank
BX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BX Sortino Ratio Rank: 2828
Sortino Ratio Rank
BX Omega Ratio Rank: 2828
Omega Ratio Rank
BX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BX Martin Ratio Rank: 3636
Martin Ratio Rank
CEMR.DE
CEMR.DE Risk / Return Rank: 4040
Overall Rank
CEMR.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CEMR.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
CEMR.DE Omega Ratio Rank: 3838
Omega Ratio Rank
CEMR.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
CEMR.DE Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BX vs. CEMR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE). 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.

BXCEMR.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.28
1.08

-1.35

Sortino ratioReturn per unit of downside risk
-0.16
1.67

-1.84

Omega ratioGain probability vs. loss probability

0.98

1.20

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.22

1.52

-1.74

Martin ratioReturn relative to average drawdown

-0.40

5.40

-5.80

BX vs. CEMR.DE - Sharpe Ratio Comparison

The current BX Sharpe Ratio is -0.28, which is lower than the CEMR.DE Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of BX and CEMR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

BX vs. CEMR.DE - Drawdown Comparison

The maximum BX drawdown since its inception was -88.09%, which is greater than CEMR.DE's maximum drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for BX and CEMR.DE.

Loading charts...

Drawdown Indicators

BXCEMR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-35.49%

-52.60%

Max Drawdown (1Y)

Largest decline over 1 year

-44.76%

-13.54%

-31.22%

Max Drawdown (3Y)

Largest decline over 3 years

-46.50%

-14.59%

-31.91%

Max Drawdown (5Y)

Largest decline over 5 years

-49.29%

-35.49%

-13.80%

Max Drawdown (10Y)

Largest decline over 10 years

-49.29%

-35.49%

-13.80%

Current Drawdown

Current decline from peak

-35.07%

-1.63%

-33.44%

Average Drawdown

Average peak-to-trough decline

-26.39%

-7.39%

-19.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.20%

3.82%

+20.38%

Volatility

BX vs. CEMR.DE - Volatility Comparison

Blackstone Inc. (BX) has a higher volatility of 12.67% compared to iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) at 5.46%. This indicates that BX's price experiences larger fluctuations and is considered to be riskier than CEMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

BXCEMR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.67%

5.46%

+7.21%

Volatility (6M)

Calculated over the trailing 6-month period

28.51%

16.51%

+12.00%

Volatility (1Y)

Calculated over the trailing 1-year period

34.98%

19.13%

+15.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.41%

19.16%

+20.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.79%

18.40%

+17.39%

Dividends

BX vs. CEMR.DE - Dividend Comparison

BX's dividend yield for the trailing twelve months is around 4.05%, while CEMR.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

BX and CEMR.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BX and CEMR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer