BX vs. IJR
BX (Blackstone Inc.) is a stock, while IJR (iShares Core S&P Small-Cap ETF) is Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. Over the past 10 years, BX returned 22.59%/yr vs 11.16%/yr for IJR. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
BX vs. IJR - 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 IJR's 19.73% return. Over the past 10 years, BX has outperformed IJR with an annualized return of 22.59%, while IJR has yielded a comparatively lower 11.16% 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%
IJR
- 1D
- 0.97%
- 1M
- 5.53%
- YTD
- 19.73%
- 6M
- 16.47%
- 1Y
- 37.01%
- 3Y*
- 14.75%
- 5Y*
- 6.25%
- 10Y*
- 11.16%
BX vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | -18.67% | -7.84% | 35.07% | 82.75% | -40.01% | 107.11% | 19.78% | 96.33% | 0.10% | 27.34% |
IJR iShares Core S&P Small-Cap ETF | 19.73% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
Correlation
The correlation between BX and IJR is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2007 | 0.59 |
The correlation between BX and IJR has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.
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Return for Risk
BX vs. IJR — Risk / Return Rank
BX
IJR
BX vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) and iShares Core S&P Small-Cap ETF (IJR). 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 | IJR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.33 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 3.97 | -4.19 |
| Martin ratioReturn relative to average drawdown | -0.40 | 13.35 | -13.75 |
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Drawdowns
BX vs. IJR - Drawdown Comparison
The maximum BX drawdown since its inception was -88.09%, which is greater than IJR's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for BX and IJR.
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Drawdown Indicators
| BX | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.09% | -58.15% | -29.94% |
Max Drawdown (1Y)Largest decline over 1 year | -44.76% | -8.68% | -36.08% |
Max Drawdown (3Y)Largest decline over 3 years | -46.50% | -28.02% | -18.48% |
Max Drawdown (5Y)Largest decline over 5 years | -49.29% | -28.02% | -21.27% |
Max Drawdown (10Y)Largest decline over 10 years | -49.29% | -44.36% | -4.93% |
Current DrawdownCurrent decline from peak | -35.07% | 0.00% | -35.07% |
Average DrawdownAverage peak-to-trough decline | -26.39% | -9.27% | -17.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.20% | 2.59% | +21.61% |
Volatility
BX vs. IJR - Volatility Comparison
Blackstone Inc. (BX) has a higher volatility of 12.67% compared to iShares Core S&P Small-Cap ETF (IJR) at 5.18%. This indicates that BX's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BX | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.67% | 5.18% | +7.49% |
Volatility (6M)Calculated over the trailing 6-month period | 28.51% | 11.97% | +16.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.98% | 17.76% | +17.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.41% | 21.43% | +17.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.79% | 22.92% | +12.87% |
Dividends
BX vs. IJR - Dividend Comparison
BX's dividend yield for the trailing twelve months is around 4.05%, more than IJR's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IJR iShares Core S&P Small-Cap ETF | 1.11% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Frequently Asked Questions
BX and IJR have a correlation of 0.59, 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 IJR (5.18%). In terms of maximum drawdown, BX dropped -88.09% vs IJR's -58.15%.
IJR currently has the higher Sharpe Ratio (1.94 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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