BX vs. JEF
BX (Blackstone Inc.) and JEF (Jefferies Financial Group Inc.) are both stocks. Both are in the Financial Services sector — BX in Asset Management, JEF in Financial Conglomerates. Over the past 10 years, BX returned 21.22%/yr vs 17.89%/yr for JEF. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
BX vs. JEF - Performance Comparison
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Returns By Period
In the year-to-date period, BX achieves a -24.36% return, which is significantly lower than JEF's -5.14% return. Over the past 10 years, BX has outperformed JEF with an annualized return of 21.22%, while JEF has yielded a comparatively lower 17.89% annualized return.
BX
- 1D
- -1.01%
- 1M
- -7.74%
- YTD
- -24.36%
- 6M
- -22.98%
- 1Y
- -15.74%
- 3Y*
- 12.42%
- 5Y*
- 7.53%
- 10Y*
- 21.22%
JEF
- 1D
- 3.97%
- 1M
- 10.13%
- YTD
- -5.14%
- 6M
- -0.43%
- 1Y
- 13.73%
- 3Y*
- 25.68%
- 5Y*
- 17.11%
- 10Y*
- 17.89%
BX vs. JEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | -24.36% | -7.84% | 35.07% | 82.75% | -40.01% | 107.11% | 19.78% | 96.33% | 0.10% | 27.34% |
JEF Jefferies Financial Group Inc. | -5.14% | -18.78% | 98.84% | 27.74% | -8.46% | 61.95% | 19.00% | 44.18% | -33.15% | 15.42% |
Correlation
The correlation between BX and JEF is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2007 | 0.51 |
The correlation between BX and JEF shifts across timeframes, from 0.51 (10 years) to 0.62 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
BX:
$3.90
JEF:
$4.87
BX:
29.25
JEF:
11.90
BX:
10.75
JEF:
0.86
BX:
5.96
JEF:
0.77
BX:
$14.99B
JEF:
$11.22B
BX:
$13.12B
JEF:
$6.66B
BX:
$7.37B
JEF:
$1.12B
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Return for Risk
BX vs. JEF — Risk / Return Rank
BX
JEF
BX vs. JEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) and Jefferies Financial Group Inc. (JEF). 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 | JEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.10 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 0.29 | -0.64 |
| Martin ratioReturn relative to average drawdown | -0.66 | 0.64 | -1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BX | JEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.46 | 0.34 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.48 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.51 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.45 | -0.17 |
Drawdowns
BX vs. JEF - Drawdown Comparison
The maximum BX drawdown since its inception was -87.62%, which is greater than JEF's maximum drawdown of -80.74%. Use the drawdown chart below to compare losses from any high point for BX and JEF.
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Drawdown Indicators
| BX | JEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.62% | -80.74% | -6.88% |
Max Drawdown (1Y)Largest decline over 1 year | -44.76% | -48.05% | +3.29% |
Max Drawdown (3Y)Largest decline over 3 years | -46.50% | -54.39% | +7.89% |
Max Drawdown (5Y)Largest decline over 5 years | -49.29% | -54.39% | +5.10% |
Max Drawdown (10Y)Largest decline over 10 years | -49.29% | -54.39% | +5.10% |
Current DrawdownCurrent decline from peak | -39.62% | -26.11% | -13.51% |
Average DrawdownAverage peak-to-trough decline | -25.71% | -25.53% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.82% | 21.39% | +2.43% |
Volatility
BX vs. JEF - Volatility Comparison
Blackstone Inc. (BX) has a higher volatility of 11.60% compared to Jefferies Financial Group Inc. (JEF) at 8.05%. This indicates that BX's price experiences larger fluctuations and is considered to be riskier than JEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BX | JEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 8.05% | +3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 28.02% | 30.53% | -2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.59% | 40.68% | -6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.34% | 35.94% | +3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.76% | 35.01% | +0.75% |
Dividends
BX vs. JEF - Dividend Comparison
BX's dividend yield for the trailing twelve months is around 4.35%, more than JEF's 2.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | 4.35% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
JEF Jefferies Financial Group Inc. | 2.76% | 2.58% | 1.66% | 2.97% | 3.50% | 2.32% | 2.44% | 8.07% | 2.59% | 1.23% | 1.08% | 1.44% |
Financials
BX vs. JEF - Financials Comparison
This section allows you to compare key financial metrics between Blackstone Inc. and Jefferies Financial Group 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.
Total Revenue: Total amount of money received from sales and other business activities
BX vs. JEF - Profitability Comparison
BX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Blackstone Inc. reported a gross profit of 4.04B and revenue of 4.10B. Therefore, the gross margin over that period was 98.5%.
JEF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Jefferies Financial Group Inc. reported a gross profit of 1.68B and revenue of 2.87B. Therefore, the gross margin over that period was 58.5%.
BX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Blackstone Inc. reported an operating income of 1.59B and revenue of 4.10B, resulting in an operating margin of 38.8%.
JEF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Jefferies Financial Group Inc. reported an operating income of 0.00 and revenue of 2.87B, resulting in an operating margin of 0.0%.
BX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Blackstone Inc. reported a net income of 649.73M and revenue of 4.10B, resulting in a net margin of 15.8%.
JEF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Jefferies Financial Group Inc. reported a net income of 155.70M and revenue of 2.87B, resulting in a net margin of 5.4%.
Frequently Asked Questions
BX and JEF have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (11.60%) compared to JEF (8.05%). In terms of maximum drawdown, BX dropped -87.62% vs JEF's -80.74%.
JEF currently has the higher Sharpe Ratio (0.34 vs -0.46), 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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