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BX vs. KKR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BX vs. KKR - Performance Comparison

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

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Returns By Period

In the year-to-date period, BX achieves a -24.36% return, which is significantly higher than KKR's -26.61% return. Over the past 10 years, BX has underperformed KKR with an annualized return of 21.22%, while KKR has yielded a comparatively higher 23.50% 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%

KKR

1D
-0.20%
1M
-8.90%
YTD
-26.61%
6M
-28.16%
1Y
-23.96%
3Y*
19.93%
5Y*
11.96%
10Y*
23.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BX vs. KKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BX
Blackstone Inc.
-24.36%-7.84%35.07%82.75%-40.01%107.11%19.78%96.33%0.10%27.34%
KKR
KKR & Co. Inc.
-26.61%-13.32%79.65%80.48%-36.98%85.76%41.13%51.57%-4.28%41.78%

Correlation

The correlation between BX and KKR is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.78

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

0.79

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2010

0.69

The correlation between BX and KKR shifts across timeframes, from 0.69 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BX:

$89.48B

KKR:

$88.94B

EPS

BX:

$3.90

KKR:

$3.10

PE Ratio

BX:

29.25

KKR:

30.04

PEG Ratio

BX:

10.75

KKR:

3.17

PS Ratio

BX:

5.96

KKR:

4.45

PB Ratio

BX:

10.69

KKR:

1.10

Total Revenue (TTM)

BX:

$14.99B

KKR:

$19.99B

Gross Profit (TTM)

BX:

$13.12B

KKR:

$8.35B

EBITDA (TTM)

BX:

$7.37B

KKR:

$9.97B

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Return for Risk

BX vs. KKR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BX
BX Risk / Return Rank: 2525
Overall Rank
BX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BX Sortino Ratio Rank: 2222
Sortino Ratio Rank
BX Omega Ratio Rank: 2222
Omega Ratio Rank
BX Calmar Ratio Rank: 3030
Calmar Ratio Rank
BX Martin Ratio Rank: 3030
Martin Ratio Rank

KKR
KKR Risk / Return Rank: 1818
Overall Rank
KKR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
KKR Sortino Ratio Rank: 1616
Sortino Ratio Rank
KKR Omega Ratio Rank: 1616
Omega Ratio Rank
KKR Calmar Ratio Rank: 2323
Calmar Ratio Rank
KKR Martin Ratio Rank: 2222
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. KKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) and KKR & Co. Inc. (KKR). 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.


BXKKRDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

0.95

0.91

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.35

-0.54

+0.19

Martin ratioReturn relative to average drawdown

-0.66

-0.99

+0.33

BX vs. KKR - Sharpe Ratio Comparison

The current BX Sharpe Ratio is -0.46, which is comparable to the KKR Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of BX and KKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BXKKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

-0.65

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.31

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.64

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.54

-0.26

Drawdowns

BX vs. KKR - Drawdown Comparison

The maximum BX drawdown since its inception was -87.62%, which is greater than KKR's maximum drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for BX and KKR.


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Drawdown Indicators


BXKKRDifference

Max Drawdown

Largest peak-to-trough decline

-87.62%

-53.10%

-34.52%

Max Drawdown (1Y)

Largest decline over 1 year

-44.76%

-44.62%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-46.50%

-49.42%

+2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-49.29%

-49.42%

+0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-49.29%

-49.42%

+0.13%

Current Drawdown

Current decline from peak

-39.62%

-43.68%

+4.06%

Average Drawdown

Average peak-to-trough decline

-25.71%

-16.18%

-9.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.82%

24.21%

-0.39%

Volatility

BX vs. KKR - Volatility Comparison

Blackstone Inc. (BX) has a higher volatility of 11.60% compared to KKR & Co. Inc. (KKR) at 10.21%. This indicates that BX's price experiences larger fluctuations and is considered to be riskier than KKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BXKKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.60%

10.21%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

28.02%

29.77%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

34.59%

37.30%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.34%

39.23%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.76%

36.64%

-0.88%

Dividends

BX vs. KKR - Dividend Comparison

BX's dividend yield for the trailing twelve months is around 4.35%, more than KKR's 0.80% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
KKR
KKR & Co. Inc.
0.80%0.57%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%

Financials

BX vs. KKR - Financials Comparison

This section allows you to compare key financial metrics between Blackstone Inc. and KKR & Co. 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
4.10B
4.00B
(BX) Total Revenue
(KKR) Total Revenue
Values in USD except per share items

BX vs. KKR - Profitability Comparison

The chart below illustrates the profitability comparison between Blackstone Inc. and KKR & Co. Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
98.5%
99.5%
Portfolio components
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%.

KKR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a gross profit of 3.98B and revenue of 4.00B. Therefore, the gross margin over that period was 99.5%.

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%.

KKR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported an operating income of 205.35M and revenue of 4.00B, resulting in an operating margin of 5.1%.

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%.

KKR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a net income of 405.23M and revenue of 4.00B, resulting in a net margin of 10.1%.


Frequently Asked Questions


BX and KKR have a correlation of 0.82, 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 KKR (10.21%). In terms of maximum drawdown, BX dropped -87.62% vs KKR's -53.10%.

BX currently has the higher Sharpe Ratio (-0.46 vs -0.65), 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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