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

Performance

BX vs. OWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Inc. (BX) and Blue Owl Capital Inc. (OWL). 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 -23.91% return, which is significantly higher than OWL's -40.47% return.


BX

1D
-0.45%
1M
-1.79%
YTD
-23.91%
6M
-24.39%
1Y
-21.21%
3Y*
10.68%
5Y*
7.00%
10Y*
22.04%

OWL

1D
-0.58%
1M
-17.12%
YTD
-40.47%
6M
-41.68%
1Y
-53.07%
3Y*
-5.39%
5Y*
-3.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BX vs. OWL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BX
Blackstone Inc.
-23.91%-7.84%35.07%82.75%-40.01%107.11%1.52%
OWL
Blue Owl Capital Inc.
-40.47%-32.83%61.76%47.40%-26.29%32.18%5.86%

Correlation

The correlation between BX and OWL is 0.73, 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

0.73

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

0.68

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

0.66

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2020

0.62

The correlation between BX and OWL shifts across timeframes, from 0.62 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BX:

$90.02B

OWL:

$5.80B

EPS

BX:

$3.90

OWL:

$0.13

PE Ratio

BX:

29.43

OWL:

65.98

PEG Ratio

BX:

10.82

OWL:

0.24

PS Ratio

BX:

6.00

OWL:

1.95

PB Ratio

BX:

10.75

OWL:

2.76

Total Revenue (TTM)

BX:

$14.99B

OWL:

$2.94B

Gross Profit (TTM)

BX:

$13.12B

OWL:

$1.99B

EBITDA (TTM)

BX:

$7.37B

OWL:

$876.72M

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Return for Risk

BX vs. OWL — Risk / Return Rank

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

BX
BX Risk / Return Rank: 2222
Overall Rank
BX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BX Omega Ratio Rank: 1919
Omega Ratio Rank
BX Calmar Ratio Rank: 2727
Calmar Ratio Rank
BX Martin Ratio Rank: 2727
Martin Ratio Rank

OWL
OWL Risk / Return Rank: 55
Overall Rank
OWL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
OWL Sortino Ratio Rank: 33
Sortino Ratio Rank
OWL Omega Ratio Rank: 55
Omega Ratio Rank
OWL Calmar Ratio Rank: 77
Calmar Ratio Rank
OWL Martin Ratio Rank: 77
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. OWL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) and Blue Owl Capital Inc. (OWL). 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.


BXOWLDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

0.92

0.78

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.48

-0.91

+0.43

Martin ratioReturn relative to average drawdown

-0.84

-1.52

+0.67

BX vs. OWL - Sharpe Ratio Comparison

The current BX Sharpe Ratio is -0.61, which is higher than the OWL Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of BX and OWL, 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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Drawdowns

BX vs. OWL - Drawdown Comparison

The maximum BX drawdown since its inception was -88.09%, which is greater than OWL's maximum drawdown of -67.10%. Use the drawdown chart below to compare losses from any high point for BX and OWL.


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Drawdown Indicators


BXOWLDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-67.10%

-20.99%

Max Drawdown (1Y)

Largest decline over 1 year

-44.76%

-58.59%

+13.83%

Max Drawdown (3Y)

Largest decline over 3 years

-46.50%

-67.10%

+20.60%

Max Drawdown (5Y)

Largest decline over 5 years

-49.29%

-67.10%

+17.81%

Max Drawdown (10Y)

Largest decline over 10 years

-49.29%

Current Drawdown

Current decline from peak

-39.25%

-65.14%

+25.89%

Average Drawdown

Average peak-to-trough decline

-26.41%

-24.41%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.16%

35.05%

-9.89%

Volatility

BX vs. OWL - Volatility Comparison

Blackstone Inc. (BX) and Blue Owl Capital Inc. (OWL) have volatilities of 13.69% and 13.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BXOWLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.69%

13.41%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

29.22%

34.97%

-5.75%

Volatility (1Y)

Calculated over the trailing 1-year period

35.19%

44.46%

-9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.55%

42.07%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.76%

42.76%

-7.00%

Dividends

BX vs. OWL - Dividend Comparison

BX's dividend yield for the trailing twelve months is around 4.33%, less than OWL's 10.62% yield.


PositionTTM20252024202320222021202020192018201720162015
BX
Blackstone Inc.
4.33%3.04%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%6.14%11.76%
OWL
Blue Owl Capital Inc.
10.62%5.72%2.92%3.69%4.06%0.87%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

BX vs. OWL - Financials Comparison

This section allows you to compare key financial metrics between Blackstone Inc. and Blue Owl Capital 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


0.001.00B2.00B3.00B4.00B5.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
4.10B
753.81M
(BX) Total Revenue
(OWL) Total Revenue
Values in USD except per share items

BX vs. OWL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
98.5%
100.0%
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%.

OWL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Inc. reported a gross profit of 753.81M and revenue of 753.81M. Therefore, the gross margin over that period was 100.0%.

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%.

OWL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Inc. reported an operating income of 109.49M and revenue of 753.81M, resulting in an operating margin of 14.5%.

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%.

OWL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Inc. reported a net income of 15.54M and revenue of 753.81M, resulting in a net margin of 2.1%.


Frequently Asked Questions


BX and OWL have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BX has higher volatility (13.69%) compared to OWL (13.41%). In terms of maximum drawdown, BX dropped -88.09% vs OWL's -67.10%.

BX currently has the higher Sharpe Ratio (-0.61 vs -1.20), 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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