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

Performance

BX vs. SMFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Inc. (BX) and Sumitomo Mitsui Financial Group, Inc. (SMFG). 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 -18.67% return, which is significantly lower than SMFG's 26.23% return. Over the past 10 years, BX has outperformed SMFG with an annualized return of 22.59%, while SMFG has yielded a comparatively lower 19.72% annualized return.


BX

1D
1.58%
1M
2.65%
YTD
-18.67%
6M
-17.07%
1Y
-9.62%
3Y*
14.11%
5Y*
8.83%
10Y*
22.59%

SMFG

1D
2.43%
1M
9.27%
YTD
26.23%
6M
28.02%
1Y
63.87%
3Y*
47.38%
5Y*
31.41%
10Y*
19.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BX vs. SMFG - 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%
SMFG
Sumitomo Mitsui Financial Group, Inc.
26.23%38.01%54.90%25.63%21.70%10.05%-11.00%19.47%-22.21%17.95%

Correlation

The correlation between BX and SMFG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.28

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

0.31

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2007

0.34

Fundamentals

Market Cap

BX:

$96.22B

SMFG:

$153.79B

EPS

BX:

$3.90

SMFG:

¥563.43

PE Ratio

BX:

31.45

SMFG:

6.94

PEG Ratio

BX:

11.56

SMFG:

0.55

PS Ratio

BX:

6.41

SMFG:

1.13

PB Ratio

BX:

11.50

SMFG:

1.55

Total Revenue (TTM)

BX:

$14.99B

SMFG:

¥15.42T

Gross Profit (TTM)

BX:

$13.12B

SMFG:

¥8.35T

EBITDA (TTM)

BX:

$7.37B

SMFG:

¥3.54T

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Return for Risk

BX vs. SMFG — 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

SMFG
SMFG Risk / Return Rank: 8888
Overall Rank
SMFG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SMFG Sortino Ratio Rank: 9090
Sortino Ratio Rank
SMFG Omega Ratio Rank: 8888
Omega Ratio Rank
SMFG Calmar Ratio Rank: 8585
Calmar Ratio Rank
SMFG Martin Ratio Rank: 8787
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. SMFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) and Sumitomo Mitsui Financial Group, Inc. (SMFG). 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.


BXSMFGDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-3.22

Omega ratioGain probability vs. loss probability

0.98

1.37

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.22

3.19

-3.41

Martin ratioReturn relative to average drawdown

-0.40

9.07

-9.47

BX vs. SMFG - Sharpe Ratio Comparison

The current BX Sharpe Ratio is -0.28, which is lower than the SMFG Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of BX and SMFG, 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. SMFG - Drawdown Comparison

The maximum BX drawdown since its inception was -88.09%, which is greater than SMFG's maximum drawdown of -77.26%. Use the drawdown chart below to compare losses from any high point for BX and SMFG.


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Drawdown Indicators


BXSMFGDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-77.26%

-10.83%

Max Drawdown (1Y)

Largest decline over 1 year

-44.76%

-20.12%

-24.64%

Max Drawdown (3Y)

Largest decline over 3 years

-46.50%

-25.67%

-20.83%

Max Drawdown (5Y)

Largest decline over 5 years

-49.29%

-27.88%

-21.41%

Max Drawdown (10Y)

Largest decline over 10 years

-49.29%

-47.66%

-1.63%

Current Drawdown

Current decline from peak

-35.07%

0.00%

-35.07%

Average Drawdown

Average peak-to-trough decline

-26.39%

-48.03%

+21.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.20%

7.06%

+17.14%

Volatility

BX vs. SMFG - Volatility Comparison

Blackstone Inc. (BX) has a higher volatility of 12.67% compared to Sumitomo Mitsui Financial Group, Inc. (SMFG) at 7.99%. This indicates that BX's price experiences larger fluctuations and is considered to be riskier than SMFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BXSMFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.67%

7.99%

+4.68%

Volatility (6M)

Calculated over the trailing 6-month period

28.51%

21.54%

+6.97%

Volatility (1Y)

Calculated over the trailing 1-year period

34.98%

28.33%

+6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.41%

28.82%

+10.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.79%

26.91%

+8.88%

Dividends

BX vs. SMFG - Dividend Comparison

BX's dividend yield for the trailing twelve months is around 4.05%, more than SMFG's 1.23% yield.


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%
SMFG
Sumitomo Mitsui Financial Group, Inc.
1.23%2.84%2.82%3.67%2.12%0.00%5.97%4.61%4.80%3.17%3.63%3.32%

Financials

BX vs. SMFG - Financials Comparison

This section allows you to compare key financial metrics between Blackstone Inc. and Sumitomo Mitsui 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00T4.00T6.00T8.00T20222023202420252026
4.10B
2.51T
(BX) Total Revenue
(SMFG) Total Revenue
Please note, different currencies. BX values in USD, SMFG values in JPY

BX vs. SMFG - Profitability Comparison

The chart below illustrates the profitability comparison between Blackstone Inc. and Sumitomo Mitsui Financial Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
98.5%
54.6%
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%.

SMFG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sumitomo Mitsui Financial Group, Inc. reported a gross profit of 1.37T and revenue of 2.51T. Therefore, the gross margin over that period was 54.6%.

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%.

SMFG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sumitomo Mitsui Financial Group, Inc. reported an operating income of 364.07B and revenue of 2.51T, 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%.

SMFG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sumitomo Mitsui Financial Group, Inc. reported a net income of 191.66B and revenue of 2.51T, resulting in a net margin of 7.6%.


Frequently Asked Questions


BX and SMFG have a correlation of 0.30, 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 SMFG (7.99%). In terms of maximum drawdown, BX dropped -88.09% vs SMFG's -77.26%.

SMFG currently has the higher Sharpe Ratio (2.27 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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