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BXSL vs. BXMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BXSL and BXMT is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BXSL vs. BXMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Secured Lending Fund (BXSL) and Blackstone Mortgage Trust, Inc. (BXMT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
13.38%
6.41%
BXSL
BXMT

Key characteristics

Sharpe Ratio

BXSL:

1.93

BXMT:

-0.13

Sortino Ratio

BXSL:

2.58

BXMT:

0.01

Omega Ratio

BXSL:

1.34

BXMT:

1.00

Calmar Ratio

BXSL:

2.84

BXMT:

-0.05

Martin Ratio

BXSL:

8.32

BXMT:

-0.40

Ulcer Index

BXSL:

3.20%

BXMT:

9.56%

Daily Std Dev

BXSL:

13.79%

BXMT:

29.05%

Max Drawdown

BXSL:

-36.80%

BXMT:

-97.98%

Current Drawdown

BXSL:

0.00%

BXMT:

-75.63%

Fundamentals

Market Cap

BXSL:

$7.27B

BXMT:

$3.07B

EPS

BXSL:

$3.59

BXMT:

-$1.40

Total Revenue (TTM)

BXSL:

$675.20M

BXMT:

$715.69M

Gross Profit (TTM)

BXSL:

$659.26M

BXMT:

$548.06M

EBITDA (TTM)

BXSL:

$517.88M

BXMT:

$652.62M

Returns By Period

In the year-to-date period, BXSL achieves a 1.24% return, which is significantly higher than BXMT's 1.09% return.


BXSL

YTD

1.24%

1M

1.45%

6M

13.38%

1Y

26.72%

5Y*

N/A

10Y*

N/A

BXMT

YTD

1.09%

1M

-1.15%

6M

6.41%

1Y

-3.77%

5Y*

-4.80%

10Y*

4.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BXSL vs. BXMT — Risk-Adjusted Performance Rank

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

BXSL
The Risk-Adjusted Performance Rank of BXSL is 9090
Overall Rank
The Sharpe Ratio Rank of BXSL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BXSL is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BXSL is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BXSL is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BXSL is 8989
Martin Ratio Rank

BXMT
The Risk-Adjusted Performance Rank of BXMT is 3737
Overall Rank
The Sharpe Ratio Rank of BXMT is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of BXMT is 3232
Sortino Ratio Rank
The Omega Ratio Rank of BXMT is 3232
Omega Ratio Rank
The Calmar Ratio Rank of BXMT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of BXMT is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BXSL vs. BXMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Secured Lending Fund (BXSL) and Blackstone Mortgage Trust, Inc. (BXMT). 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.


Sharpe ratio
The chart of Sharpe ratio for BXSL, currently valued at 1.93, compared to the broader market-2.000.002.004.001.93-0.13
The chart of Sortino ratio for BXSL, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.006.002.580.01
The chart of Omega ratio for BXSL, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.00
The chart of Calmar ratio for BXSL, currently valued at 2.84, compared to the broader market0.002.004.006.002.84-0.11
The chart of Martin ratio for BXSL, currently valued at 8.32, compared to the broader market0.0010.0020.0030.008.32-0.40
BXSL
BXMT

The current BXSL Sharpe Ratio is 1.93, which is higher than the BXMT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of BXSL and BXMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.93
-0.13
BXSL
BXMT

Dividends

BXSL vs. BXMT - Dividend Comparison

BXSL's dividend yield for the trailing twelve months is around 9.42%, less than BXMT's 12.39% yield.


TTM20242023202220212020201920182017201620152014
BXSL
Blackstone Secured Lending Fund
9.42%9.53%10.64%13.02%1.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BXMT
Blackstone Mortgage Trust, Inc.
12.39%12.52%11.66%11.71%8.10%9.01%6.66%7.78%7.71%8.25%8.52%6.79%

Drawdowns

BXSL vs. BXMT - Drawdown Comparison

The maximum BXSL drawdown since its inception was -36.80%, smaller than the maximum BXMT drawdown of -97.98%. Use the drawdown chart below to compare losses from any high point for BXSL and BXMT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-25.87%
BXSL
BXMT

Volatility

BXSL vs. BXMT - Volatility Comparison

The current volatility for Blackstone Secured Lending Fund (BXSL) is 4.05%, while Blackstone Mortgage Trust, Inc. (BXMT) has a volatility of 7.32%. This indicates that BXSL experiences smaller price fluctuations and is considered to be less risky than BXMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
4.05%
7.32%
BXSL
BXMT

Financials

BXSL vs. BXMT - Financials Comparison

This section allows you to compare key financial metrics between Blackstone Secured Lending Fund and Blackstone Mortgage Trust, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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