CG vs. EVR
CG (The Carlyle Group Inc.) and EVR (Evercore Inc.) are both stocks. Both are in the Financial Services sector — CG in Asset Management, EVR in Capital Markets. Over the past 10 years, CG returned 15.91%/yr vs 23.72%/yr for EVR. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
CG vs. EVR - Performance Comparison
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Returns By Period
In the year-to-date period, CG achieves a -25.27% return, which is significantly lower than EVR's 0.49% return. Over the past 10 years, CG has underperformed EVR with an annualized return of 15.91%, while EVR has yielded a comparatively higher 23.72% annualized return.
CG
- 1D
- 0.21%
- 1M
- -13.31%
- YTD
- -25.27%
- 6M
- -21.43%
- 1Y
- -3.38%
- 3Y*
- 16.77%
- 5Y*
- 3.15%
- 10Y*
- 15.91%
EVR
- 1D
- 0.21%
- 1M
- -0.05%
- YTD
- 0.49%
- 6M
- 3.66%
- 1Y
- 40.00%
- 3Y*
- 43.37%
- 5Y*
- 21.57%
- 10Y*
- 23.72%
CG vs. EVR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | -25.27% | 20.20% | 28.05% | 42.55% | -43.78% | 78.46% | 1.62% | 116.75% | -27.28% | 59.83% |
EVR Evercore Inc. | 0.49% | 24.25% | 64.35% | 60.59% | -17.60% | 26.29% | 51.68% | 7.39% | -18.93% | 33.42% |
Correlation
The correlation between CG and EVR is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 4, 2012 | 0.52 |
The correlation between CG and EVR shifts across timeframes, from 0.52 (all time) to 0.70 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
CG:
$15.65B
EVR:
$14.24B
CG:
$1.48
EVR:
$17.52
CG:
29.43
EVR:
19.42
CG:
0.18
EVR:
3.38
CG:
4.03
EVR:
3.17
CG:
2.12
EVR:
7.99
CG:
$3.99B
EVR:
$4.58B
CG:
$2.92B
EVR:
$4.53B
CG:
$1.01B
EVR:
$1.04B
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Return for Risk
CG vs. EVR — Risk / Return Rank
CG
EVR
CG vs. EVR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Carlyle Group Inc. (CG) and Evercore Inc. (EVR). 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.
| CG | EVR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.34 | -1.43 |
| Martin ratioReturn relative to average drawdown | -0.18 | 3.40 | -3.58 |
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
| CG | EVR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 1.14 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.61 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.65 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.40 | -0.10 |
Drawdowns
CG vs. EVR - Drawdown Comparison
The maximum CG drawdown since its inception was -62.69%, smaller than the maximum EVR drawdown of -81.49%. Use the drawdown chart below to compare losses from any high point for CG and EVR.
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Drawdown Indicators
| CG | EVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.69% | -81.49% | +18.80% |
Max Drawdown (1Y)Largest decline over 1 year | -37.83% | -30.08% | -7.75% |
Max Drawdown (3Y)Largest decline over 3 years | -38.53% | -47.86% | +9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -56.75% | -49.61% | -7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -56.75% | -67.42% | +10.67% |
Current DrawdownCurrent decline from peak | -35.87% | -10.76% | -25.11% |
Average DrawdownAverage peak-to-trough decline | -21.74% | -20.85% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.30% | 11.79% | +7.51% |
Volatility
CG vs. EVR - Volatility Comparison
The Carlyle Group Inc. (CG) has a higher volatility of 9.57% compared to Evercore Inc. (EVR) at 8.90%. This indicates that CG's price experiences larger fluctuations and is considered to be riskier than EVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CG | EVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 8.90% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 27.66% | 26.86% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.92% | 35.23% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.74% | 35.68% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.36% | 36.85% | +0.51% |
Dividends
CG vs. EVR - Dividend Comparison
CG's dividend yield for the trailing twelve months is around 3.21%, more than EVR's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | 3.21% | 2.37% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% |
EVR Evercore Inc. | 1.00% | 0.98% | 1.14% | 1.75% | 2.60% | 1.95% | 2.14% | 3.00% | 2.66% | 1.58% | 1.85% | 2.13% |
Financials
CG vs. EVR - Financials Comparison
This section allows you to compare key financial metrics between The Carlyle Group Inc. and Evercore 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
Frequently Asked Questions
CG and EVR have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CG has higher volatility (9.57%) compared to EVR (8.90%). In terms of maximum drawdown, CG dropped -62.69% vs EVR's -81.49%.
EVR currently has the higher Sharpe Ratio (1.14 vs -0.09), 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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