EVR vs. CG
EVR (Evercore Inc.) and CG (The Carlyle Group Inc.) are both stocks. Both are in the Financial Services sector — EVR in Capital Markets, CG in Asset Management. Over the past 10 years, EVR returned 23.72%/yr vs 15.91%/yr for CG. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
EVR vs. CG - Performance Comparison
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Returns By Period
In the year-to-date period, EVR achieves a 0.49% return, which is significantly higher than CG's -25.27% return. Over the past 10 years, EVR has outperformed CG with an annualized return of 23.72%, while CG has yielded a comparatively lower 15.91% annualized return.
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
- 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 vs. CG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVR Evercore Inc. | 0.49% | 24.25% | 64.35% | 60.59% | -17.60% | 26.29% | 51.68% | 7.39% | -18.93% | 33.42% |
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% |
Correlation
The correlation between EVR and CG 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 EVR and CG shifts across timeframes, from 0.52 (all time) to 0.70 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
EVR:
$14.24B
CG:
$15.65B
EVR:
$17.52
CG:
$1.48
EVR:
19.42
CG:
29.43
EVR:
3.38
CG:
0.18
EVR:
3.17
CG:
4.03
EVR:
7.99
CG:
2.12
EVR:
$4.58B
CG:
$3.99B
EVR:
$4.53B
CG:
$2.92B
EVR:
$1.04B
CG:
$1.01B
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Return for Risk
EVR vs. CG — Risk / Return Rank
EVR
CG
EVR vs. CG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evercore Inc. (EVR) and The Carlyle Group Inc. (CG). 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.
| EVR | CG | 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 | 1.21 | 1.01 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | -0.09 | +1.43 |
| Martin ratioReturn relative to average drawdown | 3.40 | -0.18 | +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
| EVR | CG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | -0.09 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.08 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.43 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.30 | +0.10 |
Drawdowns
EVR vs. CG - Drawdown Comparison
The maximum EVR drawdown since its inception was -81.49%, which is greater than CG's maximum drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for EVR and CG.
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Drawdown Indicators
| EVR | CG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.49% | -62.69% | -18.80% |
Max Drawdown (1Y)Largest decline over 1 year | -30.08% | -37.83% | +7.75% |
Max Drawdown (3Y)Largest decline over 3 years | -47.86% | -38.53% | -9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -49.61% | -56.75% | +7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -67.42% | -56.75% | -10.67% |
Current DrawdownCurrent decline from peak | -10.76% | -35.87% | +25.11% |
Average DrawdownAverage peak-to-trough decline | -20.85% | -21.74% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.79% | 19.30% | -7.51% |
Volatility
EVR vs. CG - Volatility Comparison
The current volatility for Evercore Inc. (EVR) is 8.90%, while The Carlyle Group Inc. (CG) has a volatility of 9.57%. This indicates that EVR experiences smaller price fluctuations and is considered to be less risky than CG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVR | CG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.90% | 9.57% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 26.86% | 27.66% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.23% | 35.92% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.68% | 39.74% | -4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.85% | 37.36% | -0.51% |
Dividends
EVR vs. CG - Dividend Comparison
EVR's dividend yield for the trailing twelve months is around 1.00%, less than CG's 3.21% 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
EVR vs. CG - Financials Comparison
This section allows you to compare key financial metrics between Evercore Inc. and The Carlyle 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EVR and CG 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, EVR dropped -81.49% vs CG's -62.69%.
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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