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EXFY vs. BL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EXFY vs. BL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Expensify Inc (EXFY) and BlackLine, Inc. (BL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXFY achieves a -23.18% return, which is significantly higher than BL's -47.89% return.


EXFY

1D
-1.69%
1M
3.57%
YTD
-23.18%
6M
-28.40%
1Y
-49.57%
3Y*
-44.59%
5Y*
10Y*

BL

1D
-5.48%
1M
-13.82%
YTD
-47.89%
6M
-50.95%
1Y
-49.97%
3Y*
-19.52%
5Y*
-22.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXFY vs. BL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EXFY
Expensify Inc
-23.18%-54.93%35.63%-72.03%-79.93%7.16%
BL
BlackLine, Inc.
-47.89%-9.00%-2.69%-7.18%-35.03%-19.01%

Correlation

The correlation between EXFY and BL is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.41

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2021

0.46

Fundamentals

Market Cap

EXFY:

$108.71M

BL:

$2.01B

EPS

EXFY:

-$0.22

BL:

$0.39

PS Ratio

EXFY:

0.77

BL:

2.71

PB Ratio

EXFY:

0.78

BL:

6.58

Total Revenue (TTM)

EXFY:

$140.00M

BL:

$716.65M

Gross Profit (TTM)

EXFY:

$69.46M

BL:

$539.92M

EBITDA (TTM)

EXFY:

-$13.41M

BL:

$87.84M

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Return for Risk

EXFY vs. BL — Risk / Return Rank

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

EXFY
EXFY Risk / Return Rank: 1313
Overall Rank
EXFY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EXFY Sortino Ratio Rank: 1111
Sortino Ratio Rank
EXFY Omega Ratio Rank: 1111
Omega Ratio Rank
EXFY Calmar Ratio Rank: 1616
Calmar Ratio Rank
EXFY Martin Ratio Rank: 1717
Martin Ratio Rank

BL
BL Risk / Return Rank: 44
Overall Rank
BL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BL Sortino Ratio Rank: 55
Sortino Ratio Rank
BL Omega Ratio Rank: 55
Omega Ratio Rank
BL Calmar Ratio Rank: 77
Calmar Ratio Rank
BL Martin Ratio Rank: 11
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.

EXFY vs. BL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expensify Inc (EXFY) and BlackLine, Inc. (BL). 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.


EXFYBLDifference

Sharpe ratio

Return per unit of total volatility

-0.80

-1.08

+0.28

Sortino ratio

Return per unit of downside risk

-1.05

-1.61

+0.57

Omega ratio

Gain probability vs. loss probability

0.87

0.80

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.70

-0.88

+0.18

Martin ratio

Return relative to average drawdown

-1.12

-1.96

+0.84

EXFY vs. BL - Sharpe Ratio Comparison

The current EXFY Sharpe Ratio is -0.80, which is comparable to the BL Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of EXFY and BL, 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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Sharpe Ratios by Period


EXFYBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

-1.08

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.68

0.05

-0.72

Drawdowns

EXFY vs. BL - Drawdown Comparison

The maximum EXFY drawdown since its inception was -98.46%, which is greater than BL's maximum drawdown of -83.22%. Use the drawdown chart below to compare losses from any high point for EXFY and BL.


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Drawdown Indicators


EXFYBLDifference

Max Drawdown

Largest peak-to-trough decline

-98.46%

-83.22%

-15.24%

Max Drawdown (1Y)

Largest decline over 1 year

-71.38%

-57.11%

-14.27%

Max Drawdown (3Y)

Largest decline over 3 years

-90.86%

-63.25%

-27.61%

Max Drawdown (5Y)

Largest decline over 5 years

-80.80%

Current Drawdown

Current decline from peak

-97.61%

-80.84%

-16.77%

Average Drawdown

Average peak-to-trough decline

-84.34%

-35.04%

-49.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.10%

25.45%

+18.65%

Volatility

EXFY vs. BL - Volatility Comparison

The current volatility for Expensify Inc (EXFY) is 19.99%, while BlackLine, Inc. (BL) has a volatility of 25.83%. This indicates that EXFY experiences smaller price fluctuations and is considered to be less risky than BL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXFYBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.99%

25.83%

-5.84%

Volatility (6M)

Calculated over the trailing 6-month period

51.76%

41.66%

+10.10%

Volatility (1Y)

Calculated over the trailing 1-year period

62.52%

46.63%

+15.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.44%

44.70%

+35.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.44%

44.89%

+35.55%

Dividends

EXFY vs. BL - Dividend Comparison

Neither EXFY nor BL has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

EXFY vs. BL - Financials Comparison

This section allows you to compare key financial metrics between Expensify Inc and BlackLine, 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


50.00M100.00M150.00M200.00M20222023202420252026
33.97M
183.16M
(EXFY) Total Revenue
(BL) Total Revenue
Values in USD except per share items

EXFY vs. BL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

45.0%50.0%55.0%60.0%65.0%70.0%75.0%80.0%20222023202420252026
47.6%
76.0%
Portfolio components
EXFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Expensify Inc reported a gross profit of 16.17M and revenue of 33.97M. Therefore, the gross margin over that period was 47.6%.

BL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BlackLine, Inc. reported a gross profit of 139.15M and revenue of 183.16M. Therefore, the gross margin over that period was 76.0%.

EXFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Expensify Inc reported an operating income of -1.97M and revenue of 33.97M, resulting in an operating margin of -5.8%.

BL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BlackLine, Inc. reported an operating income of 6.24M and revenue of 183.16M, resulting in an operating margin of 3.4%.

EXFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Expensify Inc reported a net income of -2.34M and revenue of 33.97M, resulting in a net margin of -6.9%.

BL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BlackLine, Inc. reported a net income of 8.13M and revenue of 183.16M, resulting in a net margin of 4.4%.


Frequently Asked Questions


EXFY and BL have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BL has higher volatility (25.83%) compared to EXFY (19.99%). In terms of maximum drawdown, EXFY dropped -98.46% vs BL's -83.22%.

EXFY currently has the higher Sharpe Ratio (-0.80 vs -1.08), 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.

Portfolio Optimizer

Find the right allocation for EXFY and BL

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