PortfoliosLab logo
ICE vs. BLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ICE and BLK is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

ICE vs. BLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intercontinental Exchange, Inc. (ICE) and BlackRock, Inc. (BLK). The values are adjusted to include any dividend payments, if applicable.

1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%2,600.00%NovemberDecember2025FebruaryMarchApril
2,304.76%
1,390.69%
ICE
BLK

Key characteristics

Sharpe Ratio

ICE:

1.34

BLK:

0.90

Sortino Ratio

ICE:

1.83

BLK:

1.36

Omega Ratio

ICE:

1.27

BLK:

1.19

Calmar Ratio

ICE:

1.78

BLK:

0.98

Martin Ratio

ICE:

5.22

BLK:

3.43

Ulcer Index

ICE:

4.84%

BLK:

6.80%

Daily Std Dev

ICE:

18.83%

BLK:

25.84%

Max Drawdown

ICE:

-73.94%

BLK:

-60.36%

Current Drawdown

ICE:

-7.59%

BLK:

-14.34%

Fundamentals

Market Cap

ICE:

$92.49B

BLK:

$138.36B

EPS

ICE:

$4.78

BLK:

$41.41

PE Ratio

ICE:

33.68

BLK:

21.55

PEG Ratio

ICE:

2.66

BLK:

1.90

PS Ratio

ICE:

9.97

BLK:

6.60

PB Ratio

ICE:

3.35

BLK:

2.91

Total Revenue (TTM)

ICE:

$8.82B

BLK:

$16.03B

Gross Profit (TTM)

ICE:

$5.20B

BLK:

$11.18B

EBITDA (TTM)

ICE:

$4.50B

BLK:

$6.30B

Returns By Period

In the year-to-date period, ICE achieves a 9.68% return, which is significantly higher than BLK's -10.13% return. Over the past 10 years, ICE has outperformed BLK with an annualized return of 15.36%, while BLK has yielded a comparatively lower 12.28% annualized return.


ICE

YTD

9.68%

1M

-7.20%

6M

-1.79%

1Y

24.40%

5Y*

14.40%

10Y*

15.36%

BLK

YTD

-10.13%

1M

-5.88%

6M

-5.91%

1Y

22.90%

5Y*

16.93%

10Y*

12.28%

*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

ICE vs. BLK — Risk-Adjusted Performance Rank

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

ICE
The Risk-Adjusted Performance Rank of ICE is 8888
Overall Rank
The Sharpe Ratio Rank of ICE is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ICE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ICE is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ICE is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ICE is 8787
Martin Ratio Rank

BLK
The Risk-Adjusted Performance Rank of BLK is 8080
Overall Rank
The Sharpe Ratio Rank of BLK is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BLK is 7575
Sortino Ratio Rank
The Omega Ratio Rank of BLK is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BLK is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BLK is 8282
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.

ICE vs. BLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intercontinental Exchange, Inc. (ICE) and BlackRock, Inc. (BLK). 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.


The chart of Sharpe ratio for ICE, currently valued at 1.34, compared to the broader market-2.00-1.000.001.002.003.00
ICE: 1.34
BLK: 0.90
The chart of Sortino ratio for ICE, currently valued at 1.83, compared to the broader market-6.00-4.00-2.000.002.004.00
ICE: 1.83
BLK: 1.36
The chart of Omega ratio for ICE, currently valued at 1.27, compared to the broader market0.501.001.502.00
ICE: 1.27
BLK: 1.19
The chart of Calmar ratio for ICE, currently valued at 1.78, compared to the broader market0.001.002.003.004.005.00
ICE: 1.78
BLK: 0.98
The chart of Martin ratio for ICE, currently valued at 5.22, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ICE: 5.22
BLK: 3.43

The current ICE Sharpe Ratio is 1.34, which is higher than the BLK Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of ICE and BLK, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.34
0.90
ICE
BLK

Dividends

ICE vs. BLK - Dividend Comparison

ICE's dividend yield for the trailing twelve months is around 1.12%, less than BLK's 2.24% yield.


TTM20242023202220212020201920182017201620152014
ICE
Intercontinental Exchange, Inc.
1.12%1.21%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%1.19%
BLK
BlackRock, Inc.
2.24%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%

Drawdowns

ICE vs. BLK - Drawdown Comparison

The maximum ICE drawdown since its inception was -73.94%, which is greater than BLK's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for ICE and BLK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.59%
-14.34%
ICE
BLK

Volatility

ICE vs. BLK - Volatility Comparison

The current volatility for Intercontinental Exchange, Inc. (ICE) is 9.89%, while BlackRock, Inc. (BLK) has a volatility of 17.22%. This indicates that ICE experiences smaller price fluctuations and is considered to be less risky than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
9.89%
17.22%
ICE
BLK

Financials

ICE vs. BLK - Financials Comparison

This section allows you to compare key financial metrics between Intercontinental Exchange, Inc. and BlackRock, 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