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JLL vs. BX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JLL and BX is 0.49, 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

JLL vs. BX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jones Lang LaSalle Incorporated (JLL) and The Blackstone Group Inc. (BX). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
102.47%
871.05%
JLL
BX

Key characteristics

Sharpe Ratio

JLL:

0.62

BX:

0.27

Sortino Ratio

JLL:

1.11

BX:

0.63

Omega Ratio

JLL:

1.13

BX:

1.08

Calmar Ratio

JLL:

0.58

BX:

0.25

Martin Ratio

JLL:

2.79

BX:

0.76

Ulcer Index

JLL:

7.61%

BX:

13.00%

Daily Std Dev

JLL:

34.23%

BX:

36.98%

Max Drawdown

JLL:

-85.93%

BX:

-87.64%

Current Drawdown

JLL:

-25.86%

BX:

-33.94%

Fundamentals

Market Cap

JLL:

$10.03B

BX:

$159.27B

EPS

JLL:

$11.29

BX:

$3.30

PE Ratio

JLL:

18.70

BX:

39.51

PEG Ratio

JLL:

0.67

BX:

1.66

PS Ratio

JLL:

0.43

BX:

13.00

PB Ratio

JLL:

1.48

BX:

12.63

Total Revenue (TTM)

JLL:

$18.31B

BX:

$9.13B

Gross Profit (TTM)

JLL:

$15.12B

BX:

$9.13B

EBITDA (TTM)

JLL:

$970.10M

BX:

$4.43B

Returns By Period

In the year-to-date period, JLL achieves a -16.60% return, which is significantly higher than BX's -23.73% return. Over the past 10 years, JLL has underperformed BX with an annualized return of 2.83%, while BX has yielded a comparatively higher 18.05% annualized return.


JLL

YTD

-16.60%

1M

-16.66%

6M

-20.71%

1Y

20.56%

5Y*

16.26%

10Y*

2.83%

BX

YTD

-23.73%

1M

-12.34%

6M

-23.31%

1Y

13.05%

5Y*

26.46%

10Y*

18.05%

*Annualized

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Risk-Adjusted Performance

JLL vs. BX — Risk-Adjusted Performance Rank

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

JLL
The Risk-Adjusted Performance Rank of JLL is 7474
Overall Rank
The Sharpe Ratio Rank of JLL is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of JLL is 7171
Sortino Ratio Rank
The Omega Ratio Rank of JLL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of JLL is 7777
Calmar Ratio Rank
The Martin Ratio Rank of JLL is 7979
Martin Ratio Rank

BX
The Risk-Adjusted Performance Rank of BX is 6262
Overall Rank
The Sharpe Ratio Rank of BX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of BX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of BX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BX is 6363
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.

JLL vs. BX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jones Lang LaSalle Incorporated (JLL) and The Blackstone Group Inc. (BX). 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 JLL, currently valued at 0.62, compared to the broader market-2.00-1.000.001.002.003.00
JLL: 0.62
BX: 0.27
The chart of Sortino ratio for JLL, currently valued at 1.11, compared to the broader market-6.00-4.00-2.000.002.004.00
JLL: 1.11
BX: 0.63
The chart of Omega ratio for JLL, currently valued at 1.13, compared to the broader market0.501.001.502.00
JLL: 1.13
BX: 1.08
The chart of Calmar ratio for JLL, currently valued at 0.58, compared to the broader market0.001.002.003.004.00
JLL: 0.58
BX: 0.25
The chart of Martin ratio for JLL, currently valued at 2.79, compared to the broader market-5.000.005.0010.0015.0020.00
JLL: 2.79
BX: 0.76

The current JLL Sharpe Ratio is 0.62, which is higher than the BX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of JLL and BX, 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
0.62
0.27
JLL
BX

Dividends

JLL vs. BX - Dividend Comparison

JLL has not paid dividends to shareholders, while BX's dividend yield for the trailing twelve months is around 3.03%.


TTM20242023202220212020201920182017201620152014
JLL
Jones Lang LaSalle Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.59%0.65%0.48%0.63%0.35%0.47%
BX
The Blackstone Group Inc.
3.03%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.76%5.57%

Drawdowns

JLL vs. BX - Drawdown Comparison

The maximum JLL drawdown since its inception was -85.93%, roughly equal to the maximum BX drawdown of -87.64%. Use the drawdown chart below to compare losses from any high point for JLL and BX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.86%
-33.94%
JLL
BX

Volatility

JLL vs. BX - Volatility Comparison

The current volatility for Jones Lang LaSalle Incorporated (JLL) is 14.66%, while The Blackstone Group Inc. (BX) has a volatility of 22.16%. This indicates that JLL experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.66%
22.16%
JLL
BX

Financials

JLL vs. BX - Financials Comparison

This section allows you to compare key financial metrics between Jones Lang LaSalle Incorporated and The Blackstone 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.


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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