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

Performance

NCNO vs. BL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in nCino, Inc. (NCNO) 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, NCNO achieves a -41.34% return, which is significantly higher than BL's -49.00% return.


NCNO

1D
0.80%
1M
-15.27%
YTD
-41.34%
6M
-38.81%
1Y
-44.95%
3Y*
-14.43%
5Y*
-24.49%
10Y*

BL

1D
-1.61%
1M
-7.93%
YTD
-49.00%
6M
-51.09%
1Y
-50.83%
3Y*
-18.59%
5Y*
-22.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NCNO vs. BL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NCNO
nCino, Inc.
-41.34%-23.65%-0.15%27.19%-51.80%-24.24%-20.94%
BL
BlackLine, Inc.
-49.00%-9.00%-2.69%-7.18%-35.03%-22.37%58.79%

Correlation

The correlation between NCNO and BL is 0.52, 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

0.52

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

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2020

0.55

The correlation between NCNO and BL has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.

Fundamentals

Market Cap

NCNO:

$1.65B

BL:

$1.97B

EPS

NCNO:

$0.12

BL:

$0.39

PE Ratio

NCNO:

129.20

BL:

71.55

PS Ratio

NCNO:

2.81

BL:

2.65

PB Ratio

NCNO:

1.70

BL:

6.44

Total Revenue (TTM)

NCNO:

$610.06M

BL:

$716.65M

Gross Profit (TTM)

NCNO:

$374.67M

BL:

$539.92M

EBITDA (TTM)

NCNO:

$49.42M

BL:

$87.84M

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Return for Risk

NCNO vs. BL — Risk / Return Rank

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

NCNO
NCNO Risk / Return Rank: 88
Overall Rank
NCNO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NCNO Sortino Ratio Rank: 66
Sortino Ratio Rank
NCNO Omega Ratio Rank: 88
Omega Ratio Rank
NCNO Calmar Ratio Rank: 1212
Calmar Ratio Rank
NCNO Martin Ratio Rank: 99
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.

NCNO vs. BL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for nCino, Inc. (NCNO) 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.


NCNOBLDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

0.83

0.79

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.89

+0.10

Martin ratioReturn relative to average drawdown

-1.38

-1.96

+0.58

NCNO vs. BL - Sharpe Ratio Comparison

The current NCNO Sharpe Ratio is -0.98, which is comparable to the BL Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of NCNO 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


NCNOBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

-1.10

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

-0.51

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

0.04

-0.53

Drawdowns

NCNO vs. BL - Drawdown Comparison

The maximum NCNO drawdown since its inception was -85.71%, roughly equal to the maximum BL drawdown of -83.22%. Use the drawdown chart below to compare losses from any high point for NCNO and BL.


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Drawdown Indicators


NCNOBLDifference

Max Drawdown

Largest peak-to-trough decline

-85.71%

-83.22%

-2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-57.14%

-57.11%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-67.14%

-63.25%

-3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-82.07%

-80.80%

-1.27%

Current Drawdown

Current decline from peak

-84.66%

-81.25%

-3.41%

Average Drawdown

Average peak-to-trough decline

-59.10%

-35.10%

-24.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.59%

25.98%

+6.61%

Volatility

NCNO vs. BL - Volatility Comparison

The current volatility for nCino, Inc. (NCNO) is 16.31%, while BlackLine, Inc. (BL) has a volatility of 23.44%. This indicates that NCNO 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


NCNOBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.31%

23.44%

-7.13%

Volatility (6M)

Calculated over the trailing 6-month period

37.56%

41.46%

-3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

46.13%

46.58%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.41%

44.70%

+8.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.23%

44.86%

+9.37%

Dividends

NCNO vs. BL - Dividend Comparison

Neither NCNO nor BL has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NCNO vs. BL - Financials Comparison

This section allows you to compare key financial metrics between nCino, 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


60.00M80.00M100.00M120.00M140.00M160.00M180.00M20222023202420252026
159.41M
183.16M
(NCNO) Total Revenue
(BL) Total Revenue
Values in USD except per share items

NCNO vs. BL - Profitability Comparison

The chart below illustrates the profitability comparison between nCino, 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

60.0%65.0%70.0%75.0%20222023202420252026
63.3%
76.0%
Portfolio components
NCNO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, nCino, Inc. reported a gross profit of 100.94M and revenue of 159.41M. Therefore, the gross margin over that period was 63.3%.

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%.

NCNO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, nCino, Inc. reported an operating income of 21.12M and revenue of 159.41M, resulting in an operating margin of 13.3%.

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%.

NCNO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, nCino, Inc. reported a net income of 13.64M and revenue of 159.41M, resulting in a net margin of 8.6%.

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


NCNO and BL have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BL has higher volatility (23.44%) compared to NCNO (16.31%). In terms of maximum drawdown, NCNO dropped -85.71% vs BL's -83.22%.

NCNO currently has the higher Sharpe Ratio (-0.98 vs -1.10), 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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