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OBDC vs. OWL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OBDC vs. OWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Owl Capital Corporation (OBDC) and Blue Owl Capital Inc. (OWL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OBDC achieves a -10.14% return, which is significantly higher than OWL's -35.51% return.


OBDC

1D
-0.74%
1M
-2.18%
YTD
-10.14%
6M
-9.14%
1Y
-15.96%
3Y*
4.71%
5Y*
5.07%
10Y*

OWL

1D
-3.15%
1M
-8.25%
YTD
-35.51%
6M
-39.33%
1Y
-47.15%
3Y*
-1.02%
5Y*
-1.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OBDC vs. OWL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OBDC
Blue Owl Capital Corporation
-10.14%-7.87%14.69%43.51%-9.48%21.99%2.04%
OWL
Blue Owl Capital Inc.
-35.51%-32.83%61.76%47.40%-26.29%32.18%5.86%

Correlation

The correlation between OBDC and OWL is 0.62, 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

0.62

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

0.50

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

0.49

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2020

0.45

The correlation between OBDC and OWL shifts across timeframes, from 0.45 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

OBDC:

$5.38B

OWL:

$6.29B

EPS

OBDC:

$1.07

OWL:

$0.13

PE Ratio

OBDC:

10.06

OWL:

71.02

PEG Ratio

OBDC:

15.11

OWL:

0.25

PS Ratio

OBDC:

4.08

OWL:

2.10

PB Ratio

OBDC:

0.75

OWL:

2.99

Total Revenue (TTM)

OBDC:

$1.34B

OWL:

$2.94B

Gross Profit (TTM)

OBDC:

$616.29M

OWL:

$1.99B

EBITDA (TTM)

OBDC:

$539.15M

OWL:

$876.72M

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Return for Risk

OBDC vs. OWL — Risk / Return Rank

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

OBDC
OBDC Risk / Return Rank: 1515
Overall Rank
OBDC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
OBDC Sortino Ratio Rank: 1414
Sortino Ratio Rank
OBDC Omega Ratio Rank: 1515
Omega Ratio Rank
OBDC Calmar Ratio Rank: 1717
Calmar Ratio Rank
OBDC Martin Ratio Rank: 1818
Martin Ratio Rank

OWL
OWL Risk / Return Rank: 77
Overall Rank
OWL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OWL Sortino Ratio Rank: 55
Sortino Ratio Rank
OWL Omega Ratio Rank: 77
Omega Ratio Rank
OWL Calmar Ratio Rank: 1111
Calmar Ratio Rank
OWL Martin Ratio Rank: 99
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.

OBDC vs. OWL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Corporation (OBDC) and Blue Owl Capital Inc. (OWL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OBDCOWLDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

0.90

0.81

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.67

-0.81

+0.14

Martin ratioReturn relative to average drawdown

-1.10

-1.38

+0.28

OBDC vs. OWL - Sharpe Ratio Comparison

The current OBDC Sharpe Ratio is -0.69, which is higher than the OWL Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of OBDC and OWL, 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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Drawdowns

OBDC vs. OWL - Drawdown Comparison

The maximum OBDC drawdown since its inception was -56.07%, smaller than the maximum OWL drawdown of -67.10%. Use the drawdown chart below to compare losses from any high point for OBDC and OWL.


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Drawdown Indicators


OBDCOWLDifference

Max Drawdown

Largest peak-to-trough decline

-56.07%

-67.10%

+11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-23.90%

-58.59%

+34.69%

Max Drawdown (3Y)

Largest decline over 3 years

-23.90%

-67.10%

+43.20%

Max Drawdown (5Y)

Largest decline over 5 years

-28.26%

-67.10%

+38.84%

Current Drawdown

Current decline from peak

-21.52%

-62.23%

+40.71%

Average Drawdown

Average peak-to-trough decline

-10.69%

-24.27%

+13.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.49%

34.15%

-19.66%

Volatility

OBDC vs. OWL - Volatility Comparison

The current volatility for Blue Owl Capital Corporation (OBDC) is 6.78%, while Blue Owl Capital Inc. (OWL) has a volatility of 13.36%. This indicates that OBDC experiences smaller price fluctuations and is considered to be less risky than OWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBDCOWLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

13.36%

-6.58%

Volatility (6M)

Calculated over the trailing 6-month period

18.96%

34.70%

-15.74%

Volatility (1Y)

Calculated over the trailing 1-year period

23.30%

44.23%

-20.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.72%

42.08%

-21.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.04%

42.76%

-15.72%

Dividends

OBDC vs. OWL - Dividend Comparison

OBDC's dividend yield for the trailing twelve months is around 13.90%, more than OWL's 9.80% yield.


PositionTTM2025202420232022202120202019
OBDC
Blue Owl Capital Corporation
13.90%12.55%11.38%10.77%11.17%8.76%12.32%3.80%
OWL
Blue Owl Capital Inc.
9.80%5.72%2.92%3.69%4.06%0.87%0.00%0.00%

Financials

OBDC vs. OWL - Financials Comparison

This section allows you to compare key financial metrics between Blue Owl Capital Corporation and Blue Owl Capital 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


0.00200.00M400.00M600.00M800.00M20222023202420252026
342.53M
753.81M
(OBDC) Total Revenue
(OWL) Total Revenue
Values in USD except per share items

OBDC vs. OWL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%202220232024202520260
100.0%
Portfolio components
OBDC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Corporation reported a gross profit of 0.00 and revenue of 342.53M. Therefore, the gross margin over that period was 0.0%.

OWL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Inc. reported a gross profit of 753.81M and revenue of 753.81M. Therefore, the gross margin over that period was 100.0%.

OBDC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Corporation reported an operating income of 0.00 and revenue of 342.53M, resulting in an operating margin of 0.0%.

OWL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Inc. reported an operating income of 109.49M and revenue of 753.81M, resulting in an operating margin of 14.5%.

OBDC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Corporation reported a net income of 159.17M and revenue of 342.53M, resulting in a net margin of 46.5%.

OWL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Inc. reported a net income of 15.54M and revenue of 753.81M, resulting in a net margin of 2.1%.


Frequently Asked Questions


OBDC and OWL have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OWL has higher volatility (13.36%) compared to OBDC (6.78%). In terms of maximum drawdown, OBDC dropped -56.07% vs OWL's -67.10%.

OBDC currently has the higher Sharpe Ratio (-0.69 vs -1.07), 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 OBDC and OWL

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