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OUT vs. BXMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OUT and BXMT is 0.47, 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.


-0.50.00.51.00.5

Performance

OUT vs. BXMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Outfront Media Inc. (REIT) (OUT) and Blackstone Mortgage Trust, Inc. (BXMT). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
34.42%
60.52%
OUT
BXMT

Key characteristics

Sharpe Ratio

OUT:

1.15

BXMT:

-0.38

Sortino Ratio

OUT:

1.88

BXMT:

-0.33

Omega Ratio

OUT:

1.24

BXMT:

0.96

Calmar Ratio

OUT:

0.79

BXMT:

-0.14

Martin Ratio

OUT:

5.42

BXMT:

-0.94

Ulcer Index

OUT:

7.59%

BXMT:

11.93%

Daily Std Dev

OUT:

35.86%

BXMT:

29.23%

Max Drawdown

OUT:

-73.83%

BXMT:

-97.98%

Current Drawdown

OUT:

-22.69%

BXMT:

-75.58%

Fundamentals

Market Cap

OUT:

$3.05B

BXMT:

$3.31B

EPS

OUT:

$1.38

BXMT:

-$1.40

PEG Ratio

OUT:

2.05

BXMT:

254.80

Total Revenue (TTM)

OUT:

$1.84B

BXMT:

$869.45M

Gross Profit (TTM)

OUT:

$844.10M

BXMT:

$675.49M

EBITDA (TTM)

OUT:

$434.00M

BXMT:

$1.00B

Returns By Period

In the year-to-date period, OUT achieves a 44.69% return, which is significantly higher than BXMT's -6.68% return. Over the past 10 years, OUT has underperformed BXMT with an annualized return of 1.67%, while BXMT has yielded a comparatively higher 4.13% annualized return.


OUT

YTD

44.69%

1M

-5.29%

6M

38.08%

1Y

41.45%

5Y*

-2.22%

10Y*

1.67%

BXMT

YTD

-6.68%

1M

-5.33%

6M

7.51%

1Y

-10.31%

5Y*

-4.68%

10Y*

4.13%

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

OUT vs. BXMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Outfront Media Inc. (REIT) (OUT) and Blackstone Mortgage Trust, Inc. (BXMT). 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 OUT, currently valued at 1.15, compared to the broader market-4.00-2.000.002.001.15-0.38
The chart of Sortino ratio for OUT, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.88-0.33
The chart of Omega ratio for OUT, currently valued at 1.24, compared to the broader market0.501.001.502.001.240.96
The chart of Calmar ratio for OUT, currently valued at 0.79, compared to the broader market0.002.004.006.000.79-0.31
The chart of Martin ratio for OUT, currently valued at 5.42, compared to the broader market0.0010.0020.005.42-0.94
OUT
BXMT

The current OUT Sharpe Ratio is 1.15, which is higher than the BXMT Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of OUT and BXMT, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.15
-0.38
OUT
BXMT

Dividends

OUT vs. BXMT - Dividend Comparison

OUT's dividend yield for the trailing twelve months is around 9.04%, less than BXMT's 12.86% yield.


TTM20232022202120202019201820172016201520142013
OUT
Outfront Media Inc. (REIT)
9.04%8.60%7.24%0.75%1.94%5.37%7.95%6.21%5.47%6.50%21.13%0.00%
BXMT
Blackstone Mortgage Trust, Inc.
9.44%11.66%11.71%8.10%9.01%6.66%7.78%7.71%8.25%8.52%6.79%2.65%

Drawdowns

OUT vs. BXMT - Drawdown Comparison

The maximum OUT drawdown since its inception was -73.83%, smaller than the maximum BXMT drawdown of -97.98%. Use the drawdown chart below to compare losses from any high point for OUT and BXMT. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-22.69%
-26.96%
OUT
BXMT

Volatility

OUT vs. BXMT - Volatility Comparison

Outfront Media Inc. (REIT) (OUT) has a higher volatility of 7.15% compared to Blackstone Mortgage Trust, Inc. (BXMT) at 6.73%. This indicates that OUT's price experiences larger fluctuations and is considered to be riskier than BXMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.15%
6.73%
OUT
BXMT

Financials

OUT vs. BXMT - Financials Comparison

This section allows you to compare key financial metrics between Outfront Media Inc. (REIT) and Blackstone Mortgage Trust, 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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