OWL vs. ASST
OWL (Blue Owl Capital Inc.) and ASST (Asset Entities Inc. Class B Common Stock) are both stocks. OWL operates in Asset Management (Financial Services), while ASST operates in Internet Content & Information (Communication Services). Over the past 3 years, OWL returned -5.39%/yr vs -59.43%/yr for ASST. At a 0.13 correlation, their price movements are largely independent.
Performance
OWL vs. ASST - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OWL achieves a -40.47% return, which is significantly lower than ASST's -21.27% return.
OWL
- 1D
- -0.58%
- 1M
- -17.12%
- YTD
- -40.47%
- 6M
- -41.68%
- 1Y
- -53.07%
- 3Y*
- -5.39%
- 5Y*
- -3.88%
- 10Y*
- —
ASST
- 1D
- 2.47%
- 1M
- -34.24%
- YTD
- -21.27%
- 6M
- -24.88%
- 1Y
- -85.14%
- 3Y*
- -59.43%
- 5Y*
- —
- 10Y*
- —
OWL vs. ASST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
OWL Blue Owl Capital Inc. | -40.47% | -32.83% | 61.76% | 19.27% |
ASST Asset Entities Inc. Class B Common Stock | -21.27% | 50.46% | -84.65% | -89.13% |
Correlation
The correlation between OWL and ASST is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023 | 0.13 |
The correlation between OWL and ASST shifts across timeframes, from 0.12 (3 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
OWL:
$5.80B
ASST:
$716.14M
OWL:
$0.13
ASST:
-$19.16
OWL:
1.95
ASST:
72.97
OWL:
$2.94B
ASST:
$5.73M
OWL:
$1.99B
ASST:
-$7.43M
OWL:
$876.72M
ASST:
-$304.63M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
OWL vs. ASST — Risk / Return Rank
OWL
ASST
OWL vs. ASST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) and Asset Entities Inc. Class B Common Stock (ASST). 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.
| OWL | ASST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.93 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | -0.89 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.52 | -1.06 | -0.46 |
Loading charts...
Drawdowns
OWL vs. ASST - Drawdown Comparison
The maximum OWL drawdown since its inception was -67.10%, smaller than the maximum ASST drawdown of -98.78%. Use the drawdown chart below to compare losses from any high point for OWL and ASST.
Loading charts...
Drawdown Indicators
| OWL | ASST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.10% | -98.78% | +31.68% |
Max Drawdown (1Y)Largest decline over 1 year | -58.59% | -95.98% | +37.39% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -97.25% | +30.15% |
Max Drawdown (5Y)Largest decline over 5 years | -67.10% | — | — |
Current DrawdownCurrent decline from peak | -65.14% | -98.02% | +32.88% |
Average DrawdownAverage peak-to-trough decline | -24.41% | -90.48% | +66.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.05% | 80.34% | -45.29% |
Volatility
OWL vs. ASST - Volatility Comparison
The current volatility for Blue Owl Capital Inc. (OWL) is 13.41%, while Asset Entities Inc. Class B Common Stock (ASST) has a volatility of 25.82%. This indicates that OWL experiences smaller price fluctuations and is considered to be less risky than ASST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OWL | ASST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.41% | 25.82% | -12.41% |
Volatility (6M)Calculated over the trailing 6-month period | 34.97% | 81.19% | -46.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.46% | 162.89% | -118.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.07% | 320.82% | -278.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.76% | 320.82% | -278.06% |
Dividends
OWL vs. ASST - Dividend Comparison
OWL's dividend yield for the trailing twelve months is around 10.62%, while ASST has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ASST Asset Entities Inc. Class B Common Stock | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OWL Blue Owl Capital Inc. | 10.62% | 5.72% | 2.92% | 3.69% | 4.06% | 0.87% |
Financials
OWL vs. ASST - Financials Comparison
This section allows you to compare key financial metrics between Blue Owl Capital Inc. and Asset Entities Inc. Class B Common Stock. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
OWL and ASST have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASST has higher volatility (25.82%) compared to OWL (13.41%). In terms of maximum drawdown, OWL dropped -67.10% vs ASST's -98.78%.
ASST currently has the higher Sharpe Ratio (-0.52 vs -1.20), 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.
Find the right allocation for OWL and ASST
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer