OWL vs. BCI
OWL (Blue Owl Capital Inc.) is a stock, while BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF) is Commodities fund tracking the Bloomberg Commodity Index Total Return. Over the past 5 years, OWL returned 2.16%/yr vs 10.11%/yr for BCI. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
OWL vs. BCI - Performance Comparison
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Returns By Period
In the year-to-date period, OWL achieves a -22.03% return, which is significantly lower than BCI's 21.35% return.
OWL
- 1D
- 8.35%
- 1M
- 23.45%
- 6M
- -13.20%
- YTD
- -22.03%
- 1Y
- -36.54%
- 3Y*
- 1.74%
- 5Y*
- 2.16%
- 10Y*
- —
- ALL TIME*
- 4.59%
BCI
- 1D
- -0.96%
- 1M
- 6.28%
- 6M
- 14.88%
- YTD
- 21.35%
- 1Y
- 34.21%
- 3Y*
- 11.83%
- 5Y*
- 10.11%
- 10Y*
- —
- ALL TIME*
- 6.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $32.69M | $55.82M | $39.30M | |
| $206.28M | $173.17M | $215.56M |
OWL vs. BCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OWL Blue Owl Capital Inc. | -22.03% | -32.83% | 61.76% | 47.40% | -26.29% | 32.18% | 5.86% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 21.35% | 15.07% | 5.47% | -8.79% | 15.09% | 26.18% | 4.76% |
Correlation
The correlation between OWL and BCI is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.14 |
The correlation between OWL and BCI shifts across timeframes, from -0.06 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
OWL vs. BCI — Risk / Return Rank
OWL
BCI
OWL vs. BCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). 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 | BCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.34 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.32 | -2.96 |
| Martin ratioReturn relative to average drawdown | -0.98 | 7.40 | -8.38 |
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Drawdowns
OWL vs. BCI - Drawdown Comparison
The maximum OWL drawdown since its inception was -67.10%, which is greater than BCI's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for OWL and BCI.
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Drawdown Indicators
| OWL | BCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.10% | -32.69% | -34.41% |
Max Drawdown (1Y)Largest decline over 1 year | -57.61% | -14.82% | -42.79% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -14.82% | -52.28% |
Max Drawdown (5Y)Largest decline over 5 years | -67.10% | -26.50% | -40.60% |
Current DrawdownCurrent decline from peak | -54.34% | -8.53% | -45.81% |
Average DrawdownAverage peak-to-trough decline | -25.04% | -11.96% | -13.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.21% | 4.64% | +32.57% |
Volatility
OWL vs. BCI - Volatility Comparison
Blue Owl Capital Inc. (OWL) has a higher volatility of 12.87% compared to abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) at 5.19%. This indicates that OWL's price experiences larger fluctuations and is considered to be riskier than BCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OWL | BCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.87% | 5.19% | +7.68% |
Volatility (6M)Calculated over the trailing 6-month period | 36.46% | 14.85% | +21.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.73% | 17.60% | +28.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.87% | 16.86% | +25.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.85% | 15.68% | +27.17% |
Dividends
OWL vs. BCI - Dividend Comparison
OWL's dividend yield for the trailing twelve months is around 8.11%, less than BCI's 13.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 13.59% | 16.49% | 3.29% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% |
OWL Blue Owl Capital Inc. | 8.11% | 5.72% | 2.92% | 3.69% | 4.06% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OWL and BCI have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OWL has higher volatility (12.87%) compared to BCI (5.19%). In terms of maximum drawdown, OWL dropped -67.10% vs BCI's -32.69%.
BCI currently has the higher Sharpe Ratio (1.96 vs -0.80), 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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