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OWL vs. OBDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OWL and OBDC is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

OWL vs. OBDC - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
26.14%
2.18%
OWL
OBDC

Key characteristics

Sharpe Ratio

OWL:

2.07

OBDC:

0.80

Sortino Ratio

OWL:

2.60

OBDC:

1.18

Omega Ratio

OWL:

1.35

OBDC:

1.15

Calmar Ratio

OWL:

3.36

OBDC:

0.82

Martin Ratio

OWL:

9.80

OBDC:

1.90

Ulcer Index

OWL:

6.95%

OBDC:

5.70%

Daily Std Dev

OWL:

32.93%

OBDC:

13.62%

Max Drawdown

OWL:

-50.53%

OBDC:

-56.16%

Current Drawdown

OWL:

-1.25%

OBDC:

-4.09%

Fundamentals

Market Cap

OWL:

$36.59B

OBDC:

$7.58B

EPS

OWL:

$0.18

OBDC:

$1.61

PE Ratio

OWL:

136.11

OBDC:

9.22

Total Revenue (TTM)

OWL:

$1.66B

OBDC:

$1.16B

Gross Profit (TTM)

OWL:

$1.20B

OBDC:

$984.76M

EBITDA (TTM)

OWL:

$726.90M

OBDC:

$886.75M

Returns By Period

In the year-to-date period, OWL achieves a 5.33% return, which is significantly higher than OBDC's -1.32% return.


OWL

YTD

5.33%

1M

4.30%

6M

26.14%

1Y

65.18%

5Y*

N/A

10Y*

N/A

OBDC

YTD

-1.32%

1M

0.63%

6M

2.18%

1Y

10.40%

5Y*

9.08%

10Y*

N/A

*Annualized

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

OWL vs. OBDC — Risk-Adjusted Performance Rank

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

OWL
The Risk-Adjusted Performance Rank of OWL is 9191
Overall Rank
The Sharpe Ratio Rank of OWL is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of OWL is 8888
Sortino Ratio Rank
The Omega Ratio Rank of OWL is 8888
Omega Ratio Rank
The Calmar Ratio Rank of OWL is 9595
Calmar Ratio Rank
The Martin Ratio Rank of OWL is 9191
Martin Ratio Rank

OBDC
The Risk-Adjusted Performance Rank of OBDC is 6868
Overall Rank
The Sharpe Ratio Rank of OBDC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of OBDC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of OBDC is 6161
Omega Ratio Rank
The Calmar Ratio Rank of OBDC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of OBDC is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OWL vs. OBDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) and Blue Owl Capital Corporation (OBDC). 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 OWL, currently valued at 2.07, compared to the broader market-2.000.002.004.002.070.80
The chart of Sortino ratio for OWL, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.006.002.601.18
The chart of Omega ratio for OWL, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.15
The chart of Calmar ratio for OWL, currently valued at 3.36, compared to the broader market0.002.004.006.003.360.82
The chart of Martin ratio for OWL, currently valued at 9.80, compared to the broader market0.0010.0020.0030.009.801.90
OWL
OBDC

The current OWL Sharpe Ratio is 2.07, which is higher than the OBDC Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of OWL and OBDC, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.07
0.80
OWL
OBDC

Dividends

OWL vs. OBDC - Dividend Comparison

OWL's dividend yield for the trailing twelve months is around 2.78%, less than OBDC's 11.53% yield.


TTM202420232022202120202019
OWL
Blue Owl Capital Inc.
2.78%2.92%3.69%4.06%0.87%0.00%0.00%
OBDC
Blue Owl Capital Corporation
11.53%11.38%10.77%11.17%8.76%7.98%3.47%

Drawdowns

OWL vs. OBDC - Drawdown Comparison

The maximum OWL drawdown since its inception was -50.53%, smaller than the maximum OBDC drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for OWL and OBDC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.25%
-4.09%
OWL
OBDC

Volatility

OWL vs. OBDC - Volatility Comparison

Blue Owl Capital Inc. (OWL) has a higher volatility of 10.91% compared to Blue Owl Capital Corporation (OBDC) at 4.70%. This indicates that OWL's price experiences larger fluctuations and is considered to be riskier than OBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
10.91%
4.70%
OWL
OBDC

Financials

OWL vs. OBDC - Financials Comparison

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