OWL vs. PEXL
OWL (Blue Owl Capital Inc.) is a stock, while PEXL (Pacer US Export Leaders ETF) is Mid Cap Blend Equities fund tracking the Pacer US Export Leaders Index. Over the past 5 years, OWL returned -1.67%/yr vs 13.39%/yr for PEXL. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
OWL vs. PEXL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OWL achieves a -35.51% return, which is significantly lower than PEXL's 23.27% return.
OWL
- 1D
- -3.15%
- 1M
- -8.25%
- YTD
- -35.51%
- 6M
- -39.33%
- 1Y
- -47.15%
- 3Y*
- -1.02%
- 5Y*
- -1.67%
- 10Y*
- —
PEXL
- 1D
- -0.43%
- 1M
- 5.54%
- YTD
- 23.27%
- 6M
- 22.44%
- 1Y
- 51.10%
- 3Y*
- 21.89%
- 5Y*
- 13.39%
- 10Y*
- —
OWL vs. PEXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OWL Blue Owl Capital Inc. | -35.51% | -32.83% | 61.76% | 47.40% | -26.29% | 32.18% | 5.86% |
PEXL Pacer US Export Leaders ETF | 23.27% | 27.33% | 5.79% | 24.40% | -20.41% | 30.12% | 3.31% |
Correlation
The correlation between OWL and PEXL is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.55 |
The correlation between OWL and PEXL shifts across timeframes, from 0.40 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.
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. PEXL — Risk / Return Rank
OWL
PEXL
OWL vs. PEXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) and Pacer US Export Leaders ETF (PEXL). 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 | PEXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.78 | ||
| Sortino ratioReturn per unit of downside risk | -5.20 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.45 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 4.49 | -5.30 |
| Martin ratioReturn relative to average drawdown | -1.38 | 18.64 | -20.02 |
Loading charts...
Drawdowns
OWL vs. PEXL - Drawdown Comparison
The maximum OWL drawdown since its inception was -67.10%, which is greater than PEXL's maximum drawdown of -36.76%. Use the drawdown chart below to compare losses from any high point for OWL and PEXL.
Loading charts...
Drawdown Indicators
| OWL | PEXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.10% | -36.76% | -30.34% |
Max Drawdown (1Y)Largest decline over 1 year | -58.59% | -11.43% | -47.16% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -24.72% | -42.38% |
Max Drawdown (5Y)Largest decline over 5 years | -67.10% | -30.44% | -36.66% |
Current DrawdownCurrent decline from peak | -62.23% | -0.43% | -61.80% |
Average DrawdownAverage peak-to-trough decline | -24.27% | -6.69% | -17.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.15% | 2.75% | +31.40% |
Volatility
OWL vs. PEXL - Volatility Comparison
Blue Owl Capital Inc. (OWL) has a higher volatility of 13.36% compared to Pacer US Export Leaders ETF (PEXL) at 8.08%. This indicates that OWL's price experiences larger fluctuations and is considered to be riskier than PEXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OWL | PEXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.36% | 8.08% | +5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 34.70% | 14.63% | +20.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.23% | 19.03% | +25.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.08% | 22.08% | +20.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.76% | 24.11% | +18.65% |
Dividends
OWL vs. PEXL - Dividend Comparison
OWL's dividend yield for the trailing twelve months is around 9.80%, more than PEXL's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
OWL Blue Owl Capital Inc. | 9.80% | 5.72% | 2.92% | 3.69% | 4.06% | 0.87% | 0.00% | 0.00% | 0.00% |
PEXL Pacer US Export Leaders ETF | 0.29% | 0.44% | 0.48% | 0.48% | 0.60% | 0.22% | 0.48% | 0.49% | 0.29% |
Frequently Asked Questions
OWL and PEXL have a correlation of 0.40, 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 PEXL (8.08%). In terms of maximum drawdown, OWL dropped -67.10% vs PEXL's -36.76%.
PEXL currently has the higher Sharpe Ratio (2.70 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.
Find the right allocation for OWL and PEXL
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