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PJT vs. BX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PJT and BX is 0.41, 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.


-0.50.00.51.00.4

Performance

PJT vs. BX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PJT Partners Inc. (PJT) and The Blackstone Group Inc. (BX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
35.13%
23.27%
PJT
BX

Key characteristics

Sharpe Ratio

PJT:

1.95

BX:

1.08

Sortino Ratio

PJT:

2.94

BX:

1.59

Omega Ratio

PJT:

1.36

BX:

1.19

Calmar Ratio

PJT:

4.57

BX:

1.69

Martin Ratio

PJT:

10.84

BX:

4.47

Ulcer Index

PJT:

5.74%

BX:

7.05%

Daily Std Dev

PJT:

31.93%

BX:

29.20%

Max Drawdown

PJT:

-58.44%

BX:

-87.64%

Current Drawdown

PJT:

-6.46%

BX:

-16.96%

Fundamentals

Market Cap

PJT:

$6.99B

BX:

$203.75B

EPS

PJT:

$4.92

BX:

$3.62

PE Ratio

PJT:

36.10

BX:

46.09

PEG Ratio

PJT:

1.36

BX:

2.08

Total Revenue (TTM)

PJT:

$1.02B

BX:

$7.11B

Gross Profit (TTM)

PJT:

$296.89M

BX:

$5.64B

EBITDA (TTM)

PJT:

$199.24M

BX:

$3.31B

Returns By Period

In the year-to-date period, PJT achieves a 5.26% return, which is significantly higher than BX's -4.13% return.


PJT

YTD

5.26%

1M

0.56%

6M

35.13%

1Y

65.27%

5Y*

28.42%

10Y*

N/A

BX

YTD

-4.13%

1M

-8.94%

6M

23.27%

1Y

33.33%

5Y*

26.17%

10Y*

22.11%

*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

PJT vs. BX — Risk-Adjusted Performance Rank

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

PJT
The Risk-Adjusted Performance Rank of PJT is 9292
Overall Rank
The Sharpe Ratio Rank of PJT is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PJT is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PJT is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PJT is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PJT is 9292
Martin Ratio Rank

BX
The Risk-Adjusted Performance Rank of BX is 7777
Overall Rank
The Sharpe Ratio Rank of BX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BX is 7979
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.

PJT vs. BX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PJT Partners Inc. (PJT) and The Blackstone Group Inc. (BX). 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 PJT, currently valued at 1.95, compared to the broader market-2.000.002.001.951.08
The chart of Sortino ratio for PJT, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.006.002.941.59
The chart of Omega ratio for PJT, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.19
The chart of Calmar ratio for PJT, currently valued at 4.57, compared to the broader market0.002.004.006.004.571.69
The chart of Martin ratio for PJT, currently valued at 10.84, compared to the broader market-10.000.0010.0020.0030.0010.844.47
PJT
BX

The current PJT Sharpe Ratio is 1.95, which is higher than the BX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of PJT and BX, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.95
1.08
PJT
BX

Dividends

PJT vs. BX - Dividend Comparison

PJT's dividend yield for the trailing twelve months is around 0.60%, less than BX's 2.41% yield.


TTM20242023202220212020201920182017201620152014
PJT
PJT Partners Inc.
0.60%0.63%0.98%1.36%4.32%0.27%0.44%0.52%0.44%0.65%0.00%0.00%
BX
The Blackstone Group Inc.
2.41%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.86%5.63%

Drawdowns

PJT vs. BX - Drawdown Comparison

The maximum PJT drawdown since its inception was -58.44%, smaller than the maximum BX drawdown of -87.64%. Use the drawdown chart below to compare losses from any high point for PJT and BX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.46%
-16.96%
PJT
BX

Volatility

PJT vs. BX - Volatility Comparison

PJT Partners Inc. (PJT) has a higher volatility of 10.24% compared to The Blackstone Group Inc. (BX) at 8.30%. This indicates that PJT's price experiences larger fluctuations and is considered to be riskier than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
10.24%
8.30%
PJT
BX

Financials

PJT vs. BX - Financials Comparison

This section allows you to compare key financial metrics between PJT Partners Inc. and The Blackstone Group 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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