PMT vs. BX
Compare and contrast key facts about PennyMac Mortgage Investment Trust (PMT) and The Blackstone Group Inc. (BX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMT or BX.
Key characteristics
| PMT | BX | |
|---|---|---|
| YTD Return | 1.02% | -5.37% |
| 1Y Return | 40.91% | 51.99% |
| 3Y Return (Ann) | 3.19% | 15.95% |
| 5Y Return (Ann) | 3.87% | 30.04% |
| 10Y Return (Ann) | 7.75% | 21.94% |
| Sharpe Ratio | 1.34 | 1.68 |
| Daily Std Dev | 30.14% | 30.45% |
| Max Drawdown | -75.90% | -87.65% |
| Current Drawdown | -1.99% | -9.83% |
Fundamentals
| PMT | BX | |
|---|---|---|
| Market Cap | $1.29B | $149.97B |
| EPS | $1.52 | $2.84 |
| PE Ratio | 9.74 | 43.68 |
| PEG Ratio | 2.12 | 1.75 |
| Revenue (TTM) | $600.46M | $9.93B |
| Gross Profit (TTM) | -$321.20M | $7.05B |
Correlation
The correlation between PMT and BX is 0.39, 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.
Performance
PMT vs. BX - Performance Comparison
In the year-to-date period, PMT achieves a 1.02% return, which is significantly higher than BX's -5.37% return. Over the past 10 years, PMT has underperformed BX with an annualized return of 7.75%, while BX has yielded a comparatively higher 21.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
PMT vs. BX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PennyMac Mortgage Investment Trust (PMT) 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.
Dividends
PMT vs. BX - Dividend Comparison
PMT's dividend yield for the trailing twelve months is around 10.91%, more than BX's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMT PennyMac Mortgage Investment Trust | 10.91% | 10.70% | 14.61% | 10.85% | 8.64% | 8.43% | 10.10% | 11.70% | 11.48% | 14.15% | 14.18% | 9.93% |
BX The Blackstone Group Inc. | 2.75% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.63% | 3.67% |
Drawdowns
PMT vs. BX - Drawdown Comparison
The maximum PMT drawdown since its inception was -75.90%, smaller than the maximum BX drawdown of -87.65%. Use the drawdown chart below to compare losses from any high point for PMT and BX. For additional features, visit the drawdowns tool.
Volatility
PMT vs. BX - Volatility Comparison
The current volatility for PennyMac Mortgage Investment Trust (PMT) is 6.50%, while The Blackstone Group Inc. (BX) has a volatility of 8.08%. This indicates that PMT experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PMT vs. BX - Financials Comparison
This section allows you to compare key financial metrics between PennyMac Mortgage Investment Trust 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.
Total Revenue: Total amount of money received from sales and other business activities