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

Correlation

The correlation between RJF and BX is 0.52, 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.


-0.50.00.51.00.5

Performance

RJF vs. BX - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
871.35%
1,158.71%
RJF
BX

Key characteristics

Sharpe Ratio

RJF:

1.67

BX:

1.35

Sortino Ratio

RJF:

2.45

BX:

1.90

Omega Ratio

RJF:

1.32

BX:

1.23

Calmar Ratio

RJF:

2.26

BX:

2.57

Martin Ratio

RJF:

6.47

BX:

6.78

Ulcer Index

RJF:

6.24%

BX:

5.75%

Daily Std Dev

RJF:

24.23%

BX:

28.87%

Max Drawdown

RJF:

-69.68%

BX:

-87.65%

Current Drawdown

RJF:

-8.85%

BX:

-14.17%

Fundamentals

Market Cap

RJF:

$32.22B

BX:

$228.58B

EPS

RJF:

$9.70

BX:

$2.90

PE Ratio

RJF:

16.28

BX:

64.99

PEG Ratio

RJF:

1.93

BX:

2.34

Total Revenue (TTM)

RJF:

$14.34B

BX:

$8.40B

Gross Profit (TTM)

RJF:

$13.02B

BX:

$6.92B

EBITDA (TTM)

RJF:

$4.71B

BX:

$3.61B

Returns By Period

In the year-to-date period, RJF achieves a 40.58% return, which is significantly higher than BX's 33.83% return. Over the past 10 years, RJF has underperformed BX with an annualized return of 16.69%, while BX has yielded a comparatively higher 23.97% annualized return.


RJF

YTD

40.58%

1M

-4.40%

6M

29.41%

1Y

41.76%

5Y*

22.71%

10Y*

16.69%

BX

YTD

33.83%

1M

-7.67%

6M

39.15%

1Y

35.68%

5Y*

29.60%

10Y*

23.97%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

RJF vs. BX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Raymond James Financial, Inc. (RJF) 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 RJF, currently valued at 1.67, compared to the broader market-4.00-2.000.002.001.671.35
The chart of Sortino ratio for RJF, currently valued at 2.45, compared to the broader market-4.00-2.000.002.004.002.451.90
The chart of Omega ratio for RJF, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.23
The chart of Calmar ratio for RJF, currently valued at 2.26, compared to the broader market0.002.004.006.002.262.57
The chart of Martin ratio for RJF, currently valued at 6.47, compared to the broader market-5.000.005.0010.0015.0020.0025.006.476.78
RJF
BX

The current RJF Sharpe Ratio is 1.67, which is comparable to the BX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of RJF 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.67
1.35
RJF
BX

Dividends

RJF vs. BX - Dividend Comparison

RJF's dividend yield for the trailing twelve months is around 1.16%, less than BX's 2.02% yield.


TTM20232022202120202019201820172016201520142013
RJF
Raymond James Financial, Inc.
1.16%1.53%1.67%1.04%1.16%1.93%1.48%0.74%1.18%1.28%1.15%1.11%
BX
The Blackstone Group Inc.
2.02%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.68%3.75%

Drawdowns

RJF vs. BX - Drawdown Comparison

The maximum RJF drawdown since its inception was -69.68%, smaller than the maximum BX drawdown of -87.65%. Use the drawdown chart below to compare losses from any high point for RJF and BX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.85%
-14.17%
RJF
BX

Volatility

RJF vs. BX - Volatility Comparison

The current volatility for Raymond James Financial, Inc. (RJF) is 5.98%, while The Blackstone Group Inc. (BX) has a volatility of 10.68%. This indicates that RJF 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.98%
10.68%
RJF
BX

Financials

RJF vs. BX - Financials Comparison

This section allows you to compare key financial metrics between Raymond James Financial, 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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