RJF vs. BX
Compare and contrast key facts about Raymond James Financial, Inc. (RJF) and The Blackstone Group Inc. (BX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RJF or BX.
Key characteristics
| RJF | BX | |
|---|---|---|
| YTD Return | 45.65% | 42.23% |
| 1Y Return | 57.96% | 81.51% |
| 3Y Return (Ann) | 18.96% | 12.19% |
| 5Y Return (Ann) | 23.95% | 32.85% |
| 10Y Return (Ann) | 17.37% | 25.53% |
| Sharpe Ratio | 2.54 | 3.07 |
| Sortino Ratio | 3.47 | 3.78 |
| Omega Ratio | 1.46 | 1.46 |
| Calmar Ratio | 3.48 | 3.57 |
| Martin Ratio | 10.23 | 16.87 |
| Ulcer Index | 6.08% | 5.37% |
| Daily Std Dev | 24.47% | 29.51% |
| Max Drawdown | -69.68% | -87.65% |
| Current Drawdown | -1.27% | -0.87% |
Fundamentals
| RJF | BX | |
|---|---|---|
| Market Cap | $32.99B | $219.12B |
| EPS | $9.70 | $2.91 |
| PE Ratio | 16.73 | 62.08 |
| PEG Ratio | 1.88 | 2.25 |
| Total Revenue (TTM) | $10.90B | $10.44B |
| Gross Profit (TTM) | $9.58B | $10.38B |
| EBITDA (TTM) | $2.20B | $5.55B |
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.
Performance
RJF vs. BX - Performance Comparison
In the year-to-date period, RJF achieves a 45.65% return, which is significantly higher than BX's 42.23% return. Over the past 10 years, RJF has underperformed BX with an annualized return of 17.37%, while BX has yielded a comparatively higher 25.53% 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
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.
Dividends
RJF vs. BX - Dividend Comparison
RJF's dividend yield for the trailing twelve months is around 1.12%, less than BX's 1.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RJF Raymond James Financial, Inc. | 1.12% | 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. | 1.90% | 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.
Volatility
RJF vs. BX - Volatility Comparison
Raymond James Financial, Inc. (RJF) has a higher volatility of 13.10% compared to The Blackstone Group Inc. (BX) at 9.22%. This indicates that RJF'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.
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.
Total Revenue: Total amount of money received from sales and other business activities