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RJF vs. CG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RJF vs. CG - Performance Comparison

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

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Returns By Period

In the year-to-date period, RJF achieves a -5.81% return, which is significantly higher than CG's -25.27% return. Over the past 10 years, RJF has outperformed CG with an annualized return of 17.32%, while CG has yielded a comparatively lower 15.91% annualized return.


RJF

1D
-0.83%
1M
-2.68%
YTD
-5.81%
6M
-7.87%
1Y
3.71%
3Y*
17.90%
5Y*
13.36%
10Y*
17.32%

CG

1D
0.21%
1M
-13.31%
YTD
-25.27%
6M
-21.43%
1Y
-3.38%
3Y*
16.77%
5Y*
3.15%
10Y*
15.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RJF vs. CG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RJF
Raymond James Financial, Inc.
-5.81%4.74%40.83%6.12%8.32%59.48%8.70%22.80%-15.65%29.99%
CG
The Carlyle Group Inc.
-25.27%20.20%28.05%42.55%-43.78%78.46%1.62%116.75%-27.28%59.83%

Correlation

The correlation between RJF and CG is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since May 4, 2012

0.50

Over the past year, RJF and CG have become more correlated (0.70) than their long-term average of 0.50, meaning their price movements have been converging.

Fundamentals

Market Cap

RJF:

$30.08B

CG:

$15.65B

EPS

RJF:

$10.55

CG:

$1.48

PE Ratio

RJF:

14.23

CG:

29.43

PEG Ratio

RJF:

1.21

CG:

0.18

PS Ratio

RJF:

1.87

CG:

4.03

Total Revenue (TTM)

RJF:

$16.35B

CG:

$3.99B

Gross Profit (TTM)

RJF:

$6.99B

CG:

$2.92B

EBITDA (TTM)

RJF:

$1.40B

CG:

$1.01B

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Return for Risk

RJF vs. CG — Risk / Return Rank

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

RJF
RJF Risk / Return Rank: 4444
Overall Rank
RJF Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
RJF Sortino Ratio Rank: 4040
Sortino Ratio Rank
RJF Omega Ratio Rank: 3939
Omega Ratio Rank
RJF Calmar Ratio Rank: 4747
Calmar Ratio Rank
RJF Martin Ratio Rank: 4747
Martin Ratio Rank

CG
CG Risk / Return Rank: 3737
Overall Rank
CG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CG Sortino Ratio Rank: 3434
Sortino Ratio Rank
CG Omega Ratio Rank: 3333
Omega Ratio Rank
CG Calmar Ratio Rank: 3939
Calmar Ratio Rank
CG Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RJF vs. CG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Raymond James Financial, Inc. (RJF) and The Carlyle Group Inc. (CG). 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.


RJFCGDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.05

1.01

+0.03

Calmar ratioReturn relative to maximum drawdown

0.19

-0.09

+0.28

Martin ratioReturn relative to average drawdown

0.40

-0.18

+0.58

RJF vs. CG - Sharpe Ratio Comparison

The current RJF Sharpe Ratio is 0.15, which is higher than the CG Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of RJF and CG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RJFCGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

-0.09

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.08

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.43

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.30

+0.20

Drawdowns

RJF vs. CG - Drawdown Comparison

The maximum RJF drawdown since its inception was -69.68%, which is greater than CG's maximum drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for RJF and CG.


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Drawdown Indicators


RJFCGDifference

Max Drawdown

Largest peak-to-trough decline

-69.68%

-62.69%

-6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-19.64%

-37.83%

+18.19%

Max Drawdown (3Y)

Largest decline over 3 years

-28.12%

-38.53%

+10.41%

Max Drawdown (5Y)

Largest decline over 5 years

-32.11%

-56.75%

+24.64%

Max Drawdown (10Y)

Largest decline over 10 years

-45.59%

-56.75%

+11.16%

Current Drawdown

Current decline from peak

-14.02%

-35.87%

+21.85%

Average Drawdown

Average peak-to-trough decline

-14.63%

-21.74%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.19%

19.30%

-10.11%

Volatility

RJF vs. CG - Volatility Comparison

The current volatility for Raymond James Financial, Inc. (RJF) is 7.61%, while The Carlyle Group Inc. (CG) has a volatility of 9.57%. This indicates that RJF experiences smaller price fluctuations and is considered to be less risky than CG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RJFCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

9.57%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

19.38%

27.66%

-8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

24.56%

35.92%

-11.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.05%

39.74%

-11.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.96%

37.36%

-6.40%

Dividends

RJF vs. CG - Dividend Comparison

RJF's dividend yield for the trailing twelve months is around 1.38%, less than CG's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
CG
The Carlyle Group Inc.
3.21%2.37%2.77%3.38%4.11%1.82%3.18%4.24%7.87%5.41%11.02%21.70%
RJF
Raymond James Financial, Inc.
1.38%1.25%0.87%1.53%1.67%1.04%1.16%1.93%1.48%0.74%1.18%1.28%

Financials

RJF vs. CG - Financials Comparison

This section allows you to compare key financial metrics between Raymond James Financial, Inc. and The Carlyle 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


0.001.00B2.00B3.00B4.00B20222023202420252026
4.26B
189.60M
(RJF) Total Revenue
(CG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


RJF and CG have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CG has higher volatility (9.57%) compared to RJF (7.61%). In terms of maximum drawdown, RJF dropped -69.68% vs CG's -62.69%.

RJF currently has the higher Sharpe Ratio (0.15 vs -0.09), 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.

Portfolio Optimizer

Find the right allocation for RJF and CG

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