PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RNST vs. OWL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RNST and OWL is 0.37, 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.


-0.50.00.51.00.4

Performance

RNST vs. OWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Renasant Corporation (RNST) and Blue Owl Capital Inc. (OWL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
3.73%
25.01%
RNST
OWL

Key characteristics

Sharpe Ratio

RNST:

0.49

OWL:

1.78

Sortino Ratio

RNST:

0.96

OWL:

2.32

Omega Ratio

RNST:

1.11

OWL:

1.31

Calmar Ratio

RNST:

0.48

OWL:

2.87

Martin Ratio

RNST:

1.67

OWL:

8.40

Ulcer Index

RNST:

9.47%

OWL:

6.93%

Daily Std Dev

RNST:

32.14%

OWL:

32.81%

Max Drawdown

RNST:

-73.06%

OWL:

-50.53%

Current Drawdown

RNST:

-13.79%

OWL:

-9.11%

Fundamentals

Market Cap

RNST:

$2.27B

OWL:

$33.68B

EPS

RNST:

$3.08

OWL:

$0.18

PE Ratio

RNST:

11.59

OWL:

125.28

Total Revenue (TTM)

RNST:

$590.57M

OWL:

$1.66B

Gross Profit (TTM)

RNST:

$590.57M

OWL:

$1.20B

EBITDA (TTM)

RNST:

$154.50M

OWL:

$726.90M

Returns By Period

In the year-to-date period, RNST achieves a -0.17% return, which is significantly higher than OWL's -3.05% return.


RNST

YTD

-0.17%

1M

-1.58%

6M

3.72%

1Y

16.26%

5Y*

2.91%

10Y*

5.11%

OWL

YTD

-3.05%

1M

-7.47%

6M

25.01%

1Y

57.46%

5Y*

N/A

10Y*

N/A

*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

RNST vs. OWL — Risk-Adjusted Performance Rank

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

RNST
The Risk-Adjusted Performance Rank of RNST is 6565
Overall Rank
The Sharpe Ratio Rank of RNST is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of RNST is 6262
Sortino Ratio Rank
The Omega Ratio Rank of RNST is 5959
Omega Ratio Rank
The Calmar Ratio Rank of RNST is 6969
Calmar Ratio Rank
The Martin Ratio Rank of RNST is 6767
Martin Ratio Rank

OWL
The Risk-Adjusted Performance Rank of OWL is 9090
Overall Rank
The Sharpe Ratio Rank of OWL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of OWL is 8787
Sortino Ratio Rank
The Omega Ratio Rank of OWL is 8686
Omega Ratio Rank
The Calmar Ratio Rank of OWL is 9595
Calmar Ratio Rank
The Martin Ratio Rank of OWL is 9090
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.

RNST vs. OWL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Renasant Corporation (RNST) and Blue Owl Capital Inc. (OWL). 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 RNST, currently valued at 0.49, compared to the broader market-2.000.002.000.491.78
The chart of Sortino ratio for RNST, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.962.32
The chart of Omega ratio for RNST, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.31
The chart of Calmar ratio for RNST, currently valued at 0.48, compared to the broader market0.002.004.006.000.482.87
The chart of Martin ratio for RNST, currently valued at 1.67, compared to the broader market0.0010.0020.001.678.40
RNST
OWL

The current RNST Sharpe Ratio is 0.49, which is lower than the OWL Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of RNST and OWL, 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.49
1.78
RNST
OWL

Dividends

RNST vs. OWL - Dividend Comparison

RNST's dividend yield for the trailing twelve months is around 2.47%, less than OWL's 3.02% yield.


TTM20242023202220212020201920182017201620152014
RNST
Renasant Corporation
2.47%2.46%2.61%2.34%2.32%2.61%2.46%2.65%1.79%1.68%1.98%2.35%
OWL
Blue Owl Capital Inc.
3.02%2.92%3.69%4.06%0.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RNST vs. OWL - Drawdown Comparison

The maximum RNST drawdown since its inception was -73.06%, which is greater than OWL's maximum drawdown of -50.53%. Use the drawdown chart below to compare losses from any high point for RNST and OWL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.79%
-9.11%
RNST
OWL

Volatility

RNST vs. OWL - Volatility Comparison

Renasant Corporation (RNST) and Blue Owl Capital Inc. (OWL) have volatilities of 9.70% and 10.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
9.70%
10.06%
RNST
OWL

Financials

RNST vs. OWL - Financials Comparison

This section allows you to compare key financial metrics between Renasant Corporation and Blue Owl Capital 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab