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

Correlation

The correlation between SFTBY and BX is 0.31, 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.


-0.50.00.51.00.3

Performance

SFTBY vs. BX - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
13.80%
25.27%
SFTBY
BX

Key characteristics

Sharpe Ratio

SFTBY:

0.36

BX:

1.10

Sortino Ratio

SFTBY:

0.79

BX:

1.60

Omega Ratio

SFTBY:

1.10

BX:

1.19

Calmar Ratio

SFTBY:

0.32

BX:

1.88

Martin Ratio

SFTBY:

0.95

BX:

4.88

Ulcer Index

SFTBY:

16.81%

BX:

6.62%

Daily Std Dev

SFTBY:

43.94%

BX:

29.47%

Max Drawdown

SFTBY:

-65.46%

BX:

-87.64%

Current Drawdown

SFTBY:

-36.19%

BX:

-16.51%

Fundamentals

Market Cap

SFTBY:

$90.14B

BX:

$201.22B

EPS

SFTBY:

$4.87

BX:

$3.63

PE Ratio

SFTBY:

6.35

BX:

45.39

PEG Ratio

SFTBY:

1.58

BX:

2.05

Total Revenue (TTM)

SFTBY:

$3.46T

BX:

$7.11B

Gross Profit (TTM)

SFTBY:

$1.80T

BX:

$5.64B

EBITDA (TTM)

SFTBY:

$533.87B

BX:

$3.31B

Returns By Period

In the year-to-date period, SFTBY achieves a 7.29% return, which is significantly higher than BX's -3.62% return. Over the past 10 years, SFTBY has underperformed BX with an annualized return of 8.25%, while BX has yielded a comparatively higher 22.20% annualized return.


SFTBY

YTD

7.29%

1M

7.18%

6M

13.80%

1Y

4.11%

5Y*

4.70%

10Y*

8.25%

BX

YTD

-3.62%

1M

0.81%

6M

25.27%

1Y

30.04%

5Y*

25.64%

10Y*

22.20%

*Annualized

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Risk-Adjusted Performance

SFTBY vs. BX — Risk-Adjusted Performance Rank

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

SFTBY
The Risk-Adjusted Performance Rank of SFTBY is 5757
Overall Rank
The Sharpe Ratio Rank of SFTBY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SFTBY is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SFTBY is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SFTBY is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SFTBY is 5757
Martin Ratio Rank

BX
The Risk-Adjusted Performance Rank of BX is 7878
Overall Rank
The Sharpe Ratio Rank of BX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of BX is 8080
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.

SFTBY vs. BX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoftBank Group Corp. (SFTBY) 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 SFTBY, currently valued at 0.36, compared to the broader market-2.000.002.004.000.361.10
The chart of Sortino ratio for SFTBY, currently valued at 0.79, compared to the broader market-6.00-4.00-2.000.002.004.000.791.60
The chart of Omega ratio for SFTBY, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.19
The chart of Calmar ratio for SFTBY, currently valued at 0.32, compared to the broader market0.002.004.006.000.321.88
The chart of Martin ratio for SFTBY, currently valued at 0.95, compared to the broader market0.0010.0020.0030.000.954.88
SFTBY
BX

The current SFTBY Sharpe Ratio is 0.36, which is lower than the BX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SFTBY 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.36
1.10
SFTBY
BX

Dividends

SFTBY vs. BX - Dividend Comparison

SFTBY has not paid dividends to shareholders, while BX's dividend yield for the trailing twelve months is around 2.40%.


TTM20242023202220212020201920182017201620152014
SFTBY
SoftBank Group Corp.
0.00%0.00%0.70%0.77%0.81%0.54%0.71%0.61%0.49%0.59%1.29%1.19%
BX
The Blackstone Group Inc.
2.40%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.86%5.57%

Drawdowns

SFTBY vs. BX - Drawdown Comparison

The maximum SFTBY drawdown since its inception was -65.46%, smaller than the maximum BX drawdown of -87.64%. Use the drawdown chart below to compare losses from any high point for SFTBY and BX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-36.19%
-16.51%
SFTBY
BX

Volatility

SFTBY vs. BX - Volatility Comparison

SoftBank Group Corp. (SFTBY) has a higher volatility of 17.16% compared to The Blackstone Group Inc. (BX) at 8.78%. This indicates that SFTBY'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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
17.16%
8.78%
SFTBY
BX

Financials

SFTBY vs. BX - Financials Comparison

This section allows you to compare key financial metrics between SoftBank Group Corp. 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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