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SRTS vs. BLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SRTS vs. BLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sensus Healthcare, Inc. (SRTS) and BlackRock, Inc. (BLK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SRTS achieves a -26.63% return, which is significantly lower than BLK's 6.44% return. Over the past 10 years, SRTS has underperformed BLK with an annualized return of -7.48%, while BLK has yielded a comparatively higher 14.43% annualized return.


SRTS

1D
0.34%
1M
-4.89%
6M
-42.86%
YTD
-26.63%
1Y
-47.67%
3Y*
-1.97%
5Y*
-4.21%
10Y*
-7.48%
ALL TIME*
-7.15%

BLK

1D
3.32%
1M
13.15%
6M
1.75%
YTD
6.44%
1Y
5.35%
3Y*
19.33%
5Y*
7.58%
10Y*
14.43%
ALL TIME*
20.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$802.73M$837.40M$807.09M
$59.83K$62.18K$174.61K

SRTS vs. BLK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRTS
Sensus Healthcare, Inc.
-26.63%-42.49%193.22%-68.19%2.77%87.05%9.04%-52.23%43.60%-1.71%
BLK
BlackRock, Inc.
6.44%6.55%29.29%17.86%-20.40%29.39%47.21%31.87%-21.59%38.20%

Correlation

The correlation between SRTS and BLK is 0.26, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.26

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.27

Correlation (10Y)
Provides a long-term view across more market conditions.

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2016

0.16

The correlation between SRTS and BLK shifts across timeframes, from 0.16 (10 years) to 0.27 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SRTS:

$48.07M

BLK:

$174.62B

EPS

SRTS:

-$0.47

BLK:

$38.53

PS Ratio

SRTS:

2.12

BLK:

7.11

PB Ratio

SRTS:

1.06

BLK:

3.28

Total Revenue (TTM)

SRTS:

$22.53M

BLK:

$25.71B

Gross Profit (TTM)

SRTS:

$8.51M

BLK:

$15.21B

EBITDA (TTM)

SRTS:

-$8.57M

BLK:

$9.79B

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Return for Risk

SRTS vs. BLK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SRTS
SRTS Risk / Return Rank: 1212
Overall Rank
SRTS Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SRTS Sortino Ratio Rank: 1818
Sortino Ratio Rank
SRTS Omega Ratio Rank: 1515
Omega Ratio Rank
SRTS Calmar Ratio Rank: 55
Calmar Ratio Rank
SRTS Martin Ratio Rank: 88
Martin Ratio Rank

BLK
BLK Risk / Return Rank: 4949
Overall Rank
BLK Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BLK Sortino Ratio Rank: 4545
Sortino Ratio Rank
BLK Omega Ratio Rank: 4444
Omega Ratio Rank
BLK Calmar Ratio Rank: 5151
Calmar Ratio Rank
BLK Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SRTS vs. BLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sensus Healthcare, Inc. (SRTS) and BlackRock, Inc. (BLK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SRTSBLKDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

0.90

1.06

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.94

0.24

-1.18

Martin ratioReturn relative to average drawdown

-1.39

0.48

-1.87

SRTS vs. BLK - Sharpe Ratio Comparison

The current SRTS Sharpe Ratio is -0.65, which is lower than the BLK Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of SRTS and BLK, 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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Drawdowns

SRTS vs. BLK - Drawdown Comparison

The maximum SRTS drawdown since its inception was -87.51%, which is greater than BLK's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for SRTS and BLK.


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Drawdown Indicators


SRTSBLKDifference

Max Drawdown

Largest peak-to-trough decline

-87.51%

-60.36%

-27.15%

Max Drawdown (1Y)

Largest decline over 1 year

-51.09%

-22.45%

-28.64%

Max Drawdown (3Y)

Largest decline over 3 years

-70.08%

-23.74%

-46.34%

Max Drawdown (5Y)

Largest decline over 5 years

-87.51%

-43.90%

-43.61%

Max Drawdown (10Y)

Largest decline over 10 years

-87.51%

-43.90%

-43.61%

Current Drawdown

Current decline from peak

-80.49%

-4.80%

-75.69%

Average Drawdown

Average peak-to-trough decline

-47.13%

-11.93%

-35.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.27%

11.10%

+24.17%

Volatility

SRTS vs. BLK - Volatility Comparison

Sensus Healthcare, Inc. (SRTS) and BlackRock, Inc. (BLK) have volatilities of 10.05% and 10.09%, 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.


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Volatility by Period


SRTSBLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.05%

10.09%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

48.58%

21.46%

+27.12%

Volatility (1Y)

Calculated over the trailing 1-year period

73.47%

27.07%

+46.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.55%

27.00%

+54.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.22%

27.81%

+45.41%

Dividends

SRTS vs. BLK - Dividend Comparison

SRTS has not paid dividends to shareholders, while BLK's dividend yield for the trailing twelve months is around 1.94%.


PositionTTM20252024202320222021202020192018201720162015
BLK
BlackRock, Inc.
1.94%1.95%1.99%2.46%2.75%1.80%2.01%2.63%3.08%1.95%2.41%2.56%
SRTS
Sensus Healthcare, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SRTS vs. BLK - Financials Comparison

This section allows you to compare key financial metrics between Sensus Healthcare, Inc. and BlackRock, 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

Frequently Asked Questions


SRTS and BLK have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLK has higher volatility (10.09%) compared to SRTS (10.05%). In terms of maximum drawdown, SRTS dropped -87.51% vs BLK's -60.36%.

BLK currently has the higher Sharpe Ratio (0.20 vs -0.65), 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 SRTS and BLK

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