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SSASX vs. BLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SSASX and BLK is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

SSASX vs. BLK - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%December2025FebruaryMarchAprilMay
152.83%
10,768.60%
SSASX
BLK

Key characteristics

Sharpe Ratio

SSASX:

1.00

BLK:

1.01

Sortino Ratio

SSASX:

1.48

BLK:

1.48

Omega Ratio

SSASX:

1.18

BLK:

1.21

Calmar Ratio

SSASX:

0.40

BLK:

1.09

Martin Ratio

SSASX:

2.22

BLK:

3.64

Ulcer Index

SSASX:

2.75%

BLK:

7.14%

Daily Std Dev

SSASX:

6.10%

BLK:

25.87%

Max Drawdown

SSASX:

-21.01%

BLK:

-60.36%

Current Drawdown

SSASX:

-9.24%

BLK:

-13.13%

Returns By Period

In the year-to-date period, SSASX achieves a 2.70% return, which is significantly higher than BLK's -8.86% return. Over the past 10 years, SSASX has underperformed BLK with an annualized return of 1.25%, while BLK has yielded a comparatively higher 12.61% annualized return.


SSASX

YTD

2.70%

1M

-0.51%

6M

2.45%

1Y

6.76%

5Y*

-0.86%

10Y*

1.25%

BLK

YTD

-8.86%

1M

-3.39%

6M

-4.69%

1Y

25.59%

5Y*

16.80%

10Y*

12.61%

*Annualized

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Risk-Adjusted Performance

SSASX vs. BLK — Risk-Adjusted Performance Rank

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

SSASX
The Risk-Adjusted Performance Rank of SSASX is 6363
Overall Rank
The Sharpe Ratio Rank of SSASX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SSASX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SSASX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SSASX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SSASX is 5454
Martin Ratio Rank

BLK
The Risk-Adjusted Performance Rank of BLK is 8181
Overall Rank
The Sharpe Ratio Rank of BLK is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BLK is 7777
Sortino Ratio Rank
The Omega Ratio Rank of BLK is 7878
Omega Ratio Rank
The Calmar Ratio Rank of BLK is 8585
Calmar Ratio Rank
The Martin Ratio Rank of BLK is 8282
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.

SSASX vs. BLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Income Fund (SSASX) 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.


The chart of Sharpe ratio for SSASX, currently valued at 1.00, compared to the broader market-2.00-1.000.001.002.003.00
SSASX: 1.00
BLK: 0.95
The chart of Sortino ratio for SSASX, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.00
SSASX: 1.48
BLK: 1.41
The chart of Omega ratio for SSASX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
SSASX: 1.18
BLK: 1.20
The chart of Calmar ratio for SSASX, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.00
SSASX: 0.40
BLK: 1.03
The chart of Martin ratio for SSASX, currently valued at 2.22, compared to the broader market0.0010.0020.0030.0040.00
SSASX: 2.22
BLK: 3.42

The current SSASX Sharpe Ratio is 1.00, which is comparable to the BLK Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SSASX and BLK, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.00
0.95
SSASX
BLK

Dividends

SSASX vs. BLK - Dividend Comparison

SSASX's dividend yield for the trailing twelve months is around 3.73%, more than BLK's 2.21% yield.


TTM20242023202220212020201920182017201620152014
SSASX
State Street Income Fund
3.73%4.16%3.82%2.92%5.45%3.06%2.74%2.96%2.42%3.33%3.11%2.70%
BLK
BlackRock, Inc.
2.21%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%

Drawdowns

SSASX vs. BLK - Drawdown Comparison

The maximum SSASX drawdown since its inception was -21.01%, smaller than the maximum BLK drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for SSASX and BLK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.24%
-13.13%
SSASX
BLK

Volatility

SSASX vs. BLK - Volatility Comparison

The current volatility for State Street Income Fund (SSASX) is 2.37%, while BlackRock, Inc. (BLK) has a volatility of 17.12%. This indicates that SSASX experiences smaller price fluctuations and is considered to be less risky than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
2.37%
17.12%
SSASX
BLK