STT vs. BLK
STT (State Street Corporation) and BLK (BlackRock, Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, STT returned 14.13%/yr vs 14.29%/yr for BLK. Their 0.54 correlation means they have sometimes moved together and sometimes differently.
Performance
STT vs. BLK - Performance Comparison
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Returns By Period
In the year-to-date period, STT achieves a 45.36% return, which is significantly higher than BLK's 3.02% return. Both investments have delivered pretty close results over the past 10 years, with STT having a 14.13% annualized return and BLK not far ahead at 14.29%.
STT
- 1D
- 0.73%
- 1M
- 7.89%
- 6M
- 42.38%
- YTD
- 45.36%
- 1Y
- 73.96%
- 3Y*
- 41.07%
- 5Y*
- 19.88%
- 10Y*
- 14.13%
- ALL TIME*
- 12.33%
BLK
- 1D
- -0.73%
- 1M
- 9.51%
- 6M
- -1.46%
- YTD
- 3.02%
- 1Y
- 1.96%
- 3Y*
- 16.85%
- 5Y*
- 7.24%
- 10Y*
- 14.29%
- ALL TIME*
- 19.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $789.71M | $828.12M | $797.11M | |
| $374.32M | $453.15M | $386.42M |
STT vs. BLK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STT State Street Corporation | 45.36% | 35.54% | 30.18% | 3.54% | -13.75% | 31.03% | -4.76% | 29.35% | -33.97% | 27.84% |
BLK BlackRock, Inc. | 3.02% | 6.55% | 29.29% | 17.86% | -20.40% | 29.39% | 47.21% | 31.87% | -21.59% | 38.20% |
Correlation
The correlation between STT and BLK is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 1999 | 0.54 |
The correlation between STT and BLK shifts across timeframes, from 0.54 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
STT:
$50.97B
BLK:
$169.00B
STT:
$12.10
BLK:
$38.53
STT:
15.23
BLK:
28.30
STT:
2.51
BLK:
6.88
STT:
$21.00B
BLK:
$25.71B
STT:
$15.00B
BLK:
$15.21B
STT:
$4.94B
BLK:
$9.79B
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Return for Risk
STT vs. BLK — Risk / Return Rank
STT
BLK
STT vs. BLK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) 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.
| STT | BLK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.78 | ||
| Sortino ratioReturn per unit of downside risk | +3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.03 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 5.89 | 0.03 | +5.86 |
| Martin ratioReturn relative to average drawdown | 18.11 | 0.06 | +18.05 |
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Drawdowns
STT vs. BLK - Drawdown Comparison
The maximum STT drawdown since its inception was -82.26%, which is greater than BLK's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for STT and BLK.
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Drawdown Indicators
| STT | BLK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.26% | -60.36% | -21.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -22.45% | +10.66% |
Max Drawdown (3Y)Largest decline over 3 years | -25.68% | -23.74% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -41.45% | -43.90% | +2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -59.59% | -43.90% | -15.69% |
Current DrawdownCurrent decline from peak | -1.30% | -7.87% | +6.57% |
Average DrawdownAverage peak-to-trough decline | -20.40% | -11.93% | -8.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 11.10% | -7.27% |
Volatility
STT vs. BLK - Volatility Comparison
The current volatility for State Street Corporation (STT) is 8.16%, while BlackRock, Inc. (BLK) has a volatility of 9.75%. This indicates that STT 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.
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Volatility by Period
| STT | BLK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.16% | 9.75% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 18.56% | 21.22% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.79% | 26.85% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.12% | 26.95% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.62% | 27.78% | +4.84% |
Dividends
STT vs. BLK - Dividend Comparison
STT's dividend yield for the trailing twelve months is around 1.82%, less than BLK's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLK BlackRock, Inc. | 2.01% | 1.95% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.08% | 1.95% | 2.41% | 2.56% |
STT State Street Corporation | 1.82% | 2.42% | 2.18% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% |
Financials
STT vs. BLK - Financials Comparison
This section allows you to compare key financial metrics between State Street Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
STT vs. BLK - Profitability Comparison
STT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, State Street Corporation reported a gross profit of 4.05B and revenue of 4.05B. Therefore, the gross margin over that period was 100.0%.
BLK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, BlackRock, Inc. reported a gross profit of 5.51B and revenue of 6.77B. Therefore, the gross margin over that period was 81.4%.
STT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, State Street Corporation reported an operating income of 1.39B and revenue of 4.05B, resulting in an operating margin of 34.3%.
BLK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, BlackRock, Inc. reported an operating income of 2.33B and revenue of 6.77B, resulting in an operating margin of 34.5%.
STT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, State Street Corporation reported a net income of 1.08B and revenue of 4.05B, resulting in a net margin of 26.8%.
BLK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, BlackRock, Inc. reported a net income of 2.21B and revenue of 6.77B, resulting in a net margin of 32.7%.
Frequently Asked Questions
STT and BLK have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BLK has higher volatility (9.75%) compared to STT (8.16%). In terms of maximum drawdown, STT dropped -82.26% vs BLK's -60.36%.
STT currently has the higher Sharpe Ratio (2.80 vs 0.02), 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.
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