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STT vs. BLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STT and BLK is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

STT vs. BLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Corporation (STT) 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%NovemberDecember2025FebruaryMarchApril
273.55%
9,521.96%
STT
BLK

Key characteristics

Sharpe Ratio

STT:

0.08

BLK:

0.14

Sortino Ratio

STT:

0.27

BLK:

0.34

Omega Ratio

STT:

1.04

BLK:

1.05

Calmar Ratio

STT:

0.08

BLK:

0.14

Martin Ratio

STT:

0.38

BLK:

0.60

Ulcer Index

STT:

5.46%

BLK:

5.53%

Daily Std Dev

STT:

25.65%

BLK:

23.13%

Max Drawdown

STT:

-82.26%

BLK:

-60.36%

Current Drawdown

STT:

-24.77%

BLK:

-23.10%

Fundamentals

Market Cap

STT:

$22.01B

BLK:

$127.71B

EPS

STT:

$8.21

BLK:

$42.04

PE Ratio

STT:

9.29

BLK:

19.57

PEG Ratio

STT:

0.81

BLK:

1.47

Total Revenue (TTM)

STT:

$11.84B

BLK:

$16.03B

Gross Profit (TTM)

STT:

$11.62B

BLK:

$11.18B

EBITDA (TTM)

STT:

$2.03B

BLK:

$6.30B

Returns By Period

In the year-to-date period, STT achieves a -21.04% return, which is significantly lower than BLK's -19.31% return. Over the past 10 years, STT has underperformed BLK with an annualized return of 2.85%, while BLK has yielded a comparatively higher 11.09% annualized return.


STT

YTD

-21.04%

1M

-14.22%

6M

-11.23%

1Y

4.10%

5Y*

9.87%

10Y*

2.85%

BLK

YTD

-19.31%

1M

-13.13%

6M

-12.43%

1Y

5.53%

5Y*

16.05%

10Y*

11.09%

*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

STT vs. BLK — Risk-Adjusted Performance Rank

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

STT
The Risk-Adjusted Performance Rank of STT is 5959
Overall Rank
The Sharpe Ratio Rank of STT is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of STT is 5252
Sortino Ratio Rank
The Omega Ratio Rank of STT is 5353
Omega Ratio Rank
The Calmar Ratio Rank of STT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of STT is 6363
Martin Ratio Rank

BLK
The Risk-Adjusted Performance Rank of BLK is 6161
Overall Rank
The Sharpe Ratio Rank of BLK is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BLK is 5454
Sortino Ratio Rank
The Omega Ratio Rank of BLK is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BLK is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BLK is 6666
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.

STT vs. BLK - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for STT, currently valued at 0.08, compared to the broader market-2.00-1.000.001.002.00
STT: 0.08
BLK: 0.14
The chart of Sortino ratio for STT, currently valued at 0.27, compared to the broader market-6.00-4.00-2.000.002.004.00
STT: 0.27
BLK: 0.34
The chart of Omega ratio for STT, currently valued at 1.04, compared to the broader market0.501.001.502.00
STT: 1.04
BLK: 1.05
The chart of Calmar ratio for STT, currently valued at 0.08, compared to the broader market0.001.002.003.004.00
STT: 0.08
BLK: 0.14
The chart of Martin ratio for STT, currently valued at 0.38, compared to the broader market-10.000.0010.0020.00
STT: 0.38
BLK: 0.60

The current STT Sharpe Ratio is 0.08, which is lower than the BLK Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of STT 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.08
0.14
STT
BLK

Dividends

STT vs. BLK - Dividend Comparison

STT's dividend yield for the trailing twelve months is around 3.90%, more than BLK's 2.49% yield.


TTM20242023202220212020201920182017201620152014
STT
State Street Corporation
3.90%2.18%3.41%3.09%2.34%2.86%2.50%2.82%1.64%1.85%1.99%1.48%
BLK
BlackRock, Inc.
2.49%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%

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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.77%
-23.10%
STT
BLK

Volatility

STT vs. BLK - Volatility Comparison

State Street Corporation (STT) and BlackRock, Inc. (BLK) have volatilities of 13.17% and 12.80%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.17%
12.80%
STT
BLK

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.


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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