VIRT vs. BLK
VIRT (Virtu Financial, Inc.) and BLK (BlackRock, Inc.) are both stocks. Both are in the Financial Services sector — VIRT in Capital Markets, BLK in Asset Management. Over the past 10 years, VIRT returned 15.55%/yr vs 13.38%/yr for BLK. At a 0.21 correlation, their price movements are largely independent.
Performance
VIRT vs. BLK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VIRT achieves a 54.02% return, which is significantly higher than BLK's -6.91% return. Over the past 10 years, VIRT has outperformed BLK with an annualized return of 15.55%, while BLK has yielded a comparatively lower 13.38% annualized return.
VIRT
- 1D
- 2.57%
- 1M
- 2.98%
- YTD
- 54.02%
- 6M
- 47.09%
- 1Y
- 29.03%
- 3Y*
- 45.97%
- 5Y*
- 14.00%
- 10Y*
- 15.55%
BLK
- 1D
- -2.76%
- 1M
- -5.83%
- YTD
- -6.91%
- 6M
- -7.28%
- 1Y
- 2.97%
- 3Y*
- 15.97%
- 5Y*
- 4.62%
- 10Y*
- 13.38%
VIRT vs. BLK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIRT Virtu Financial, Inc. | 54.02% | -4.24% | 83.03% | 4.61% | -26.51% | 18.58% | 64.42% | -34.86% | 45.96% | 21.52% |
BLK BlackRock, Inc. | -6.91% | 6.55% | 29.29% | 17.86% | -20.40% | 29.39% | 47.21% | 31.87% | -21.59% | 38.20% |
Correlation
The correlation between VIRT and BLK is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2015 | 0.21 |
The correlation between VIRT and BLK shifts across timeframes, from 0.21 (10 years) to 0.32 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
VIRT:
$4.37B
BLK:
$163.49B
VIRT:
$13.54
BLK:
$38.89
VIRT:
3.75
BLK:
25.48
VIRT:
1.12
BLK:
6.20
VIRT:
1.99
BLK:
2.88
VIRT:
$3.89B
BLK:
$25.71B
VIRT:
$1.64B
BLK:
$15.21B
VIRT:
$2.44B
BLK:
$9.79B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VIRT vs. BLK — Risk / Return Rank
VIRT
BLK
VIRT vs. BLK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtu Financial, Inc. (VIRT) 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.
| VIRT | BLK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.04 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 0.13 | +0.92 |
| Martin ratioReturn relative to average drawdown | 1.93 | 0.31 | +1.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VIRT | BLK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.12 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.17 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.48 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.59 | -0.24 |
Drawdowns
VIRT vs. BLK - Drawdown Comparison
The maximum VIRT drawdown since its inception was -56.17%, smaller than the maximum BLK drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for VIRT and BLK.
Loading charts...
Drawdown Indicators
| VIRT | BLK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.17% | -60.36% | +4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -27.83% | -22.45% | -5.38% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -23.74% | -4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -54.52% | -43.90% | -10.62% |
Max Drawdown (10Y)Largest decline over 10 years | -56.17% | -43.90% | -12.27% |
Current DrawdownCurrent decline from peak | -7.36% | -16.74% | +9.38% |
Average DrawdownAverage peak-to-trough decline | -25.73% | -11.92% | -13.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.06% | 9.75% | +5.31% |
Volatility
VIRT vs. BLK - Volatility Comparison
Virtu Financial, Inc. (VIRT) has a higher volatility of 10.67% compared to BlackRock, Inc. (BLK) at 7.86%. This indicates that VIRT's price experiences larger fluctuations and is considered to be riskier than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VIRT | BLK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 7.86% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 24.21% | 20.55% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.67% | 25.52% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.36% | 26.72% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.76% | 27.74% | +8.02% |
Dividends
VIRT vs. BLK - Dividend Comparison
VIRT's dividend yield for the trailing twelve months is around 1.89%, less than BLK's 2.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLK BlackRock, Inc. | 2.16% | 1.95% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.08% | 1.95% | 2.41% | 2.56% |
VIRT Virtu Financial, Inc. | 1.89% | 2.88% | 2.69% | 4.74% | 4.70% | 3.33% | 3.81% | 6.00% | 3.73% | 5.25% | 6.02% | 2.12% |
Financials
VIRT vs. BLK - Financials Comparison
This section allows you to compare key financial metrics between Virtu Financial, 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.
Total Revenue: Total amount of money received from sales and other business activities
VIRT vs. BLK - Profitability Comparison
VIRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Virtu Financial, Inc. reported a gross profit of 0.00 and revenue of 1.10B. Therefore, the gross margin over that period was 0.0%.
BLK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
VIRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Virtu Financial, Inc. reported an operating income of 0.00 and revenue of 1.10B, resulting in an operating margin of 0.0%.
BLK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BlackRock, Inc. reported an operating income of 2.33B and revenue of 6.77B, resulting in an operating margin of 34.5%.
VIRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Virtu Financial, Inc. reported a net income of 789.15M and revenue of 1.10B, resulting in a net margin of 72.1%.
BLK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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
VIRT and BLK have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIRT has higher volatility (10.67%) compared to BLK (7.86%). In terms of maximum drawdown, VIRT dropped -56.17% vs BLK's -60.36%.
VIRT currently has the higher Sharpe Ratio (0.98 vs 0.12), 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.
Find the right allocation for VIRT and BLK
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer