Blackstone Group Inc

10-Year Study

BX.US · Financial Services · US · Common Stock

Executive Summary: Blackstone Group Inc has compounded at 23.0% annually over the last 10 years, with a maximum drawdown of 45.1% and an annualized volatility of 60.5%.

1Y CAGR
-5.6%
3Y CAGR
+18.1%
5Y CAGR
+10.4%
10Y CAGR
+23.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
45.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +107.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.6-19.51.411.4————————-15.9%
20252.7-8.2-13.3-5.15.47.815.6-0.3-0.3-14.20.75.3-7.8%
2024-4.93.52.8-10.63.32.715.50.17.610.113.9-9.835.1%
202329.3-4.5-3.32.7-4.18.613.61.50.7-13.121.716.582.7%
20222.0-2.4-0.4-19.016.0-22.513.3-8.0-10.99.90.4-18.9-40.0%
20213.74.47.719.84.74.819.49.1-7.519.92.2-8.5107.1%
20209.2-11.0-15.414.69.5-0.2-5.3-0.6-1.4-3.419.28.819.8%
201913.00.84.713.9-4.117.49.13.7-1.88.82.93.296.3%
201814.1-4.6-6.0-2.03.20.810.35.73.2-13.34.2-11.60.1%
201713.3-2.10.56.86.61.41.9-2.22.01.1-4.70.927.3%
2016———-1.2-4.6-6.310.82.2-4.5-2.04.65.02.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 60.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.0% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019878.424667326199
2016-05-019428.435818403279
2016-06-018834.455112625878
2016-07-019790.588490944752
2016-08-0110002.173030405269
2016-09-019549.55367099176
2016-10-019362.558686117194
2016-11-019792.933076382018
2016-12-0110283.752022919753
2017-01-0111653.390213357274
2017-02-0111410.811398116324
2017-03-0111472.628394645195
2017-04-0112253.890010350486
2017-05-0113064.487536526925
2017-06-0113251.196596348163
2017-07-0113502.353163188862
2017-08-0113211.73893898931
2017-09-0113470.043632163135
2017-10-0113615.179189230917
2017-11-0112973.048704473582
2017-12-0113095.767737360682
2018-01-0114948.447712885498
2018-02-0114263.199730086748
2018-03-0113403.194354695746
2018-04-0113129.506893653035
2018-05-0113545.241921187617
2018-06-0113647.08842518199
2018-07-0115056.24145798903
2018-08-0115914.245358006758
2018-09-0116418.73152209343
2018-10-0114230.661459018362
2018-11-0114833.105546374183
2018-12-0113109.263399877622
2019-01-0114819.895808910569
2019-02-0114934.608940304566
2019-03-0115641.30130210269
2019-04-0117813.75985726621
2019-05-0117086.938371714004
2019-06-0120052.896134865125
2019-07-0121871.150733969607
2019-08-0122682.548850295356
2019-09-0122263.211167088877
2019-10-0124232.434194348978
2019-11-0124945.531277341583
2019-12-0125736.857454923917
2020-01-0128097.111585111306
2020-02-0125008.320419051757
2020-03-0121166.91732763008
2020-04-0124265.08683543869
2020-05-0126581.651617478026
2020-06-0126516.11759525593
2020-07-0125104.219681936967
2020-08-0124948.73363793882
2020-09-0124595.387457039757
2020-10-0123756.65490561614
2020-11-0128324.76511256869
2020-12-0130826.666514173303
2021-01-0131958.70098529773
2021-02-0133380.377535440406
2021-03-0135935.86129203813
2021-04-0143061.45673096168
2021-05-0145095.52756031589
2021-06-0147270.78818100199
2021-07-0156431.769704525046
2021-08-0161552.573039554874
2021-09-0156955.58440221649
2021-10-0168299.31778282276
2021-11-0169794.36270164864
2021-12-0163843.69049184826
2022-01-0165116.7431992726
2022-02-0163583.898988397166
2022-03-0163319.53268409285
2022-04-0151289.80791554917
2022-05-0159480.41699309776
2022-06-0146068.41614675961
2022-07-0152189.04220825636
2022-08-0148032.14941299585
2022-09-0142796.34702151871
2022-10-0147053.656695506965
2022-11-0147255.00511805845
2022-12-0138302.691698452
2023-01-0149542.119619605306
2023-02-0147308.47310303023
2023-03-0145766.25055040572
2023-04-0146984.69157264497
2023-05-0145043.889495685384
2023-06-0148899.24572970933
2023-07-0155540.99879339627
2023-08-0156378.47327458526
2023-09-0156786.54551069074
2023-10-0149375.482498527475
2023-11-0160079.31560979236
2023-12-0169997.1979344774
2024-01-0166537.96226932996
2024-02-0168860.47429247845
2024-03-0170772.96978915886
2024-04-0163246.85053553761
2024-05-0165356.74868903363
2024-06-0167146.5823378376
2024-07-0177547.04896752462
2024-08-0177661.6477288973
2024-09-0183536.95009464119
2024-10-0191984.89172018229
2024-11-01104783.29740208497
2024-12-0194545.69368277186
2025-01-0197117.41798239845
2025-02-0189125.06933682543
2025-03-0177301.43934671843
2025-04-0173352.01377015056
2025-05-0177278.27941739911
2025-06-0183304.14991622396
2025-07-0196324.94810460281
2025-08-0196036.67846584052
2025-09-0195728.50844336681
2025-10-0182163.48050848911
2025-11-0182768.32636629285
2025-12-0187132.28608517135
2026-01-0180507.17385958793
2026-02-0164830.64659091559
2026-03-0165757.04376368865
2026-04-0173271.15416507024
Annual Return Matrix
YearAnnual Return
20170.27344258284074674
20180.0010305361844833438
20190.9632573295585909
20200.19776342423171855
20211.0710539838128326
2022-0.4000551753294621
20230.8274746455301036
20240.35070683502607736
2025-0.07841084357024908
2026-0.15908146730537887
Total Factor Risk
0.6045406881054375
VTI.US Exposure
0.5104821400358396
VEA.US Exposure
-0.01833625352198196
VWO.US Exposure
-0.013152500785961065
QQQ.US Exposure
-0.11081977971497248
VTV.US Exposure
-0.052191727297135226
IJR.US Exposure
0.07531902062644351
QUAL.US Exposure
0.023058965348853273
SHV.US Exposure
0.4255325740488446
TLT.US Exposure
-0.0031724344555415294
LQD.US Exposure
0.07293656974675228
HYG.US Exposure
-0.005080704019445238
GLD.US Exposure
0.00020677464150464965
USO.US Exposure
0.0001887936820983733
VNQ.US Exposure
-0.001970385305107413
BTC-USD.CC Exposure
0.01388551189754919
CPER.US Exposure
0.00869706224875896
VIX.INDX Exposure
-0.026614144987736184
UUP.US Exposure
0.00018728771776285012
TIP.US Exposure
-0.002210643870669532
Idiosyncratic Exposure
0.10305387396414357
Value Score
38.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
60.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →29.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.15%
Market Cap$138.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$852
Avg Yield on Cost
8.52%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$852.068.52%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-13.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
30.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blackstone Group Inc a high-risk investment?

Blackstone Group Inc (BX.US) has an annualized volatility of 60.5% and experienced a maximum drawdown of 45.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BX.US?

Over the past 10 years, BX.US has generated a Compound Annual Growth Rate (CAGR) of 23.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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