Blue Owl Correlations

OTF Stock

14.10 0.15 1.08%

The current 90-days correlation between Blue Owl Technology and Blue Owl Capital is 0.61 (i.e., Poor diversification). The correlation of Blue Owl is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Blue Owl Correlation With Market

Weak diversification

The correlation between Blue Owl Technology and DJI is 0.39 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Blue Owl Technology and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Blue Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Blue Owl Technology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population.

Moving against Blue Stock

0.37	EC	Ecopetrol SA ADR	Pair Corr
0.34	VFS	VinFast Auto	Pair Corr
0.36	L	Loews Corp	Pair Corr
0.37	SGAPY	Singapore Telecommunicatio	Pair Corr

Related Correlations Analysis

	OBDC	JHG	PSEC	HLNE	HON	AMG	ATCO	MAIN	PNFP	MARA
OBDC		0.3	-0.33	0.09	0.07	0.17	0.0	0.41	0.45	0.03	OBDC
JHG	0.3		-0.13	0.49	0.18	0.51	0.0	0.66	0.74	-0.3	JHG
PSEC	-0.33	-0.13		-0.38	-0.03	-0.12	0.0	-0.21	-0.37	0.17	PSEC
HLNE	0.09	0.49	-0.38		0.13	0.19	0.0	0.76	0.58	-0.2	HLNE
HON	0.07	0.18	-0.03	0.13		-0.13	0.0	0.19	-0.04	0.19	HON
AMG	0.17	0.51	-0.12	0.19	-0.13		0.0	0.12	0.58	-0.85	AMG
ATCO	0.0	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	ATCO
MAIN	0.41	0.66	-0.21	0.76	0.19	0.12	0.0		0.72	-0.02	MAIN
PNFP	0.45	0.74	-0.37	0.58	-0.04	0.58	0.0	0.72		-0.46	PNFP
MARA	0.03	-0.3	0.17	-0.2	0.19	-0.85	0.0	-0.02	-0.46		MARA
	OBDC	JHG	PSEC	HLNE	HON	AMG	ATCO	MAIN	PNFP	MARA

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

MAIN	+ 0.76	HLNE
PNFP	+ 0.74	JHG
PNFP	+ 0.72	MAIN
MAIN	+ 0.66	JHG
PNFP	+ 0.58	HLNE
PNFP	+ 0.58	AMG

High negative correlations

MARA	- 0.85	AMG
MARA	- 0.46	PNFP
HLNE	- 0.38	PSEC
PNFP	- 0.37	PSEC
PSEC	- 0.33	OBDC
MARA	- 0.3	JHG

Risk-Adjusted Indicators

There is a big difference between Blue Stock performing well and Blue Owl Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Blue Owl's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
OBDC	1.02	(0.16)	0.00	(0.12)	0.00	0.00	2.51	(2.04)	8.37
JHG	1.30	0.02	0.03	0.07	1.68	(1.42)	2.51	(2.83)	14.63
PSEC	1.44	(0.06)	(0.04)	(0.01)	1.61	(1.70)	4.31	(2.77)	10.70
HLNE	1.65	(0.17)	0.00	(0.09)	0.00	0.00	3.02	(3.51)	9.90
HON	0.97	(0.05)	(0.05)	0.00	1.17	(1.08)	1.96	(2.05)	9.17
AMG	1.29	0.19	0.13	0.20	1.34	(1.44)	3.07	(2.15)	10.56
ATCO	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MAIN	1.08	(0.18)	0.00	(0.14)	0.00	0.00	2.38	(2.27)	7.54
PNFP	1.26	0.02	0.02	0.07	1.89	(1.26)	2.87	(1.97)	9.66
MARA	3.81	(0.95)	0.00	(0.24)	0.00	0.00	9.30	(7.75)	27.00

Blue Owl Corporate Management

Neena JD	VP Secretary	Profile
Karen Hager	Chief Officer	Profile
Jennifer Mcmillon	CoTreasurer CoController	Profile
Matthew Swatt	CoTreasurer Officer	Profile

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