Blackstone Mortgage Risk Adjusted Performance
| BXMT Stock | | | USD 19.12 0.20 1.06% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Blackstone Mortgage's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
With Risk Adjusted Performance at 0.0147, Blackstone Mortgage shows positive but modest risk-adjusted return. Blackstone Mortgage has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0147 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Blackstone Mortgage's Risk Adjusted Performance is below the group average of 0.06. Peer readings range from 0.0099 (Highwoods Properties) to 0.1532 (Outfront Media), reflecting wide dispersion across the sector. Blackstone Mortgage's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Blackstone Mortgage and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Comparing Risk Adjusted Performance (
0.01 ) to Maximum Drawdown (
9.03 ) for Blackstone Mortgage yields a
614.02 multiple. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Blackstone Mortgage.
Methodology, Assumptions & Data Sources
Blackstone Mortgage's Risk Adjusted Performance currently stands at 0.0147. The Risk Adjusted Performance for Blackstone Mortgage applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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