Blue Owl Correlations

OWL Stock

USD 20.65 0.01 0.05%

The current 90-days correlation between Blue Owl Capital and Affiliated Managers Group is 0.74 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Blue Owl moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Blue Owl Capital moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Blue Owl Correlation With Market

Very weak diversification

The correlation between Blue Owl Capital and DJI is 0.57 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Blue Owl Capital and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Blue Stock

0.93	MC	Moelis	Pair Corr
0.78	MS	Morgan Stanley	Pair Corr
0.64	WD	Walker Dunlop	Pair Corr
0.92	AXP	American Express Sell-off Trend	Pair Corr
0.65	CIM	Chimera Investment	Pair Corr
0.66	COF	Capital One Financial	Pair Corr
0.82	PYPL	PayPal Holdings Aggressive Push	Pair Corr
0.77	ALLY	Ally Financial Normal Trading	Pair Corr
0.92	SOFI	SoFi Technologies Aggressive Push	Pair Corr
0.62	UPST	Upstart Holdings Buyout Trend	Pair Corr
0.8	AX	Axos Financial	Pair Corr
0.9	BN	Brookfield Corp	Pair Corr
0.93	BX	Blackstone Group Normal Trading	Pair Corr
0.76	BY	Byline Bancorp	Pair Corr
0.94	CG	Carlyle Group Normal Trading	Pair Corr
0.88	CM	Canadian Imperial Bank	Pair Corr
0.62	FG	FG Annuities Life	Pair Corr
0.65	GS	Goldman Sachs Group	Pair Corr

Moving against Blue Stock

0.69	CB	Chubb	Pair Corr
0.57	TWO	Two Harbors Investments	Pair Corr
0.57	BBUC	Brookfield Business Corp	Pair Corr
0.44	MFA	MFA Financial	Pair Corr
0.39	FORLU	Four Leaf Acquisition	Pair Corr
0.71	VBFC	Village Bank	Pair Corr
0.7	LU	Lufax Holding	Pair Corr
0.67	DB	Deutsche Bank AG	Pair Corr
0.59	TW	Tradeweb Markets Normal Trading	Pair Corr
0.57	WU	Western Union	Pair Corr
0.56	HG	Hamilton Insurance Group, Normal Trading	Pair Corr
0.55	TECTP	Tectonic Financial	Pair Corr
0.54	LX	Lexinfintech Holdings	Pair Corr

Related Correlations Analysis

	APO	KKR	AMG	ARCC	CG	ARES	HLNE	VINP	PX	DHIL
APO		0.9	0.93	-0.07	0.86	0.85	0.54	0.43	0.84	0.59	APO
KKR	0.9		0.87	0.22	0.92	0.93	0.6	0.33	0.89	0.42	KKR
AMG	0.93	0.87		-0.1	0.81	0.77	0.36	0.23	0.77	0.61	AMG
ARCC	-0.07	0.22	-0.1		0.36	0.39	0.26	0.19	0.35	-0.43	ARCC
CG	0.86	0.92	0.81	0.36		0.96	0.5	0.34	0.95	0.3	CG
ARES	0.85	0.93	0.77	0.39	0.96		0.56	0.42	0.95	0.25	ARES
HLNE	0.54	0.6	0.36	0.26	0.5	0.56		0.75	0.62	0.3	HLNE
VINP	0.43	0.33	0.23	0.19	0.34	0.42	0.75		0.43	0.26	VINP
PX	0.84	0.89	0.77	0.35	0.95	0.95	0.62	0.43		0.25	PX
DHIL	0.59	0.42	0.61	-0.43	0.3	0.25	0.3	0.26	0.25		DHIL
	APO	KKR	AMG	ARCC	CG	ARES	HLNE	VINP	PX	DHIL

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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

ARES	+ 0.96	CG
PX	+ 0.95	CG
PX	+ 0.95	ARES
AMG	+ 0.93	APO
ARES	+ 0.93	KKR
CG	+ 0.92	KKR

High negative correlations

DHIL	- 0.43	ARCC
ARCC	- 0.1	AMG
ARCC	- 0.07	APO

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
APO	1.79	(0.18)	0.00	(0.20)	0.00	0.00	3.45	(4.09)	8.29
KKR	2.15	(0.46)	0.00	0.82	0.00	0.00	3.63	(5.61)	13.96
AMG	1.37	(0.08)	0.00	(0.15)	0.00	0.00	2.68	(3.08)	6.33
ARCC	0.85	0.04	0.09	0.72	1.11	(0.85)	1.53	(1.94)	5.67
CG	2.04	(0.13)	0.00	(0.14)	0.00	0.00	3.02	(5.42)	10.93
ARES	1.83	(0.16)	0.00	(0.17)	0.00	0.00	2.70	(5.11)	11.83
HLNE	1.88	(0.19)	0.00	2.53	0.00	0.00	4.03	(5.52)	11.33
VINP	1.34	0.02	0.00	(0.06)	0.00	0.00	2.66	(2.90)	5.72
PX	1.62	(0.06)	0.00	(0.12)	0.00	0.00	2.70	(4.21)	10.88
DHIL	0.88	(0.09)	0.00	(0.20)	0.00	0.00	1.52	(2.53)	5.26

Blue Owl Corporate Management

CPA CPA	Chief Officer	Profile
Marc Lipschultz	Co-President Co-Founder, Director	Profile
Andrew Laurino	Senior Managing Director	Profile
Chris Eby	Head Development	Profile

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