Blue Owl Correlations

OWL Stock

USD 20.02 0.59 2.86%

The current 90-days correlation between Blue Owl Capital and Ares Management LP is 0.86 (i.e., Very 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

Poor diversification

The correlation between Blue Owl Capital and DJI is 0.67 (i.e., Poor 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.

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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

0.61	V	Visa Class A Earnings Call Next Week	Pair Corr
0.8	GS	Goldman Sachs Group	Pair Corr
0.85	AXP	American Express	Pair Corr
0.85	COF	Capital One Financial Earnings Call Tomorrow	Pair Corr
0.74	SCM	Stellus Capital Inve	Pair Corr
0.68	GAIN	Gladstone Investment	Pair Corr
0.84	GLAD	Gladstone Capital	Pair Corr
0.8	HTGC	Hercules Capital	Pair Corr
0.71	MAIN	Main Street Capital	Pair Corr
0.71	OPFI	OppFi Inc	Pair Corr
0.84	PFLT	PennantPark Floating Rate	Pair Corr
0.86	PYPL	PayPal Holdings Earnings Call Next Week	Pair Corr
0.82	ALLY	Ally Financial	Pair Corr
0.85	ARCC	Ares Capital Earnings Call This Week	Pair Corr
0.8	TPVG	Triplepoint Venture	Pair Corr
0.81	TSLX	Sixth Street Specialty	Pair Corr
0.77	CSWC	Capital Southwest	Pair Corr
0.84	C	Citigroup Aggressive Push	Pair Corr
0.81	L	Loews Corp Earnings Call This Week	Pair Corr
0.77	DHIL	Diamond Hill Investment	Pair Corr
0.76	AB	AllianceBernstein Earnings Call This Week	Pair Corr
0.76	AC	Associated Capital	Pair Corr
0.82	AX	Axos Financial Earnings Call This Week	Pair Corr
0.85	BK	Bank of New York	Pair Corr
0.91	BN	Brookfield Corp	Pair Corr
0.84	BX	Blackstone Group	Pair Corr
0.78	BY	Byline Bancorp Earnings Call This Week	Pair Corr
0.83	CG	Carlyle Group Earnings Call This Week	Pair Corr
0.79	CM	Canadian Imperial Bank	Pair Corr
0.84	DB	Deutsche Bank AG Earnings Call This Week	Pair Corr
0.72	HG	Hamilton Insurance Group,	Pair Corr
0.72	IX	Orix Corp Ads	Pair Corr

Moving against Blue Stock

0.58	FG	FG Annuities Life	Pair Corr
0.44	EG	Everest Group Earnings Call Next Week	Pair Corr

Related Correlations Analysis

	ARES	TPG	PAX	APO	CION	LPRO	ALIT	BXSL
ARES		0.95	0.87	0.82	0.52	0.94	0.84	0.9	ARES
TPG	0.95		0.83	0.92	0.61	0.92	0.83	0.84	TPG
PAX	0.87	0.83		0.6	0.28	0.92	0.72	0.9	PAX
APO	0.82	0.92	0.6		0.77	0.76	0.77	0.7	APO
CION	0.52	0.61	0.28	0.77		0.43	0.47	0.45	CION
LPRO	0.94	0.92	0.92	0.76	0.43		0.8	0.93	LPRO
ALIT	0.84	0.83	0.72	0.77	0.47	0.8		0.7	ALIT
BXSL	0.9	0.84	0.9	0.7	0.45	0.93	0.7		BXSL
	ARES	TPG	PAX	APO	CION	LPRO	ALIT	BXSL

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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
ARES	1.40	0.27	0.18	0.33	1.42	(1.60)	3.15	(2.94)	9.05
TPG	1.58	0.15	0.11	0.22	1.81	(1.62)	3.97	(3.10)	11.12
PAX	1.30	0.40	0.30	0.59	0.84	(1.61)	2.95	(1.70)	6.05
APO	1.66	0.07	0.08	0.17	1.91	(1.72)	4.39	(3.49)	14.48
CION	1.05	0.13	0.06	0.32	1.26	(1.11)	2.50	(1.78)	7.66
LPRO	4.50	1.24	0.44	0.53	2.88	(6.20)	15.52	(5.43)	29.78
ALIT	1.65	(0.05)	0.00	0.10	1.70	(2.02)	3.98	(3.24)	11.54
BXSL	0.72	0.18	0.12	0.47	0.56	(0.78)	2.03	(1.31)	5.39

Blue Owl Corporate Management

Chris Eby	Head Development	Profile
Ann Dai	MD Relations	Profile
Dana Weeks	Independent Director	Profile
Craig Packer	Co-Founder, Senior Managing Director, Director	Profile
PakSeng Lai	MD APAC	Profile

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