BEN vs BLK: returns, Sharpe ratio and drawdown

Over the past year, BEN returned +37.11% against -8.74% for BLK. Over five years, BLK averaged +3.27% a year, compared with +1.52% for BEN. BEN had the higher Sharpe ratio over the past year (1.13 vs -0.36), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -19.21% for BEN and -23.26% for BLK.