BAM vs. ADX
Compare and contrast key facts about Brookfield Asset Management Inc. (BAM) and Adams Diversified Equity Fund, Inc. (ADX).
ADX is managed by Adams Funds. It was launched on Jan 2, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAM or ADX.
Key characteristics
| BAM | ADX | |
|---|---|---|
| YTD Return | 44.89% | 30.14% |
| 1Y Return | 79.72% | 38.95% |
| Sharpe Ratio | 3.43 | 2.98 |
| Sortino Ratio | 4.23 | 3.97 |
| Omega Ratio | 1.53 | 1.53 |
| Calmar Ratio | 7.54 | 4.50 |
| Martin Ratio | 17.34 | 16.45 |
| Ulcer Index | 5.09% | 2.54% |
| Daily Std Dev | 25.75% | 14.01% |
| Max Drawdown | -20.47% | -60.58% |
| Current Drawdown | -2.11% | -0.27% |
Correlation
The correlation between BAM and ADX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BAM vs. ADX - Performance Comparison
In the year-to-date period, BAM achieves a 44.89% return, which is significantly higher than ADX's 30.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BAM vs. ADX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Inc. (BAM) and Adams Diversified Equity Fund, Inc. (ADX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BAM vs. ADX - Dividend Comparison
BAM's dividend yield for the trailing twelve months is around 2.58%, less than ADX's 7.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAM Brookfield Asset Management Inc. | 2.58% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADX Adams Diversified Equity Fund, Inc. | 7.53% | 7.34% | 7.36% | 1.13% | 5.96% | 9.00% | 15.85% | 9.18% | 1.57% | 1.17% | 8.63% | 6.43% |
Drawdowns
BAM vs. ADX - Drawdown Comparison
The maximum BAM drawdown since its inception was -20.47%, smaller than the maximum ADX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for BAM and ADX. For additional features, visit the drawdowns tool.
Volatility
BAM vs. ADX - Volatility Comparison
Brookfield Asset Management Inc. (BAM) has a higher volatility of 7.51% compared to Adams Diversified Equity Fund, Inc. (ADX) at 3.50%. This indicates that BAM's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.