AMG vs. BN
AMG (Affiliated Managers Group, Inc.) and BN (Brookfield Corporation) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, AMG returned 8.09%/yr vs 14.55%/yr for BN. At a 0.45 correlation, their price movements are largely independent.
Performance
AMG vs. BN - Performance Comparison
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Returns By Period
In the year-to-date period, AMG achieves a 16.78% return, which is significantly higher than BN's -3.44% return. Over the past 10 years, AMG has underperformed BN with an annualized return of 8.09%, while BN has yielded a comparatively higher 14.55% annualized return.
AMG
- 1D
- -0.06%
- 1M
- 11.17%
- YTD
- 16.78%
- 6M
- 24.59%
- 1Y
- 84.69%
- 3Y*
- 31.53%
- 5Y*
- 15.94%
- 10Y*
- 8.09%
BN
- 1D
- -0.83%
- 1M
- -6.05%
- YTD
- -3.44%
- 6M
- -4.46%
- 1Y
- 13.31%
- 3Y*
- 28.82%
- 5Y*
- 11.64%
- 10Y*
- 14.55%
AMG vs. BN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMG Affiliated Managers Group, Inc. | 16.78% | 55.93% | 22.15% | -4.40% | -3.67% | 61.80% | 20.53% | -11.79% | -52.15% | 41.93% |
BN Brookfield Corporation | -3.44% | 20.54% | 44.18% | 28.60% | -34.80% | 49.30% | 8.99% | 52.68% | -10.65% | 33.82% |
Correlation
The correlation between AMG and BN is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 1997 | 0.45 |
The correlation between AMG and BN shifts across timeframes, from 0.45 (all time) to 0.62 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
AMG:
$9.26B
BN:
$104.69B
AMG:
$24.29
BN:
$0.56
AMG:
13.86
BN:
78.31
AMG:
0.46
BN:
171.62
AMG:
4.42
BN:
1.36
AMG:
3.00
BN:
2.44
AMG:
$2.37B
BN:
$76.58B
AMG:
$1.61B
BN:
$27.02B
AMG:
$1.53B
BN:
$31.07B
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Return for Risk
AMG vs. BN — Risk / Return Rank
AMG
BN
AMG vs. BN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Affiliated Managers Group, Inc. (AMG) and Brookfield Corporation (BN). 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.
| AMG | BN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.28 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.10 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 0.61 | +3.71 |
| Martin ratioReturn relative to average drawdown | 12.31 | 1.68 | +10.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMG | BN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.75 | 0.47 | +2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.37 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.48 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.30 | -0.04 |
Drawdowns
AMG vs. BN - Drawdown Comparison
The maximum AMG drawdown since its inception was -85.92%, roughly equal to the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for AMG and BN.
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Drawdown Indicators
| AMG | BN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.92% | -82.22% | -3.70% |
Max Drawdown (1Y)Largest decline over 1 year | -19.72% | -22.05% | +2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -27.84% | +0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -41.22% | -41.85% | +0.63% |
Max Drawdown (10Y)Largest decline over 10 years | -78.52% | -51.42% | -27.10% |
Current DrawdownCurrent decline from peak | -0.06% | -9.89% | +9.83% |
Average DrawdownAverage peak-to-trough decline | -24.72% | -28.52% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 7.93% | -1.03% |
Volatility
AMG vs. BN - Volatility Comparison
The current volatility for Affiliated Managers Group, Inc. (AMG) is 9.00%, while Brookfield Corporation (BN) has a volatility of 9.72%. This indicates that AMG experiences smaller price fluctuations and is considered to be less risky than BN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMG | BN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.00% | 9.72% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 25.55% | 22.37% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.02% | 28.67% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.41% | 31.24% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.72% | 30.20% | +4.52% |
Dividends
AMG vs. BN - Dividend Comparison
AMG's dividend yield for the trailing twelve months is around 0.01%, less than BN's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMG Affiliated Managers Group, Inc. | 0.01% | 0.01% | 0.02% | 0.03% | 0.03% | 0.02% | 0.34% | 1.51% | 1.23% | 0.39% | 0.00% | 0.00% |
BN Brookfield Corporation | 0.57% | 0.52% | 0.56% | 0.70% | 1.44% | 1.12% | 1.55% | 1.11% | 1.56% | 1.29% | 1.58% | 1.50% |
Financials
AMG vs. BN - Financials Comparison
This section allows you to compare key financial metrics between Affiliated Managers Group, Inc. and Brookfield Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AMG vs. BN - Profitability Comparison
AMG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Affiliated Managers Group, Inc. reported a gross profit of 441.50M and revenue of 544.90M. Therefore, the gross margin over that period was 81.0%.
BN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a gross profit of 4.43B and revenue of 18.39B. Therefore, the gross margin over that period was 24.1%.
AMG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Affiliated Managers Group, Inc. reported an operating income of 77.40M and revenue of 544.90M, resulting in an operating margin of 14.2%.
BN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported an operating income of 4.39B and revenue of 18.39B, resulting in an operating margin of 23.9%.
AMG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Affiliated Managers Group, Inc. reported a net income of 110.40M and revenue of 544.90M, resulting in a net margin of 20.3%.
BN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a net income of 100.59M and revenue of 18.39B, resulting in a net margin of 0.6%.
Frequently Asked Questions
AMG and BN have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BN has higher volatility (9.72%) compared to AMG (9.00%). In terms of maximum drawdown, AMG dropped -85.92% vs BN's -82.22%.
AMG currently has the higher Sharpe Ratio (2.75 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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