BAM.TO vs. FFH.TO
Compare and contrast key facts about Brookfield Asset Management Ltd (BAM.TO) and Fairfax Financial Holdings Limited (FFH.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAM.TO or FFH.TO.
Key characteristics
| BAM.TO | FFH.TO | |
|---|---|---|
| YTD Return | 52.61% | 56.24% |
| 1Y Return | 90.37% | 54.10% |
| Sharpe Ratio | 3.82 | 2.07 |
| Sortino Ratio | 4.68 | 2.56 |
| Omega Ratio | 1.60 | 1.40 |
| Calmar Ratio | 7.66 | 4.14 |
| Martin Ratio | 19.37 | 17.31 |
| Ulcer Index | 4.72% | 3.10% |
| Daily Std Dev | 23.91% | 25.92% |
| Max Drawdown | -22.26% | -88.18% |
| Current Drawdown | -1.40% | -0.45% |
Fundamentals
| BAM.TO | FFH.TO | |
|---|---|---|
| Market Cap | CA$33.30B | CA$42.83B |
| EPS | CA$1.52 | CA$227.06 |
| PE Ratio | 52.20 | 8.28 |
| Total Revenue (TTM) | CA$1.08B | CA$29.16B |
| Gross Profit (TTM) | CA$528.00M | CA$22.66B |
| EBITDA (TTM) | CA$744.00M | CA$2.11B |
Correlation
The correlation between BAM.TO and FFH.TO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BAM.TO vs. FFH.TO - Performance Comparison
In the year-to-date period, BAM.TO achieves a 52.61% return, which is significantly lower than FFH.TO's 56.24% 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.TO vs. FFH.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Ltd (BAM.TO) and Fairfax Financial Holdings Limited (FFH.TO). 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.TO vs. FFH.TO - Dividend Comparison
BAM.TO's dividend yield for the trailing twelve months is around 2.15%, more than FFH.TO's 0.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAM.TO Brookfield Asset Management Ltd | 2.15% | 3.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FFH.TO Fairfax Financial Holdings Limited | 0.80% | 0.82% | 1.25% | 1.60% | 2.30% | 1.64% | 1.66% | 1.49% | 1.54% | 1.52% | 1.64% | 2.33% |
Drawdowns
BAM.TO vs. FFH.TO - Drawdown Comparison
The maximum BAM.TO drawdown since its inception was -22.26%, smaller than the maximum FFH.TO drawdown of -88.18%. Use the drawdown chart below to compare losses from any high point for BAM.TO and FFH.TO. For additional features, visit the drawdowns tool.
Volatility
BAM.TO vs. FFH.TO - Volatility Comparison
The current volatility for Brookfield Asset Management Ltd (BAM.TO) is 7.31%, while Fairfax Financial Holdings Limited (FFH.TO) has a volatility of 10.33%. This indicates that BAM.TO experiences smaller price fluctuations and is considered to be less risky than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BAM.TO vs. FFH.TO - Financials Comparison
This section allows you to compare key financial metrics between Brookfield Asset Management Ltd and Fairfax Financial Holdings Limited. 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