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BAM vs. BN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BAM vs. BN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Asset Management Inc. (BAM) and Brookfield Corp (BN). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
42.81%
30.62%
BAM
BN

Returns By Period

The year-to-date returns for both investments are quite close, with BAM having a 42.28% return and BN slightly higher at 44.18%.


BAM

YTD

42.28%

1M

10.13%

6M

42.81%

1Y

69.83%

5Y (annualized)

N/A

10Y (annualized)

N/A

BN

YTD

44.18%

1M

5.91%

6M

30.62%

1Y

68.89%

5Y (annualized)

14.75%

10Y (annualized)

14.35%

Fundamentals


BAMBN
Market Cap$23.32B$86.78B
EPS$1.09$0.46
PE Ratio50.97125.07
Total Revenue (TTM)$1.37B$90.24B
Gross Profit (TTM)$347.00M$17.62B
EBITDA (TTM)$852.00M$28.57B

Key characteristics


BAMBN
Sharpe Ratio2.882.75
Sortino Ratio3.673.36
Omega Ratio1.461.43
Calmar Ratio6.222.35
Martin Ratio14.2217.90
Ulcer Index5.13%3.95%
Daily Std Dev25.30%25.75%
Max Drawdown-20.47%-72.35%
Current Drawdown-3.88%-2.11%

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Correlation

-0.50.00.51.00.8

The correlation between BAM and BN is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

BAM vs. BN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Inc. (BAM) and Brookfield Corp (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.


Sharpe ratio
The chart of Sharpe ratio for BAM, currently valued at 2.88, compared to the broader market-4.00-2.000.002.004.002.882.75
The chart of Sortino ratio for BAM, currently valued at 3.67, compared to the broader market-4.00-2.000.002.004.003.673.36
The chart of Omega ratio for BAM, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.43
The chart of Calmar ratio for BAM, currently valued at 6.22, compared to the broader market0.002.004.006.006.225.91
The chart of Martin ratio for BAM, currently valued at 14.22, compared to the broader market0.0010.0020.0030.0014.2217.90
BAM
BN

The current BAM Sharpe Ratio is 2.88, which is comparable to the BN Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of BAM and BN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.88
2.75
BAM
BN

Dividends

BAM vs. BN - Dividend Comparison

BAM's dividend yield for the trailing twelve months is around 2.63%, more than BN's 0.54% yield.


TTM20232022202120202019201820172016201520142013
BAM
Brookfield Asset Management Inc.
2.63%3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BN
Brookfield Corp
0.54%0.87%1.88%0.86%1.16%1.45%1.56%1.68%1.56%1.98%1.76%1.88%

Drawdowns

BAM vs. BN - Drawdown Comparison

The maximum BAM drawdown since its inception was -20.47%, smaller than the maximum BN drawdown of -72.35%. Use the drawdown chart below to compare losses from any high point for BAM and BN. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.88%
-2.11%
BAM
BN

Volatility

BAM vs. BN - Volatility Comparison

The current volatility for Brookfield Asset Management Inc. (BAM) is 7.09%, while Brookfield Corp (BN) has a volatility of 7.57%. This indicates that BAM 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.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%JuneJulyAugustSeptemberOctoberNovember
7.09%
7.57%
BAM
BN

Financials

BAM vs. BN - Financials Comparison

This section allows you to compare key financial metrics between Brookfield Asset Management Inc. and Brookfield Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items