BAM vs. RSP
BAM (Brookfield Asset Management Ltd.) is a stock, while RSP (Invesco S&P 500 Equal Weight ETF) is S&P 500 fund tracking the S&P 500 Equal Weight Index. Over the past 3 years, BAM returned 16.64%/yr vs 14.66%/yr for RSP. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
BAM vs. RSP - Performance Comparison
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Returns By Period
In the year-to-date period, BAM achieves a -8.16% return, which is significantly lower than RSP's 10.96% return.
BAM
- 1D
- 1.09%
- 1M
- -3.65%
- YTD
- -8.16%
- 6M
- -10.55%
- 1Y
- -10.49%
- 3Y*
- 16.64%
- 5Y*
- —
- 10Y*
- —
RSP
- 1D
- 0.91%
- 1M
- 3.92%
- YTD
- 10.96%
- 6M
- 10.34%
- 1Y
- 21.34%
- 3Y*
- 14.66%
- 5Y*
- 8.59%
- 10Y*
- 12.15%
BAM vs. RSP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BAM Brookfield Asset Management Ltd. | -8.16% | -0.24% | 39.70% | 45.61% | -10.80% |
RSP Invesco S&P 500 Equal Weight ETF | 10.96% | 11.21% | 12.79% | 13.70% | -1.53% |
Correlation
The correlation between BAM and RSP is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2022 | 0.64 |
The correlation between BAM and RSP has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.
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Return for Risk
BAM vs. RSP — Risk / Return Rank
BAM
RSP
BAM vs. RSP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Ltd. (BAM) and Invesco S&P 500 Equal Weight ETF (RSP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BAM | RSP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.29 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.54 | -2.97 |
| Martin ratioReturn relative to average drawdown | -0.77 | 9.63 | -10.40 |
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Drawdowns
BAM vs. RSP - Drawdown Comparison
The maximum BAM drawdown since its inception was -30.37%, smaller than the maximum RSP drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for BAM and RSP.
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Drawdown Indicators
| BAM | RSP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.37% | -59.92% | +29.55% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -7.85% | -22.52% |
Max Drawdown (3Y)Largest decline over 3 years | -30.37% | -17.81% | -12.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.04% | — |
Current DrawdownCurrent decline from peak | -22.66% | 0.00% | -22.66% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -6.64% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.80% | 2.07% | +14.73% |
Volatility
BAM vs. RSP - Volatility Comparison
Brookfield Asset Management Ltd. (BAM) has a higher volatility of 10.83% compared to Invesco S&P 500 Equal Weight ETF (RSP) at 3.57%. This indicates that BAM's price experiences larger fluctuations and is considered to be riskier than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAM | RSP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.83% | 3.57% | +7.26% |
Volatility (6M)Calculated over the trailing 6-month period | 22.75% | 8.59% | +14.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.82% | 11.83% | +17.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.18% | 16.22% | +13.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 18.36% | +11.82% |
Dividends
BAM vs. RSP - Dividend Comparison
BAM's dividend yield for the trailing twelve months is around 3.99%, more than RSP's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAM Brookfield Asset Management Ltd. | 3.99% | 3.34% | 2.80% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RSP Invesco S&P 500 Equal Weight ETF | 1.47% | 1.64% | 1.52% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% |
Frequently Asked Questions
BAM and RSP have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAM has higher volatility (10.83%) compared to RSP (3.57%). In terms of maximum drawdown, BAM dropped -30.37% vs RSP's -59.92%.
RSP currently has the higher Sharpe Ratio (1.69 vs -0.44), 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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