BAM vs. RY
Compare and contrast key facts about Brookfield Asset Management Inc. (BAM) and Royal Bank of Canada (RY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAM or RY.
Performance
BAM vs. RY - Performance Comparison
Returns By Period
In the year-to-date period, BAM achieves a 42.28% return, which is significantly higher than RY's 28.50% return.
BAM
42.28%
10.13%
42.81%
69.83%
N/A
N/A
RY
28.50%
0.83%
21.70%
49.56%
13.24%
9.80%
Fundamentals
| BAM | RY | |
|---|---|---|
| Market Cap | $23.32B | $172.58B |
| EPS | $1.09 | $8.05 |
| PE Ratio | 50.97 | 15.13 |
| PEG Ratio | 4.84 | 3.41 |
| Total Revenue (TTM) | $1.37B | $80.16B |
| Gross Profit (TTM) | $347.00M | $99.63B |
| EBITDA (TTM) | $852.00M | $2.11B |
Key characteristics
| BAM | RY | |
|---|---|---|
| Sharpe Ratio | 2.88 | 3.07 |
| Sortino Ratio | 3.67 | 4.45 |
| Omega Ratio | 1.46 | 1.54 |
| Calmar Ratio | 6.22 | 2.30 |
| Martin Ratio | 14.22 | 20.94 |
| Ulcer Index | 5.13% | 2.32% |
| Daily Std Dev | 25.30% | 15.84% |
| Max Drawdown | -20.47% | -63.03% |
| Current Drawdown | -3.88% | -0.27% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between BAM and RY is 0.55, 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.
Risk-Adjusted Performance
BAM vs. RY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Inc. (BAM) and Royal Bank of Canada (RY). 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. RY - Dividend Comparison
BAM's dividend yield for the trailing twelve months is around 2.63%, less than RY's 3.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RY Royal Bank of Canada | 3.27% | 3.93% | 4.12% | 3.28% | 3.86% | 3.88% | 4.29% | 3.28% | 3.59% | 4.54% | 3.73% | 3.69% |
Drawdowns
BAM vs. RY - Drawdown Comparison
The maximum BAM drawdown since its inception was -20.47%, smaller than the maximum RY drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for BAM and RY. For additional features, visit the drawdowns tool.
Volatility
BAM vs. RY - Volatility Comparison
Brookfield Asset Management Inc. (BAM) has a higher volatility of 7.09% compared to Royal Bank of Canada (RY) at 4.80%. This indicates that BAM's price experiences larger fluctuations and is considered to be riskier than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BAM vs. RY - Financials Comparison
This section allows you to compare key financial metrics between Brookfield Asset Management Inc. and Royal Bank of Canada. 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