BAM vs. RY

Last updated Apr 1, 2026

Compare and contrast key facts about Brookfield Asset Management Inc. (BAM) and Royal Bank of Canada (RY).

Performance

BAM vs. RY - Performance Comparison

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

BAM vs. RY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BAM Brookfield Asset Management Inc.	-14.27%	-0.24%	39.70%	45.61%	-10.41%
RY Royal Bank of Canada	-4.43%	46.29%	23.80%	12.72%	-6.22%

Fundamentals

Market Cap BAM : $72.38B RY : $166.45B
EPS BAM : $1.53 RY : $15.98
PE Ratio BAM : 29.12 RY : 10.12
PEG Ratio BAM : 0.05 RY : 1.47
PS Ratio BAM : 14.77 RY : 1.55
PB Ratio BAM : 8.14 RY : 1.29
Total Revenue (TTM) BAM : $4.90B RY : $137.63B
Gross Profit (TTM) BAM : $4.64B RY : $63.36B
EBITDA (TTM) BAM : $3.04B RY : $29.23B

Returns By Period

In the year-to-date period, BAM achieves a -14.27% return, which is significantly lower than RY's -4.43% return.

BAM

• 1D: 3.01%
• 1M: -4.92%
• YTD: -14.27%
• 6M: -20.45%
• 1Y: -5.09%
• 3Y*: 14.72%
• 5Y*: —
• 10Y*: —

RY

• 1D: 2.49%
• 1M: -3.26%
• YTD: -4.43%
• 6M: 11.43%
• 1Y: 48.21%
• 3Y*: 23.86%
• 5Y*: 16.15%
• 10Y*: 15.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BAM vs. RY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAM

BAM Risk / Return Rank: 34
BAM Sharpe Ratio Rank: 35
BAM Sortino Ratio Rank: 31
BAM Omega Ratio Rank: 30
BAM Calmar Ratio Rank: 37
BAM Martin Ratio Rank: 36

RY

RY Risk / Return Rank: 96
RY Sharpe Ratio Rank: 96
RY Sortino Ratio Rank: 97
RY Omega Ratio Rank: 96
RY Calmar Ratio Rank: 94
RY Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAM vs. RY - Risk-Adjusted Trends 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.

	BAM	RY	Difference
Sharpe ratio Return per unit of total volatility	-0.16	2.91	-3.07
Sortino ratio Return per unit of downside risk	-0.00	4.05	-4.05
Omega ratio Gain probability vs. loss probability	1.00	1.53	-0.53
Calmar ratio Return relative to maximum drawdown	-0.17	4.88	-5.05
Martin ratio Return relative to average drawdown	-0.38	18.67	-19.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BAM vs. RY - Sharpe Ratio Comparison

The current BAM Sharpe Ratio is -0.16, which is lower than the RY Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of BAM and RY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BAM	RY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.16	2.91	-3.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.91	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.62	-0.15

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.

Dividends

BAM vs. RY - Dividend Comparison

BAM's dividend yield for the trailing twelve months is around 4.08%, more than RY's 2.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BAM Brookfield Asset Management Inc.	4.08%	3.34%	2.80%	3.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RY Royal Bank of Canada	2.78%	2.54%	3.39%	4.29%	4.07%	3.24%	3.88%	3.88%	4.27%	3.22%	3.95%	5.41%

Drawdowns

BAM vs. RY - Drawdown Comparison

The maximum BAM drawdown since its inception was -30.37%, smaller than the maximum RY drawdown of -62.90%. Use the drawdown chart below to compare losses from any high point for BAM and RY.

Drawdown Indicators

	BAM	RY	Difference
Max Drawdown Largest peak-to-trough decline	-30.37%	-62.90%	+32.53%
Max Drawdown (1Y) Largest decline over 1 year	-30.37%	-10.04%	-20.33%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.95%	—
Current Drawdown Current decline from peak	-27.80%	-7.80%	-20.00%
Average Drawdown Average peak-to-trough decline	-8.02%	-9.37%	+1.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.59%	2.62%	+10.97%

Volatility

BAM vs. RY - Volatility Comparison

Brookfield Asset Management Inc. (BAM) has a higher volatility of 7.36% compared to Royal Bank of Canada (RY) at 5.19%. 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.

Volatility by Period

	BAM	RY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.36%	5.19%	+2.17%
Volatility (6M) Calculated over the trailing 6-month period	22.37%	10.79%	+11.58%
Volatility (1Y) Calculated over the trailing 1-year period	32.28%	16.65%	+15.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.23%	17.85%	+12.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.23%	19.81%	+10.42%

Financials