BAM vs. SPY
Compare and contrast key facts about Brookfield Asset Management Inc. (BAM) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAM or SPY.
Performance
BAM vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, BAM achieves a 42.28% return, which is significantly higher than SPY's 26.08% return.
BAM
42.28%
10.13%
42.81%
69.83%
N/A
N/A
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| BAM | SPY | |
|---|---|---|
| Sharpe Ratio | 2.88 | 2.70 |
| Sortino Ratio | 3.67 | 3.60 |
| Omega Ratio | 1.46 | 1.50 |
| Calmar Ratio | 6.22 | 3.90 |
| Martin Ratio | 14.22 | 17.52 |
| Ulcer Index | 5.13% | 1.87% |
| Daily Std Dev | 25.30% | 12.14% |
| Max Drawdown | -20.47% | -55.19% |
| Current Drawdown | -3.88% | -0.85% |
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Correlation
The correlation between BAM and SPY is 0.59, 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Inc. (BAM) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
BAM's dividend yield for the trailing twelve months is around 2.63%, more than SPY's 1.18% 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% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BAM vs. SPY - Drawdown Comparison
The maximum BAM drawdown since its inception was -20.47%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BAM and SPY. For additional features, visit the drawdowns tool.
Volatility
BAM vs. SPY - Volatility Comparison
Brookfield Asset Management Inc. (BAM) has a higher volatility of 7.09% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that BAM's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.