BAM vs. USFR
BAM (Brookfield Asset Management Ltd.) is a stock, while USFR (WisdomTree Floating Rate Treasury Fund) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Over the past 3 years, BAM returned 16.39%/yr vs 4.74%/yr for USFR. At a correlation of -0.05, they often move in opposite directions.
Performance
BAM vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, BAM achieves a -12.51% return, which is significantly lower than USFR's 1.82% return.
BAM
- 1D
- -4.39%
- 1M
- -5.35%
- YTD
- -12.51%
- 6M
- -14.29%
- 1Y
- -16.38%
- 3Y*
- 16.39%
- 5Y*
- —
- 10Y*
- —
USFR
- 1D
- 0.00%
- 1M
- 0.33%
- YTD
- 1.82%
- 6M
- 1.92%
- 1Y
- 3.99%
- 3Y*
- 4.74%
- 5Y*
- 3.72%
- 10Y*
- 2.43%
BAM vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BAM Brookfield Asset Management Ltd. | -12.51% | -0.24% | 39.70% | 45.61% | -10.80% |
USFR WisdomTree Floating Rate Treasury Fund | 1.82% | 4.23% | 5.47% | 5.18% | 0.28% |
Correlation
The correlation between BAM and USFR is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2022 | -0.05 |
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Return for Risk
BAM vs. USFR — Risk / Return Rank
BAM
USFR
BAM vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Ltd. (BAM) and WisdomTree Floating Rate Treasury Fund (USFR). 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 | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.22 | ||
| Sortino ratioReturn per unit of downside risk | -50.73 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 13.31 | -12.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 201.33 | -201.87 |
| Martin ratioReturn relative to average drawdown | -0.95 | 779.76 | -780.72 |
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Drawdowns
BAM vs. USFR - Drawdown Comparison
The maximum BAM drawdown since its inception was -30.37%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for BAM and USFR.
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Drawdown Indicators
| BAM | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.37% | -1.36% | -29.01% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -0.02% | -30.35% |
Max Drawdown (3Y)Largest decline over 3 years | -30.37% | -0.06% | -30.31% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -26.32% | 0.00% | -26.32% |
Average DrawdownAverage peak-to-trough decline | -8.96% | -0.15% | -8.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.21% | 0.01% | +17.20% |
Volatility
BAM vs. USFR - Volatility Comparison
Brookfield Asset Management Ltd. (BAM) has a higher volatility of 10.15% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that BAM's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAM | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.15% | 0.09% | +10.06% |
Volatility (6M)Calculated over the trailing 6-month period | 23.04% | 0.19% | +22.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.08% | 0.27% | +29.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.19% | 0.40% | +29.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 0.78% | +29.41% |
Dividends
BAM vs. USFR - Dividend Comparison
BAM's dividend yield for the trailing twelve months is around 4.19%, more than USFR's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BAM Brookfield Asset Management Ltd. | 4.19% | 3.34% | 2.80% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Floating Rate Treasury Fund | 3.90% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
BAM and USFR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAM has higher volatility (10.15%) compared to USFR (0.09%). In terms of maximum drawdown, BAM dropped -30.37% vs USFR's -1.36%.
USFR currently has the higher Sharpe Ratio (14.67 vs -0.55), 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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