PortfoliosLab logoPortfoliosLab logo
BAM vs. XLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAM vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Asset Management Ltd. (BAM) and State Street Health Care Select Sector SPDR ETF (XLV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BAM achieves a -8.16% return, which is significantly lower than XLV's -0.23% return.


BAM

1D
1.09%
1M
-3.65%
YTD
-8.16%
6M
-10.55%
1Y
-10.49%
3Y*
16.64%
5Y*
10Y*

XLV

1D
-0.18%
1M
4.90%
YTD
-0.23%
6M
0.67%
1Y
15.00%
3Y*
7.12%
5Y*
6.00%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAM vs. XLV - Yearly Performance Comparison


2026 (YTD)2025202420232022
BAM
Brookfield Asset Management Ltd.
-8.16%-0.24%39.70%45.61%-10.80%
XLV
State Street Health Care Select Sector SPDR ETF
-0.23%14.50%2.47%2.07%-1.14%

Correlation

The correlation between BAM and XLV is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2022

0.30

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BAM vs. XLV — Risk / Return Rank

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

BAM
BAM Risk / Return Rank: 2525
Overall Rank
BAM Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BAM Sortino Ratio Rank: 2323
Sortino Ratio Rank
BAM Omega Ratio Rank: 2323
Omega Ratio Rank
BAM Calmar Ratio Rank: 2929
Calmar Ratio Rank
BAM Martin Ratio Rank: 2929
Martin Ratio Rank

XLV
XLV Risk / Return Rank: 3030
Overall Rank
XLV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 3333
Sortino Ratio Rank
XLV Omega Ratio Rank: 2828
Omega Ratio Rank
XLV Calmar Ratio Rank: 3232
Calmar Ratio Rank
XLV Martin Ratio Rank: 2727
Martin Ratio Rank
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. XLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Ltd. (BAM) and State Street Health Care Select Sector SPDR ETF (XLV). 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.


BAMXLVDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

0.95

1.17

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.43

1.38

-1.81

Martin ratioReturn relative to average drawdown

-0.77

3.31

-4.08

BAM vs. XLV - Sharpe Ratio Comparison

The current BAM Sharpe Ratio is -0.44, which is lower than the XLV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of BAM and XLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BAM vs. XLV - Drawdown Comparison

The maximum BAM drawdown since its inception was -30.37%, smaller than the maximum XLV drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for BAM and XLV.


Loading charts...

Drawdown Indicators


BAMXLVDifference

Max Drawdown

Largest peak-to-trough decline

-30.37%

-39.17%

+8.80%

Max Drawdown (1Y)

Largest decline over 1 year

-30.37%

-10.47%

-19.90%

Max Drawdown (3Y)

Largest decline over 3 years

-30.37%

-17.11%

-13.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

Current Drawdown

Current decline from peak

-22.66%

-3.59%

-19.07%

Average Drawdown

Average peak-to-trough decline

-8.86%

-7.12%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.80%

4.37%

+12.43%

Volatility

BAM vs. XLV - Volatility Comparison

Brookfield Asset Management Ltd. (BAM) has a higher volatility of 10.83% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 4.90%. This indicates that BAM's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BAMXLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.83%

4.90%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

22.75%

10.60%

+12.15%

Volatility (1Y)

Calculated over the trailing 1-year period

29.82%

15.03%

+14.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.18%

14.75%

+15.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.18%

16.58%

+13.60%

Dividends

BAM vs. XLV - Dividend Comparison

BAM's dividend yield for the trailing twelve months is around 3.99%, more than XLV's 1.63% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XLV
State Street Health Care Select Sector SPDR ETF
1.63%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

Frequently Asked Questions


BAM and XLV have a correlation of 0.22, 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 XLV (4.90%). In terms of maximum drawdown, BAM dropped -30.37% vs XLV's -39.17%.

XLV currently has the higher Sharpe Ratio (0.97 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.

Portfolio Optimizer

Find the right allocation for BAM and XLV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer