BAM vs. ^GSPC
Compare and contrast key facts about Brookfield Asset Management Inc. (BAM) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAM or ^GSPC.
Correlation
The correlation between BAM and ^GSPC is 0.62, 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.
Performance
BAM vs. ^GSPC - Performance Comparison
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Key characteristics
BAM:
1.50
^GSPC:
0.61
BAM:
2.06
^GSPC:
1.03
BAM:
1.28
^GSPC:
1.15
BAM:
1.75
^GSPC:
0.67
BAM:
5.63
^GSPC:
2.57
BAM:
9.21%
^GSPC:
4.93%
BAM:
33.30%
^GSPC:
19.67%
BAM:
-29.54%
^GSPC:
-56.78%
BAM:
-5.60%
^GSPC:
-4.88%
Returns By Period
In the year-to-date period, BAM achieves a 6.89% return, which is significantly higher than ^GSPC's -0.64% return.
BAM
6.89%
21.48%
0.88%
49.50%
N/A
N/A
^GSPC
-0.64%
8.97%
-2.62%
11.90%
15.76%
10.69%
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Risk-Adjusted Performance
BAM vs. ^GSPC — Risk-Adjusted Performance Rank
BAM
^GSPC
BAM vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Inc. (BAM) and S&P 500 (^GSPC). 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.
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Drawdowns
BAM vs. ^GSPC - Drawdown Comparison
The maximum BAM drawdown since its inception was -29.54%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BAM and ^GSPC. For additional features, visit the drawdowns tool.
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Volatility
BAM vs. ^GSPC - Volatility Comparison
Brookfield Asset Management Inc. (BAM) has a higher volatility of 8.36% compared to S&P 500 (^GSPC) at 6.29%. This indicates that BAM's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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