BN.TO vs. BAM
Compare and contrast key facts about Brookfield Corporation (BN.TO) and Brookfield Asset Management Inc. (BAM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BN.TO or BAM.
Key characteristics
| BN.TO | BAM | |
|---|---|---|
| YTD Return | 41.51% | 40.26% |
| 1Y Return | 65.80% | 79.63% |
| Sharpe Ratio | 2.97 | 3.26 |
| Sortino Ratio | 3.68 | 4.06 |
| Omega Ratio | 1.48 | 1.52 |
| Calmar Ratio | 2.37 | 5.65 |
| Martin Ratio | 19.54 | 16.29 |
| Ulcer Index | 3.62% | 5.10% |
| Daily Std Dev | 23.68% | 25.52% |
| Max Drawdown | -83.06% | -20.47% |
| Current Drawdown | -3.83% | 0.00% |
Fundamentals
| BN.TO | BAM | |
|---|---|---|
| Market Cap | CA$111.89B | $22.94B |
| EPS | CA$0.79 | $1.12 |
| PE Ratio | 93.94 | 48.90 |
| Total Revenue (TTM) | CA$70.48B | $1.11B |
| Gross Profit (TTM) | CA$16.59B | $684.36M |
| EBITDA (TTM) | CA$25.78B | -$11.00M |
Correlation
The correlation between BN.TO and BAM is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BN.TO vs. BAM - Performance Comparison
The year-to-date returns for both stocks are quite close, with BN.TO having a 41.51% return and BAM slightly lower at 40.26%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BN.TO vs. BAM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Corporation (BN.TO) and Brookfield Asset Management Inc. (BAM). 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
BN.TO vs. BAM - Dividend Comparison
BN.TO's dividend yield for the trailing twelve months is around 0.41%, less than BAM's 2.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
BN.TO Brookfield Corporation | 0.41% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BAM Brookfield Asset Management Inc. | 2.67% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BN.TO vs. BAM - Drawdown Comparison
The maximum BN.TO drawdown since its inception was -83.06%, which is greater than BAM's maximum drawdown of -20.47%. Use the drawdown chart below to compare losses from any high point for BN.TO and BAM. For additional features, visit the drawdowns tool.
Volatility
BN.TO vs. BAM - Volatility Comparison
The current volatility for Brookfield Corporation (BN.TO) is 6.21%, while Brookfield Asset Management Inc. (BAM) has a volatility of 6.65%. This indicates that BN.TO experiences smaller price fluctuations and is considered to be less risky than BAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BN.TO vs. BAM - Financials Comparison
This section allows you to compare key financial metrics between Brookfield Corporation and Brookfield Asset Management Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities