BN.TO vs. PBR
Compare and contrast key facts about Brookfield Corporation (BN.TO) and Petróleo Brasileiro S.A. - Petrobras (PBR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BN.TO or PBR.
Key characteristics
| BN.TO | PBR | |
|---|---|---|
| YTD Return | 41.51% | -6.78% |
| 1Y Return | 65.80% | -1.66% |
| 3Y Return (Ann) | 6.96% | 51.84% |
| 5Y Return (Ann) | 13.87% | 19.39% |
| 10Y Return (Ann) | 14.51% | 13.74% |
| Sharpe Ratio | 2.97 | -0.06 |
| Sortino Ratio | 3.68 | 0.13 |
| Omega Ratio | 1.48 | 1.02 |
| Calmar Ratio | 2.37 | -0.04 |
| Martin Ratio | 19.54 | -0.16 |
| Ulcer Index | 3.62% | 10.14% |
| Daily Std Dev | 23.68% | 29.83% |
| Max Drawdown | -83.06% | -95.28% |
| Current Drawdown | -3.83% | -35.98% |
Fundamentals
| BN.TO | PBR | |
|---|---|---|
| Market Cap | CA$111.89B | $82.51B |
| EPS | CA$0.79 | $2.48 |
| PE Ratio | 93.94 | 5.31 |
| Total Revenue (TTM) | CA$70.48B | $74.32B |
| Gross Profit (TTM) | CA$16.59B | $36.83B |
| EBITDA (TTM) | CA$25.78B | $35.78B |
Correlation
The correlation between BN.TO and PBR is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BN.TO vs. PBR - Performance Comparison
In the year-to-date period, BN.TO achieves a 41.51% return, which is significantly higher than PBR's -6.78% return. Over the past 10 years, BN.TO has outperformed PBR with an annualized return of 14.51%, while PBR has yielded a comparatively lower 13.74% annualized return. 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. PBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Corporation (BN.TO) and Petróleo Brasileiro S.A. - Petrobras (PBR). 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. PBR - Dividend Comparison
BN.TO's dividend yield for the trailing twelve months is around 0.41%, less than PBR's 18.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BN.TO Brookfield Corporation | 0.41% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PBR Petróleo Brasileiro S.A. - Petrobras | 18.63% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% | 1.91% |
Drawdowns
BN.TO vs. PBR - Drawdown Comparison
The maximum BN.TO drawdown since its inception was -83.06%, smaller than the maximum PBR drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for BN.TO and PBR. For additional features, visit the drawdowns tool.
Volatility
BN.TO vs. PBR - Volatility Comparison
Brookfield Corporation (BN.TO) has a higher volatility of 6.21% compared to Petróleo Brasileiro S.A. - Petrobras (PBR) at 5.69%. This indicates that BN.TO's price experiences larger fluctuations and is considered to be riskier than PBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BN.TO vs. PBR - Financials Comparison
This section allows you to compare key financial metrics between Brookfield Corporation and Petróleo Brasileiro S.A. - Petrobras. 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