PortfoliosLab logo
BN vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BN and SPY is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

BN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Corp (BN) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
32,172.73%
2,152.01%
BN
SPY

Key characteristics

Sharpe Ratio

BN:

0.95

SPY:

0.51

Sortino Ratio

BN:

1.42

SPY:

0.86

Omega Ratio

BN:

1.19

SPY:

1.13

Calmar Ratio

BN:

1.18

SPY:

0.55

Martin Ratio

BN:

4.02

SPY:

2.26

Ulcer Index

BN:

8.16%

SPY:

4.55%

Daily Std Dev

BN:

34.60%

SPY:

20.08%

Max Drawdown

BN:

-72.49%

SPY:

-55.19%

Current Drawdown

BN:

-14.02%

SPY:

-9.89%

Returns By Period

In the year-to-date period, BN achieves a -7.14% return, which is significantly lower than SPY's -5.76% return. Both investments have delivered pretty close results over the past 10 years, with BN having a 12.15% annualized return and SPY not far behind at 12.04%.


BN

YTD

-7.14%

1M

-1.64%

6M

-0.15%

1Y

30.89%

5Y*

16.32%

10Y*

12.15%

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BN vs. SPY — Risk-Adjusted Performance Rank

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

BN
The Risk-Adjusted Performance Rank of BN is 8282
Overall Rank
The Sharpe Ratio Rank of BN is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BN is 7777
Sortino Ratio Rank
The Omega Ratio Rank of BN is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BN is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BN is 8484
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Corp (BN) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for BN, currently valued at 0.95, compared to the broader market-2.00-1.000.001.002.003.00
BN: 0.95
SPY: 0.51
The chart of Sortino ratio for BN, currently valued at 1.42, compared to the broader market-6.00-4.00-2.000.002.004.00
BN: 1.42
SPY: 0.86
The chart of Omega ratio for BN, currently valued at 1.19, compared to the broader market0.501.001.502.00
BN: 1.19
SPY: 1.13
The chart of Calmar ratio for BN, currently valued at 1.18, compared to the broader market0.001.002.003.004.005.00
BN: 1.18
SPY: 0.55
The chart of Martin ratio for BN, currently valued at 4.02, compared to the broader market-5.000.005.0010.0015.0020.00
BN: 4.02
SPY: 2.26

The current BN Sharpe Ratio is 0.95, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BN and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.95
0.51
BN
SPY

Dividends

BN vs. SPY - Dividend Comparison

BN's dividend yield for the trailing twelve months is around 0.62%, less than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
BN
Brookfield Corp
0.62%0.56%0.87%1.89%0.86%1.16%1.45%1.57%1.69%1.58%1.98%1.76%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

BN vs. SPY - Drawdown Comparison

The maximum BN drawdown since its inception was -72.49%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BN and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.02%
-9.89%
BN
SPY

Volatility

BN vs. SPY - Volatility Comparison

Brookfield Corp (BN) has a higher volatility of 21.27% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that BN's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.27%
15.12%
BN
SPY