CP vs. BAM
CP (Canadian Pacific Railway Limited) and BAM (Brookfield Asset Management Inc.) are both stocks. CP operates in Railroads (Industrials), while BAM operates in Asset Management (Financial Services). Over the past 3 years, CP returned 5.06%/yr vs 16.66%/yr for BAM. At a 0.45 correlation, their price movements are largely independent.
Performance
CP vs. BAM - Performance Comparison
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Returns By Period
In the year-to-date period, CP achieves a 21.29% return, which is significantly higher than BAM's -11.82% return.
CP
- 1D
- -1.14%
- 1M
- 7.21%
- YTD
- 21.29%
- 6M
- 21.09%
- 1Y
- 9.35%
- 3Y*
- 5.06%
- 5Y*
- 2.76%
- 10Y*
- 13.93%
BAM
- 1D
- -5.24%
- 1M
- -3.95%
- YTD
- -11.82%
- 6M
- -12.95%
- 1Y
- -16.86%
- 3Y*
- 16.66%
- 5Y*
- —
- 10Y*
- —
CP vs. BAM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 21.29% | 2.60% | -7.84% | 6.85% | -9.43% |
BAM Brookfield Asset Management Inc. | -11.82% | -0.24% | 39.70% | 45.61% | -10.41% |
Correlation
The correlation between CP and BAM is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2022 | 0.45 |
Fundamentals
CP:
$79.97B
BAM:
$73.27B
CP:
$4.47
BAM:
$1.55
CP:
19.95
BAM:
29.18
CP:
8.38
BAM:
0.05
CP:
5.43
BAM:
14.48
CP:
1.69
BAM:
6.52
CP:
$14.98B
BAM:
$5.08B
CP:
$8.47B
BAM:
$3.26B
CP:
$8.30B
BAM:
$2.35B
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Return for Risk
CP vs. BAM — Risk / Return Rank
CP
BAM
CP vs. BAM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP) 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.
| CP | BAM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.92 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | -0.56 | +1.14 |
| Martin ratioReturn relative to average drawdown | 1.10 | -1.03 | +2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CP | BAM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | -0.57 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.48 | -0.14 |
Drawdowns
CP vs. BAM - Drawdown Comparison
The maximum CP drawdown since its inception was -69.17%, which is greater than BAM's maximum drawdown of -30.37%. Use the drawdown chart below to compare losses from any high point for CP and BAM.
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Drawdown Indicators
| CP | BAM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.17% | -30.37% | -38.80% |
Max Drawdown (1Y)Largest decline over 1 year | -16.23% | -30.37% | +14.14% |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | -30.37% | +4.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | — | — |
Current DrawdownCurrent decline from peak | -2.34% | -25.74% | +23.40% |
Average DrawdownAverage peak-to-trough decline | -20.30% | -8.76% | -11.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.50% | 16.37% | -7.87% |
Volatility
CP vs. BAM - Volatility Comparison
The current volatility for Canadian Pacific Railway Limited (CP) is 6.82%, while Brookfield Asset Management Inc. (BAM) has a volatility of 9.81%. This indicates that CP 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.
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Volatility by Period
| CP | BAM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 9.81% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 17.65% | 22.33% | -4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.48% | 29.64% | -7.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.47% | 30.22% | -5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 30.22% | -4.58% |
Dividends
CP vs. BAM - Dividend Comparison
CP's dividend yield for the trailing twelve months is around 0.74%, less than BAM's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAM Brookfield Asset Management Inc. | 4.15% | 3.34% | 2.80% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CP Canadian Pacific Railway Limited | 0.74% | 0.86% | 0.76% | 0.78% | 0.96% | 0.84% | 0.76% | 0.93% | 1.07% | 0.92% | 0.98% | 0.98% |
Financials
CP vs. BAM - Financials Comparison
This section allows you to compare key financial metrics between Canadian Pacific Railway Limited 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
CP vs. BAM - Profitability Comparison
CP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a gross profit of 2.55B and revenue of 3.70B. Therefore, the gross margin over that period was 69.0%.
BAM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookfield Asset Management Inc. reported a gross profit of 0.00 and revenue of 1.34B. Therefore, the gross margin over that period was 0.0%.
CP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported an operating income of 1.26B and revenue of 3.70B, resulting in an operating margin of 34.0%.
BAM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookfield Asset Management Inc. reported an operating income of 0.00 and revenue of 1.34B, resulting in an operating margin of 0.0%.
CP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a net income of 846.00M and revenue of 3.70B, resulting in a net margin of 22.9%.
BAM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookfield Asset Management Inc. reported a net income of 617.00M and revenue of 1.34B, resulting in a net margin of 46.1%.
Frequently Asked Questions
CP and BAM have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAM has higher volatility (9.81%) compared to CP (6.82%). In terms of maximum drawdown, CP dropped -69.17% vs BAM's -30.37%.
CP currently has the higher Sharpe Ratio (0.42 vs -0.57), 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.
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