CP vs. BAM

Last updated Apr 1, 2026

Compare and contrast key facts about Canadian Pacific Railway Limited (CP) and Brookfield Asset Management Inc. (BAM).

Performance

CP vs. BAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Pacific Railway Limited (CP) and Brookfield Asset Management Inc. (BAM). The values are adjusted to include any dividend payments, if applicable.

CP vs. BAM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CP Canadian Pacific Railway Limited	7.05%	2.60%	-7.84%	6.85%	-9.43%
BAM Brookfield Asset Management Inc.	-14.27%	-0.24%	39.70%	45.61%	-10.41%

Fundamentals

Market Cap CP : $70.67B BAM : $72.38B
EPS CP : $4.54 BAM : $1.53
PE Ratio CP : 17.31 BAM : 29.12
PEG Ratio CP : 5.63 BAM : 0.05
PS Ratio CP : 4.76 BAM : 14.77
PB Ratio CP : 1.51 BAM : 8.14
Total Revenue (TTM) CP : $15.08B BAM : $4.90B
Gross Profit (TTM) CP : $9.38B BAM : $4.64B
EBITDA (TTM) CP : $8.38B BAM : $3.04B

Returns By Period

In the year-to-date period, CP achieves a 7.05% return, which is significantly higher than BAM's -14.27% return.

CP

• 1D: 1.47%
• 1M: -10.01%
• YTD: 7.05%
• 6M: 6.06%
• 1Y: 13.01%
• 3Y*: 1.53%
• 5Y*: 1.25%
• 10Y*: 12.58%

BAM

• 1D: 3.01%
• 1M: -4.92%
• YTD: -14.27%
• 6M: -20.45%
• 1Y: -5.09%
• 3Y*: 14.72%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CP vs. BAM — Risk / Return Rank

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

CP

CP Risk / Return Rank: 59
CP Sharpe Ratio Rank: 62
CP Sortino Ratio Rank: 57
CP Omega Ratio Rank: 53
CP Calmar Ratio Rank: 62
CP Martin Ratio Rank: 59

BAM

BAM Risk / Return Rank: 34
BAM Sharpe Ratio Rank: 35
BAM Sortino Ratio Rank: 31
BAM Omega Ratio Rank: 30
BAM Calmar Ratio Rank: 37
BAM Martin Ratio Rank: 36

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	0.55	-0.16	+0.70
Sortino ratio Return per unit of downside risk	1.04	-0.00	+1.04
Omega ratio Gain probability vs. loss probability	1.12	1.00	+0.12
Calmar ratio Return relative to maximum drawdown	0.88	-0.17	+1.05
Martin ratio Return relative to average drawdown	1.76	-0.38	+2.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CP vs. BAM - Sharpe Ratio Comparison

The current CP Sharpe Ratio is 0.55, which is higher than the BAM Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of CP and BAM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CP	BAM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	-0.16	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.48	-0.15

Correlation

The correlation between CP and BAM is 0.45, 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.

Dividends

CP vs. BAM - Dividend Comparison

CP's dividend yield for the trailing twelve months is around 0.84%, less than BAM's 4.08% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CP Canadian Pacific Railway Limited	0.84%	0.86%	0.76%	0.78%	0.96%	0.84%	0.76%	0.93%	1.07%	0.92%	0.98%	0.98%
BAM Brookfield Asset Management Inc.	4.08%	3.34%	2.80%	3.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	CP	BAM	Difference
Max Drawdown Largest 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 (5Y) Largest decline over 5 years	-25.88%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.70%	—	—
Current Drawdown Current decline from peak	-12.42%	-27.80%	+15.38%
Average Drawdown Average peak-to-trough decline	-20.36%	-8.02%	-12.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.15%	13.59%	-5.44%

Volatility

CP vs. BAM - Volatility Comparison

The current volatility for Canadian Pacific Railway Limited (CP) is 5.78%, while Brookfield Asset Management Inc. (BAM) has a volatility of 7.36%. 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.

Volatility by Period

	CP	BAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.78%	7.36%	-1.58%
Volatility (6M) Calculated over the trailing 6-month period	16.21%	22.37%	-6.16%
Volatility (1Y) Calculated over the trailing 1-year period	23.97%	32.28%	-8.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.31%	30.23%	-5.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.63%	30.23%	-4.60%

Financials