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FDX vs. BN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FDX vs. BN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FedEx Corporation (FDX) and Brookfield Corporation (BN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDX achieves a 81.23% return, which is significantly higher than BN's -1.31% return. Over the past 10 years, FDX has underperformed BN with an annualized return of 14.31%, while BN has yielded a comparatively higher 15.61% annualized return.


FDX

1D
0.09%
1M
38.75%
YTD
81.23%
6M
85.05%
1Y
137.53%
3Y*
34.12%
5Y*
14.19%
10Y*
14.31%

BN

1D
0.40%
1M
-0.72%
YTD
-1.31%
6M
-0.68%
1Y
17.87%
3Y*
28.32%
5Y*
12.10%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDX vs. BN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDX
FedEx Corporation
81.23%5.11%13.49%49.13%-31.64%0.72%74.27%-4.78%-34.67%35.21%
BN
Brookfield Corporation
-1.31%20.54%44.18%28.60%-34.80%49.30%8.99%52.68%-10.65%33.82%

Correlation

The correlation between FDX and BN is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1983

0.30

The correlation between FDX and BN shifts across timeframes, from 0.30 (all time) to 0.46 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FDX:

$27.68

BN:

$0.56

PE Ratio

FDX:

12.22

BN:

80.05

PS Ratio

FDX:

0.60

BN:

1.40

Total Revenue (TTM)

FDX:

$91.93B

BN:

$76.58B

Gross Profit (TTM)

FDX:

$22.44B

BN:

$27.02B

EBITDA (TTM)

FDX:

$10.48B

BN:

$31.07B

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Return for Risk

FDX vs. BN — Risk / Return Rank

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

FDX
FDX Risk / Return Rank: 9898
Overall Rank
FDX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FDX Omega Ratio Rank: 9898
Omega Ratio Rank
FDX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FDX Martin Ratio Rank: 9898
Martin Ratio Rank

BN
BN Risk / Return Rank: 5757
Overall Rank
BN Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BN Sortino Ratio Rank: 5454
Sortino Ratio Rank
BN Omega Ratio Rank: 5353
Omega Ratio Rank
BN Calmar Ratio Rank: 5858
Calmar Ratio Rank
BN Martin Ratio Rank: 6161
Martin Ratio Rank
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.

FDX vs. BN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FedEx Corporation (FDX) and Brookfield Corporation (BN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDXBNDifference
Sharpe ratioReturn per unit of total volatility

+2.99

Sortino ratioReturn per unit of downside risk

+4.19

Omega ratioGain probability vs. loss probability

1.70

1.11

+0.59

Calmar ratioReturn relative to maximum drawdown

11.80

0.69

+11.11

Martin ratioReturn relative to average drawdown

31.66

1.90

+29.76

FDX vs. BN - Sharpe Ratio Comparison

The current FDX Sharpe Ratio is 3.52, which is higher than the BN Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FDX and BN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FDX vs. BN - Drawdown Comparison

The maximum FDX drawdown since its inception was -71.32%, smaller than the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for FDX and BN.


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Drawdown Indicators


FDXBNDifference

Max Drawdown

Largest peak-to-trough decline

-71.32%

-82.22%

+10.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-22.05%

+10.38%

Max Drawdown (3Y)

Largest decline over 3 years

-35.85%

-27.84%

-8.01%

Max Drawdown (5Y)

Largest decline over 5 years

-51.89%

-41.85%

-10.04%

Max Drawdown (10Y)

Largest decline over 10 years

-65.97%

-51.42%

-14.55%

Current Drawdown

Current decline from peak

-0.05%

-7.89%

+7.84%

Average Drawdown

Average peak-to-trough decline

-20.30%

-28.51%

+8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

7.99%

-3.65%

Volatility

FDX vs. BN - Volatility Comparison

FedEx Corporation (FDX) has a higher volatility of 25.08% compared to Brookfield Corporation (BN) at 10.05%. This indicates that FDX's price experiences larger fluctuations and is considered to be riskier than BN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDXBNDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.08%

10.05%

+15.03%

Volatility (6M)

Calculated over the trailing 6-month period

31.91%

22.60%

+9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

39.09%

28.82%

+10.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.88%

31.27%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.97%

30.17%

+3.80%

Dividends

FDX vs. BN - Dividend Comparison

FDX's dividend yield for the trailing twelve months is around 25.08%, more than BN's 0.55% yield.


PositionTTM20252024202320222021202020192018201720162015
BN
Brookfield Corporation
0.42%0.52%0.56%0.70%1.44%1.12%1.55%1.11%1.56%1.29%1.58%1.50%
FDX
FedEx Corporation
25.08%1.98%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%

Financials

FDX vs. BN - Financials Comparison

This section allows you to compare key financial metrics between FedEx Corporation and Brookfield Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


18.00B20.00B22.00B24.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
24.00B
18.39B
(FDX) Total Revenue
(BN) Total Revenue
Values in USD except per share items

FDX vs. BN - Profitability Comparison

The chart below illustrates the profitability comparison between FedEx Corporation and Brookfield Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
26.0%
24.1%
Portfolio components
FDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported a gross profit of 6.24B and revenue of 24.00B. Therefore, the gross margin over that period was 26.0%.

BN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a gross profit of 4.43B and revenue of 18.39B. Therefore, the gross margin over that period was 24.1%.

FDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported an operating income of 1.35B and revenue of 24.00B, resulting in an operating margin of 5.6%.

BN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported an operating income of 4.39B and revenue of 18.39B, resulting in an operating margin of 23.9%.

FDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported a net income of 1.06B and revenue of 24.00B, resulting in a net margin of 4.4%.

BN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a net income of 100.59M and revenue of 18.39B, resulting in a net margin of 0.6%.


Frequently Asked Questions


FDX and BN have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDX has higher volatility (25.08%) compared to BN (10.05%). In terms of maximum drawdown, FDX dropped -71.32% vs BN's -82.22%.

FDX currently has the higher Sharpe Ratio (3.52 vs 0.53), 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.

Portfolio Optimizer

Find the right allocation for FDX and BN

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