FRFHF vs. BN
FRFHF (Fairfax Financial Holdings Ltd) and BN (Brookfield Corporation) are both stocks. Both are in the Financial Services sector — FRFHF in Insurance - Property & Casualty, BN in Asset Management. Over the past 10 years, FRFHF returned 14.06%/yr vs 14.82%/yr for BN. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
FRFHF vs. BN - Performance Comparison
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Returns By Period
In the year-to-date period, FRFHF achieves a -11.83% return, which is significantly lower than BN's -7.01% return. Over the past 10 years, FRFHF has underperformed BN with an annualized return of 14.06%, while BN has yielded a comparatively higher 14.82% annualized return.
FRFHF
- 1D
- -0.93%
- 1M
- -0.80%
- 6M
- 1.17%
- YTD
- -11.83%
- 1Y
- -3.59%
- 3Y*
- 29.27%
- 5Y*
- 33.55%
- 10Y*
- 14.06%
- ALL TIME*
- 15.39%
BN
- 1D
- 1.19%
- 1M
- -2.07%
- 6M
- -6.32%
- YTD
- -7.01%
- 1Y
- -1.76%
- 3Y*
- 23.70%
- 5Y*
- 8.77%
- 10Y*
- 14.82%
- ALL TIME*
- 9.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $176.68M | $154.59M | $192.46M | |
| $20.39M | $18.66M | $16.08M |
FRFHF vs. BN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRFHF Fairfax Financial Holdings Ltd | -11.83% | 38.79% | 53.39% | 57.56% | 23.17% | 48.23% | -25.75% | 8.88% | -15.44% | 11.34% |
BN Brookfield Corporation | -7.01% | 20.54% | 44.18% | 28.60% | -34.80% | 49.30% | 8.99% | 52.68% | -10.65% | 33.82% |
Correlation
The correlation between FRFHF and BN is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2002 | 0.30 |
The correlation between FRFHF and BN shifts across timeframes, from 0.28 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FRFHF:
$34.41B
BN:
$94.99B
FRFHF:
$218.71
BN:
$0.56
FRFHF:
7.63
BN:
75.35
FRFHF:
0.19
BN:
165.12
FRFHF:
1.03
BN:
1.31
FRFHF:
1.00
BN:
2.35
FRFHF:
$33.09B
BN:
$76.58B
FRFHF:
$15.57B
BN:
$27.02B
FRFHF:
$7.93B
BN:
$31.07B
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Return for Risk
FRFHF vs. BN — Risk / Return Rank
FRFHF
BN
FRFHF vs. BN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Ltd (FRFHF) 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.
| FRFHF | BN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.00 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | -0.20 | -0.07 |
| Martin ratioReturn relative to average drawdown | -0.54 | -0.47 | -0.07 |
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Drawdowns
FRFHF vs. BN - Drawdown Comparison
The maximum FRFHF drawdown since its inception was -58.92%, smaller than the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for FRFHF and BN.
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Drawdown Indicators
| FRFHF | BN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.92% | -82.22% | +23.30% |
Max Drawdown (1Y)Largest decline over 1 year | -19.55% | -22.05% | +2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -19.55% | -27.84% | +8.29% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | -41.85% | +20.97% |
Max Drawdown (10Y)Largest decline over 10 years | -58.92% | -51.42% | -7.50% |
Current DrawdownCurrent decline from peak | -12.22% | -13.21% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -12.48% | -28.46% | +15.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.63% | 9.06% | +0.57% |
Volatility
FRFHF vs. BN - Volatility Comparison
The current volatility for Fairfax Financial Holdings Ltd (FRFHF) is 5.55%, while Brookfield Corporation (BN) has a volatility of 6.14%. This indicates that FRFHF experiences smaller price fluctuations and is considered to be less risky 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
| FRFHF | BN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 6.14% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 15.82% | 21.71% | -5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.76% | 28.20% | -6.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.58% | 31.15% | -5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.12% | 30.15% | -3.03% |
Dividends
FRFHF vs. BN - Dividend Comparison
FRFHF's dividend yield for the trailing twelve months is around 0.90%, more than BN's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BN Brookfield Corporation | 0.61% | 0.52% | 0.56% | 0.70% | 1.44% | 1.12% | 1.55% | 1.11% | 1.56% | 1.29% | 1.58% | 1.50% |
FRFHF Fairfax Financial Holdings Ltd | 0.90% | 0.79% | 1.08% | 1.09% | 1.68% | 2.03% | 2.93% | 2.13% | 2.27% | 1.89% | 2.09% | 2.12% |
Financials
FRFHF vs. BN - Financials Comparison
This section allows you to compare key financial metrics between Fairfax Financial Holdings Ltd 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.
Total Revenue: Total amount of money received from sales and other business activities
FRFHF vs. BN - Profitability Comparison
FRFHF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Fairfax Financial Holdings Ltd reported a gross profit of 11.42B and revenue of 11.42B. Therefore, the gross margin over that period was 100.0%.
BN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
FRFHF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Fairfax Financial Holdings Ltd reported an operating income of 1.91B and revenue of 11.42B, resulting in an operating margin of 16.7%.
BN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Brookfield Corporation reported an operating income of 4.39B and revenue of 18.39B, resulting in an operating margin of 23.9%.
FRFHF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Fairfax Financial Holdings Ltd reported a net income of 1.36B and revenue of 11.42B, resulting in a net margin of 11.9%.
BN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
FRFHF and BN have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BN has higher volatility (6.14%) compared to FRFHF (5.55%). In terms of maximum drawdown, FRFHF dropped -58.92% vs BN's -82.22%.
BN currently has the higher Sharpe Ratio (-0.15 vs -0.24), 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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