FRFHF vs. BN

Last updated Apr 1, 2026

Compare and contrast key facts about Fairfax Financial Holdings Ltd (FRFHF) and Brookfield Corp (BN).

Performance

FRFHF vs. BN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fairfax Financial Holdings Ltd (FRFHF) and Brookfield Corp (BN). The values are adjusted to include any dividend payments, if applicable.

FRFHF vs. BN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FRFHF Fairfax Financial Holdings Ltd	-10.07%	38.79%	53.39%	57.56%	23.17%	48.23%	-25.75%	8.88%	-15.44%	11.34%
BN Brookfield Corp	-11.65%	20.54%	44.18%	28.60%	-34.80%	49.30%	8.99%	52.68%	-10.65%	33.82%

Fundamentals

Market Cap FRFHF : $36.61B BN : $95.79B
EPS FRFHF : $236.54 BN : $0.55
PE Ratio FRFHF : 7.20 BN : 73.13
PS Ratio FRFHF : 0.74 BN : 1.26
PB Ratio FRFHF : 1.40 BN : 2.19
Total Revenue (TTM) FRFHF : $46.66B BN : $76.13B
Gross Profit (TTM) FRFHF : $22.64B BN : $29.53B
EBITDA (TTM) FRFHF : $7.92B BN : $32.77B

Returns By Period

In the year-to-date period, FRFHF achieves a -10.07% return, which is significantly higher than BN's -11.65% return. Both investments have delivered pretty close results over the past 10 years, with FRFHF having a 13.87% annualized return and BN not far ahead at 13.94%.

FRFHF

• 1D: 2.64%
• 1M: -1.10%
• YTD: -10.07%
• 6M: -1.85%
• 1Y: 18.56%
• 3Y*: 38.39%
• 5Y*: 32.90%
• 10Y*: 13.87%

BN

• 1D: 4.52%
• 1M: -7.52%
• YTD: -11.65%
• 6M: -11.21%
• 1Y: 16.52%
• 3Y*: 23.90%
• 5Y*: 12.06%
• 10Y*: 13.94%

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

Return for Risk

FRFHF vs. BN — Risk / Return Rank

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

FRFHF

FRFHF Risk / Return Rank: 67
FRFHF Sharpe Ratio Rank: 71
FRFHF Sortino Ratio Rank: 62
FRFHF Omega Ratio Rank: 62
FRFHF Calmar Ratio Rank: 72
FRFHF Martin Ratio Rank: 68

BN

BN Risk / Return Rank: 59
BN Sharpe Ratio Rank: 60
BN Sortino Ratio Rank: 53
BN Omega Ratio Rank: 54
BN Calmar Ratio Rank: 61
BN Martin Ratio Rank: 65

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.

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 Corp (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.

	FRFHF	BN	Difference
Sharpe ratio Return per unit of total volatility	0.83	0.50	+0.33
Sortino ratio Return per unit of downside risk	1.23	0.89	+0.33
Omega ratio Gain probability vs. loss probability	1.17	1.12	+0.04
Calmar ratio Return relative to maximum drawdown	1.48	0.81	+0.67
Martin ratio Return relative to average drawdown	3.07	2.40	+0.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FRFHF vs. BN - Sharpe Ratio Comparison

The current FRFHF Sharpe Ratio is 0.83, which is higher than the BN Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FRFHF and BN, 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

	FRFHF	BN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	0.50	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.31	0.39	+0.91
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.47	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.30	+0.22

Correlation

The correlation between FRFHF and BN is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FRFHF vs. BN - Dividend Comparison

FRFHF's dividend yield for the trailing twelve months is around 0.88%, more than BN's 0.62% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FRFHF Fairfax Financial Holdings Ltd	0.88%	0.79%	1.08%	1.09%	1.68%	2.03%	2.93%	2.13%	2.27%	1.89%	2.09%	2.12%
BN Brookfield Corp	0.62%	0.52%	0.56%	0.70%	1.44%	1.12%	1.55%	1.11%	1.56%	1.29%	1.58%	1.50%

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.

Drawdown Indicators

	FRFHF	BN	Difference
Max Drawdown Largest peak-to-trough decline	-58.92%	-82.22%	+23.30%
Max Drawdown (1Y) Largest decline over 1 year	-14.09%	-22.05%	+7.96%
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 Drawdown Current decline from peak	-10.47%	-17.55%	+7.08%
Average Drawdown Average peak-to-trough decline	-12.48%	-28.61%	+16.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.78%	7.40%	-0.62%

Volatility

FRFHF vs. BN - Volatility Comparison

The current volatility for Fairfax Financial Holdings Ltd (FRFHF) is 7.18%, while Brookfield Corp (BN) has a volatility of 9.96%. 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.

Volatility by Period

	FRFHF	BN	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.18%	9.96%	-2.78%
Volatility (6M) Calculated over the trailing 6-month period	15.96%	21.50%	-5.54%
Volatility (1Y) Calculated over the trailing 1-year period	22.63%	33.43%	-10.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.35%	30.94%	-5.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.13%	30.06%	-2.93%

Financials

FRFHF vs. BN - Profitability Comparison

The chart below illustrates the profitability comparison between Fairfax Financial Holdings Ltd and Brookfield Corp over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

FRFHF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fairfax Financial Holdings Ltd reported a gross profit of 11.72B and revenue of 23.61B. Therefore, the gross margin over that period was 49.6%.

BN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Brookfield Corp reported a gross profit of 8.91B and revenue of 21.18B. Therefore, the gross margin over that period was 42.1%.

FRFHF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fairfax Financial Holdings Ltd reported an operating income of 1.87B and revenue of 23.61B, resulting in an operating margin of 7.9%.

BN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Brookfield Corp reported an operating income of 8.89B and revenue of 21.18B, resulting in an operating margin of 41.9%.

FRFHF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fairfax Financial Holdings Ltd reported a net income of 1.26B and revenue of 23.61B, resulting in a net margin of 5.3%.

BN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Brookfield Corp reported a net income of 743.00M and revenue of 21.18B, resulting in a net margin of 3.5%.