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

Performance

ITUB vs. BN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Itaú Unibanco Holding S.A. (ITUB) 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, ITUB achieves a 12.88% return, which is significantly higher than BN's -1.31% return. Over the past 10 years, ITUB has outperformed BN with an annualized return of 18.25%, while BN has yielded a comparatively lower 15.61% annualized return.


ITUB

1D
1.01%
1M
1.83%
YTD
12.88%
6M
13.72%
1Y
35.09%
3Y*
26.58%
5Y*
23.47%
10Y*
18.25%

BN

1D
0.40%
1M
0.27%
YTD
-1.31%
6M
-0.68%
1Y
15.16%
3Y*
28.32%
5Y*
12.10%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITUB vs. BN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITUB
Itaú Unibanco Holding S.A.
12.88%86.06%-23.49%54.53%30.82%-6.05%-30.47%8.46%12.68%30.90%
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 ITUB and BN is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.38

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

0.36

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

0.37

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2002

0.42

Fundamentals

Market Cap

ITUB:

$88.83B

BN:

$107.01B

EPS

ITUB:

R$4.00

BN:

$0.56

PE Ratio

ITUB:

10.19

BN:

80.05

PEG Ratio

ITUB:

1.01

BN:

175.42

PS Ratio

ITUB:

1.21

BN:

1.40

PB Ratio

ITUB:

2.08

BN:

2.50

Total Revenue (TTM)

ITUB:

R$384.43B

BN:

$76.58B

Gross Profit (TTM)

ITUB:

R$131.20B

BN:

$27.02B

EBITDA (TTM)

ITUB:

R$54.38B

BN:

$31.07B

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Return for Risk

ITUB vs. BN — Risk / Return Rank

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

ITUB
ITUB Risk / Return Rank: 7373
Overall Rank
ITUB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ITUB Sortino Ratio Rank: 7171
Sortino Ratio Rank
ITUB Omega Ratio Rank: 6969
Omega Ratio Rank
ITUB Calmar Ratio Rank: 7272
Calmar Ratio Rank
ITUB Martin Ratio Rank: 7474
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.

ITUB vs. BN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Itaú Unibanco Holding S.A. (ITUB) 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.


ITUBBNDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.20

1.11

+0.09

Calmar ratioReturn relative to maximum drawdown

1.64

0.69

+0.95

Martin ratioReturn relative to average drawdown

4.32

1.90

+2.42

ITUB vs. BN - Sharpe Ratio Comparison

The current ITUB Sharpe Ratio is 1.13, which is higher than the BN Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of ITUB 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

ITUB vs. BN - Drawdown Comparison

The maximum ITUB drawdown since its inception was -69.35%, smaller than the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for ITUB and BN.


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Drawdown Indicators


ITUBBNDifference

Max Drawdown

Largest peak-to-trough decline

-69.35%

-82.22%

+12.87%

Max Drawdown (1Y)

Largest decline over 1 year

-21.53%

-22.05%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-28.17%

-27.84%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-31.59%

-41.85%

+10.26%

Max Drawdown (10Y)

Largest decline over 10 years

-61.96%

-51.42%

-10.54%

Current Drawdown

Current decline from peak

-15.62%

-7.89%

-7.73%

Average Drawdown

Average peak-to-trough decline

-21.01%

-28.51%

+7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.14%

7.99%

+0.15%

Volatility

ITUB vs. BN - Volatility Comparison

The current volatility for Itaú Unibanco Holding S.A. (ITUB) is 9.45%, while Brookfield Corporation (BN) has a volatility of 10.05%. This indicates that ITUB 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


ITUBBNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.45%

10.05%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

25.03%

22.60%

+2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

31.11%

28.82%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.91%

31.27%

+2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.44%

30.17%

+8.27%

Dividends

ITUB vs. BN - Dividend Comparison

ITUB's dividend yield for the trailing twelve months is around 7.27%, more than BN's 0.55% yield.


PositionTTM20252024202320222021202020192018201720162015
BN
Brookfield Corporation
0.55%0.52%0.56%0.70%1.44%1.12%1.55%1.11%1.56%1.29%1.58%1.50%
ITUB
Itaú Unibanco Holding S.A.
7.27%11.26%9.20%3.61%4.21%29.81%4.80%8.21%6.93%3.35%15.63%3.89%

Financials

ITUB vs. BN - Financials Comparison

This section allows you to compare key financial metrics between Itaú Unibanco Holding S.A. 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


20.00B40.00B60.00B80.00B100.00B20222023202420252026
94.91B
18.39B
(ITUB) Total Revenue
(BN) Total Revenue
Please note, different currencies. ITUB values in BRL, BN values in USD

ITUB vs. BN - Profitability Comparison

The chart below illustrates the profitability comparison between Itaú Unibanco Holding S.A. 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

0.0%20.0%40.0%60.0%80.0%20222023202420252026
34.2%
24.1%
Portfolio components
ITUB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itaú Unibanco Holding S.A. reported a gross profit of 32.47B and revenue of 94.91B. Therefore, the gross margin over that period was 34.2%.

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%.

ITUB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itaú Unibanco Holding S.A. reported an operating income of 12.47B and revenue of 94.91B, resulting in an operating margin of 13.1%.

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%.

ITUB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itaú Unibanco Holding S.A. reported a net income of 11.42B and revenue of 94.91B, resulting in a net margin of 12.0%.

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


ITUB and BN have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BN has higher volatility (10.05%) compared to ITUB (9.45%). In terms of maximum drawdown, ITUB dropped -69.35% vs BN's -82.22%.

ITUB currently has the higher Sharpe Ratio (1.13 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

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