MQG.AX vs. BN
Compare and contrast key facts about Macquarie Group Limited (MQG.AX) and Brookfield Corp (BN).
Performance
MQG.AX vs. BN - Performance Comparison
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MQG.AX vs. BN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MQG.AX Macquarie Group Limited | 2.62% | -5.28% | 24.58% | 14.62% | -15.65% | 53.59% | 3.19% | 33.06% | 14.21% | 20.44% |
BN Brookfield Corp | -13.79% | 11.79% | 58.69% | 28.70% | -30.50% | 58.06% | -0.58% | 53.39% | -1.07% | 23.62% |
Different Trading Currencies
MQG.AX is traded in AUD, while BN is traded in USD. To make them comparable, the BN values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MQG.AX achieves a 2.62% return, which is significantly higher than BN's -13.79% return. Over the past 10 years, MQG.AX has outperformed BN with an annualized return of 17.19%, while BN has yielded a comparatively lower 15.27% annualized return.
MQG.AX
- 1D
- 3.27%
- 1M
- 4.34%
- YTD
- 2.62%
- 6M
- -3.74%
- 1Y
- 9.34%
- 3Y*
- 9.67%
- 5Y*
- 10.36%
- 10Y*
- 17.19%
BN
- 1D
- 0.90%
- 1M
- -4.32%
- YTD
- -13.79%
- 6M
- -13.24%
- 1Y
- 4.16%
- 3Y*
- 22.97%
- 5Y*
- 14.50%
- 10Y*
- 15.27%
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Return for Risk
MQG.AX vs. BN — Risk / Return Rank
MQG.AX
BN
MQG.AX vs. BN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macquarie Group Limited (MQG.AX) 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.
| MQG.AX | BN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.14 | +0.21 |
Sortino ratioReturn per unit of downside risk | 0.65 | 0.39 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.05 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.25 | +0.34 |
Martin ratioReturn relative to average drawdown | 1.30 | 0.74 | +0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MQG.AX | BN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.14 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.54 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.56 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.42 | -0.41 |
Correlation
The correlation between MQG.AX and BN is 0.07, 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
MQG.AX vs. BN - Dividend Comparison
MQG.AX's dividend yield for the trailing twelve months is around 3.21%, more than BN's 0.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MQG.AX Macquarie Group Limited | 3.21% | 3.30% | 2.91% | 3.84% | 3.89% | 2.96% | 2.27% | 4.43% | 4.92% | 4.87% | 4.94% | 4.35% |
BN Brookfield Corp | 0.61% | 0.52% | 0.56% | 0.70% | 1.44% | 1.12% | 1.55% | 1.11% | 1.56% | 1.29% | 1.58% | 1.50% |
Drawdowns
MQG.AX vs. BN - Drawdown Comparison
The maximum MQG.AX drawdown since its inception was -99.57%, which is greater than BN's maximum drawdown of -63.56%. Use the drawdown chart below to compare losses from any high point for MQG.AX and BN.
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Drawdown Indicators
| MQG.AX | BN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.57% | -82.22% | -17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -15.94% | -22.05% | +6.11% |
Max Drawdown (5Y)Largest decline over 5 years | -29.06% | -41.85% | +12.79% |
Max Drawdown (10Y)Largest decline over 10 years | -52.55% | -51.42% | -1.13% |
Current DrawdownCurrent decline from peak | -10.60% | -17.00% | +6.40% |
Average DrawdownAverage peak-to-trough decline | -17.52% | -28.61% | +11.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.20% | 7.48% | -0.28% |
Volatility
MQG.AX vs. BN - Volatility Comparison
Macquarie Group Limited (MQG.AX) has a higher volatility of 9.29% compared to Brookfield Corp (BN) at 8.80%. This indicates that MQG.AX'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
| MQG.AX | BN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 8.80% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 19.02% | 19.99% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.10% | 30.95% | -3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.37% | 27.10% | -3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 27.16% | -1.80% |
Financials
MQG.AX vs. BN - Financials Comparison
This section allows you to compare key financial metrics between Macquarie Group Limited and Brookfield Corp. 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