ONEX.TO vs. BN.TO
Compare and contrast key facts about Onex Corporation (ONEX.TO) and Brookfield Corporation (BN.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ONEX.TO or BN.TO.
Key characteristics
| ONEX.TO | BN.TO | |
|---|---|---|
| YTD Return | 10.28% | 41.51% |
| 1Y Return | 23.76% | 65.80% |
| 3Y Return (Ann) | 2.86% | 6.96% |
| 5Y Return (Ann) | 5.49% | 13.87% |
| 10Y Return (Ann) | 5.33% | 14.51% |
| Sharpe Ratio | 1.13 | 2.97 |
| Sortino Ratio | 1.66 | 3.68 |
| Omega Ratio | 1.20 | 1.48 |
| Calmar Ratio | 1.36 | 2.37 |
| Martin Ratio | 3.03 | 19.54 |
| Ulcer Index | 8.58% | 3.62% |
| Daily Std Dev | 22.92% | 23.68% |
| Max Drawdown | -75.60% | -83.06% |
| Current Drawdown | -4.61% | -3.83% |
Fundamentals
| ONEX.TO | BN.TO | |
|---|---|---|
| Market Cap | CA$7.74B | CA$111.89B |
| EPS | CA$14.34 | CA$0.79 |
| PE Ratio | 7.09 | 93.94 |
| Total Revenue (TTM) | CA$793.00M | CA$70.48B |
| Gross Profit (TTM) | CA$610.00M | CA$16.59B |
| EBITDA (TTM) | CA$413.00M | CA$25.78B |
Correlation
The correlation between ONEX.TO and BN.TO is 0.34, 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.
Performance
ONEX.TO vs. BN.TO - Performance Comparison
In the year-to-date period, ONEX.TO achieves a 10.28% return, which is significantly lower than BN.TO's 41.51% return. Over the past 10 years, ONEX.TO has underperformed BN.TO with an annualized return of 5.33%, while BN.TO has yielded a comparatively higher 14.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ONEX.TO vs. BN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Onex Corporation (ONEX.TO) and Brookfield Corporation (BN.TO). 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.
Dividends
ONEX.TO vs. BN.TO - Dividend Comparison
ONEX.TO's dividend yield for the trailing twelve months is around 0.39%, less than BN.TO's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONEX.TO Onex Corporation | 0.39% | 0.43% | 0.61% | 0.40% | 0.55% | 0.46% | 0.44% | 0.31% | 0.29% | 0.27% | 0.26% | 0.23% |
BN.TO Brookfield Corporation | 0.41% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ONEX.TO vs. BN.TO - Drawdown Comparison
The maximum ONEX.TO drawdown since its inception was -75.60%, smaller than the maximum BN.TO drawdown of -83.06%. Use the drawdown chart below to compare losses from any high point for ONEX.TO and BN.TO. For additional features, visit the drawdowns tool.
Volatility
ONEX.TO vs. BN.TO - Volatility Comparison
The current volatility for Onex Corporation (ONEX.TO) is 5.82%, while Brookfield Corporation (BN.TO) has a volatility of 6.28%. This indicates that ONEX.TO experiences smaller price fluctuations and is considered to be less risky than BN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ONEX.TO vs. BN.TO - Financials Comparison
This section allows you to compare key financial metrics between Onex 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.
Total Revenue: Total amount of money received from sales and other business activities