PortfoliosLab logoPortfoliosLab logo
PAX vs. BAM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PAX vs. BAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Patria Investments Limited (PAX) and Brookfield Asset Management Inc. (BAM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PAX achieves a -27.91% return, which is significantly lower than BAM's -11.82% return.


PAX

1D
-3.87%
1M
-10.63%
YTD
-27.91%
6M
-24.79%
1Y
-8.10%
3Y*
-4.76%
5Y*
-3.54%
10Y*

BAM

1D
-5.24%
1M
-3.95%
YTD
-11.82%
6M
-12.95%
1Y
-16.86%
3Y*
16.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAX vs. BAM - Yearly Performance Comparison


2026 (YTD)2025202420232022
PAX
Patria Investments Limited
-27.91%43.06%-20.01%18.86%2.88%
BAM
Brookfield Asset Management Inc.
-11.82%-0.24%39.70%45.61%-10.41%

Correlation

The correlation between PAX and BAM is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.53

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2022

0.49

The correlation between PAX and BAM has been stable across timeframes, ranging from 0.49 to 0.53 - a consistent structural relationship.

Fundamentals

Market Cap

PAX:

$1.77B

BAM:

$73.27B

EPS

PAX:

$0.46

BAM:

$1.55

PE Ratio

PAX:

24.31

BAM:

29.18

PS Ratio

PAX:

4.37

BAM:

14.48

PB Ratio

PAX:

2.94

BAM:

6.52

Total Revenue (TTM)

PAX:

$401.58M

BAM:

$5.08B

Gross Profit (TTM)

PAX:

$340.05M

BAM:

$3.26B

EBITDA (TTM)

PAX:

$155.87M

BAM:

$2.35B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PAX vs. BAM — Risk / Return Rank

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

PAX
PAX Risk / Return Rank: 2929
Overall Rank
PAX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
PAX Omega Ratio Rank: 2626
Omega Ratio Rank
PAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
PAX Martin Ratio Rank: 3232
Martin Ratio Rank

BAM
BAM Risk / Return Rank: 1818
Overall Rank
BAM Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BAM Sortino Ratio Rank: 1717
Sortino Ratio Rank
BAM Omega Ratio Rank: 1717
Omega Ratio Rank
BAM Calmar Ratio Rank: 2121
Calmar Ratio Rank
BAM Martin Ratio Rank: 1919
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.

PAX vs. BAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Patria Investments Limited (PAX) and Brookfield Asset Management Inc. (BAM). 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.


PAXBAMDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

0.98

0.92

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.22

-0.56

+0.33

Martin ratioReturn relative to average drawdown

-0.47

-1.03

+0.56

PAX vs. BAM - Sharpe Ratio Comparison

The current PAX Sharpe Ratio is -0.28, which is higher than the BAM Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of PAX and BAM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


PAXBAMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

-0.57

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.48

-0.64

Drawdowns

PAX vs. BAM - Drawdown Comparison

The maximum PAX drawdown since its inception was -46.17%, which is greater than BAM's maximum drawdown of -30.37%. Use the drawdown chart below to compare losses from any high point for PAX and BAM.


Loading charts...

Drawdown Indicators


PAXBAMDifference

Max Drawdown

Largest peak-to-trough decline

-46.17%

-30.37%

-15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-36.28%

-30.37%

-5.91%

Max Drawdown (3Y)

Largest decline over 3 years

-36.28%

-30.37%

-5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

Current Drawdown

Current decline from peak

-34.88%

-25.74%

-9.14%

Average Drawdown

Average peak-to-trough decline

-27.10%

-8.76%

-18.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.14%

16.37%

+0.77%

Volatility

PAX vs. BAM - Volatility Comparison

Patria Investments Limited (PAX) has a higher volatility of 11.86% compared to Brookfield Asset Management Inc. (BAM) at 9.81%. This indicates that PAX's price experiences larger fluctuations and is considered to be riskier than BAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PAXBAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.86%

9.81%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

23.92%

22.33%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

29.26%

29.64%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.31%

30.22%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.62%

30.22%

+2.40%

Dividends

PAX vs. BAM - Dividend Comparison

PAX's dividend yield for the trailing twelve months is around 5.48%, more than BAM's 4.15% yield.


PositionTTM20252024202320222021
BAM
Brookfield Asset Management Inc.
4.15%3.34%2.80%3.19%0.00%0.00%
PAX
Patria Investments Limited
5.48%3.78%7.52%6.34%5.04%4.38%

Financials

PAX vs. BAM - Financials Comparison

This section allows you to compare key financial metrics between Patria Investments Limited and Brookfield Asset Management Inc.. 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


0.00500.00M1.00B1.50B20222023202420252026
98.20M
1.34B
(PAX) Total Revenue
(BAM) Total Revenue
Values in USD except per share items

PAX vs. BAM - Profitability Comparison

The chart below illustrates the profitability comparison between Patria Investments Limited and Brookfield Asset Management Inc. 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%100.0%20222023202420252026
79.6%
0
Portfolio components
PAX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Patria Investments Limited reported a gross profit of 78.20M and revenue of 98.20M. Therefore, the gross margin over that period was 79.6%.

BAM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookfield Asset Management Inc. reported a gross profit of 0.00 and revenue of 1.34B. Therefore, the gross margin over that period was 0.0%.

PAX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Patria Investments Limited reported an operating income of 25.60M and revenue of 98.20M, resulting in an operating margin of 26.1%.

BAM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookfield Asset Management Inc. reported an operating income of 0.00 and revenue of 1.34B, resulting in an operating margin of 0.0%.

PAX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Patria Investments Limited reported a net income of 2.30M and revenue of 98.20M, resulting in a net margin of 2.3%.

BAM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookfield Asset Management Inc. reported a net income of 617.00M and revenue of 1.34B, resulting in a net margin of 46.1%.


Frequently Asked Questions


PAX and BAM have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAX has higher volatility (11.86%) compared to BAM (9.81%). In terms of maximum drawdown, PAX dropped -46.17% vs BAM's -30.37%.

PAX currently has the higher Sharpe Ratio (-0.28 vs -0.57), 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

Find the right allocation for PAX and BAM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer