RSP vs. BAM
RSP (Invesco S&P 500 Equal Weight ETF) is S&P 500 fund tracking the S&P 500 Equal Weight Index, while BAM (Brookfield Asset Management Ltd.) is a stock. Over the past 3 years, RSP returned 14.66%/yr vs 16.64%/yr for BAM. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
RSP vs. BAM - Performance Comparison
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Returns By Period
In the year-to-date period, RSP achieves a 10.96% return, which is significantly higher than BAM's -8.16% return.
RSP
- 1D
- 0.91%
- 1M
- 3.92%
- YTD
- 10.96%
- 6M
- 10.34%
- 1Y
- 21.34%
- 3Y*
- 14.66%
- 5Y*
- 8.59%
- 10Y*
- 12.15%
BAM
- 1D
- 1.09%
- 1M
- -3.65%
- YTD
- -8.16%
- 6M
- -10.55%
- 1Y
- -10.49%
- 3Y*
- 16.64%
- 5Y*
- —
- 10Y*
- —
RSP vs. BAM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RSP Invesco S&P 500 Equal Weight ETF | 10.96% | 11.21% | 12.79% | 13.70% | -1.53% |
BAM Brookfield Asset Management Ltd. | -8.16% | -0.24% | 39.70% | 45.61% | -10.80% |
Correlation
The correlation between RSP and BAM is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2022 | 0.64 |
The correlation between RSP and BAM has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.
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Return for Risk
RSP vs. BAM — Risk / Return Rank
RSP
BAM
RSP vs. BAM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight ETF (RSP) and Brookfield Asset Management Ltd. (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.
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.
| RSP | BAM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.95 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | -0.43 | +2.97 |
| Martin ratioReturn relative to average drawdown | 9.63 | -0.77 | +10.40 |
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Drawdowns
RSP vs. BAM - Drawdown Comparison
The maximum RSP drawdown since its inception was -59.92%, which is greater than BAM's maximum drawdown of -30.37%. Use the drawdown chart below to compare losses from any high point for RSP and BAM.
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Drawdown Indicators
| RSP | BAM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.92% | -30.37% | -29.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -30.37% | +22.52% |
Max Drawdown (3Y)Largest decline over 3 years | -17.81% | -30.37% | +12.56% |
Max Drawdown (5Y)Largest decline over 5 years | -21.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.04% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -22.66% | +22.66% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -8.86% | +2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 16.80% | -14.73% |
Volatility
RSP vs. BAM - Volatility Comparison
The current volatility for Invesco S&P 500 Equal Weight ETF (RSP) is 3.57%, while Brookfield Asset Management Ltd. (BAM) has a volatility of 10.83%. This indicates that RSP experiences smaller price fluctuations and is considered to be less risky than BAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSP | BAM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 10.83% | -7.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 22.75% | -14.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.83% | 29.82% | -17.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 30.18% | -13.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 30.18% | -11.82% |
Dividends
RSP vs. BAM - Dividend Comparison
RSP's dividend yield for the trailing twelve months is around 1.47%, less than BAM's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAM Brookfield Asset Management Ltd. | 3.99% | 3.34% | 2.80% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RSP Invesco S&P 500 Equal Weight ETF | 1.47% | 1.64% | 1.52% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% |
Frequently Asked Questions
RSP and BAM have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAM has higher volatility (10.83%) compared to RSP (3.57%). In terms of maximum drawdown, RSP dropped -59.92% vs BAM's -30.37%.
RSP currently has the higher Sharpe Ratio (1.69 vs -0.44), 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.
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