ZURVY vs. BN
ZURVY (Zurich Insurance Group Ltd) and BN (Brookfield Corporation) are both stocks. Both are in the Financial Services sector — ZURVY in Insurance - Diversified, BN in Asset Management. Over the past 10 years, ZURVY returned 17.95%/yr vs 14.69%/yr for BN. At a 0.45 correlation, their price movements are largely independent.
Performance
ZURVY vs. BN - Performance Comparison
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Returns By Period
In the year-to-date period, ZURVY achieves a -3.99% return, which is significantly lower than BN's -2.64% return. Over the past 10 years, ZURVY has outperformed BN with an annualized return of 17.95%, while BN has yielded a comparatively lower 14.69% annualized return.
ZURVY
- 1D
- -0.60%
- 1M
- -2.26%
- YTD
- -3.99%
- 6M
- 1.79%
- 1Y
- 3.43%
- 3Y*
- 19.22%
- 5Y*
- 16.34%
- 10Y*
- 17.95%
BN
- 1D
- -1.00%
- 1M
- -3.98%
- YTD
- -2.64%
- 6M
- -4.22%
- 1Y
- 15.79%
- 3Y*
- 29.03%
- 5Y*
- 11.60%
- 10Y*
- 14.69%
ZURVY vs. BN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZURVY Zurich Insurance Group Ltd | -3.99% | 34.63% | 20.17% | 15.48% | 13.77% | 9.57% | 9.42% | 45.86% | 4.06% | 22.48% |
BN Brookfield Corporation | -2.64% | 20.54% | 44.18% | 28.60% | -34.80% | 49.30% | 8.99% | 52.68% | -10.65% | 33.82% |
Correlation
The correlation between ZURVY and BN is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.45 |
The correlation between ZURVY and BN shifts across timeframes, from 0.31 (3 years) to 0.45 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ZURVY:
$99.91B
BN:
$105.57B
ZURVY:
$3.32
BN:
$0.56
ZURVY:
10.43
BN:
78.97
ZURVY:
0.24
BN:
173.06
ZURVY:
0.97
BN:
1.38
ZURVY:
3.50
BN:
2.46
ZURVY:
$102.66B
BN:
$76.58B
ZURVY:
$102.66B
BN:
$27.02B
ZURVY:
$15.13B
BN:
$31.07B
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Return for Risk
ZURVY vs. BN — Risk / Return Rank
ZURVY
BN
ZURVY vs. BN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group Ltd (ZURVY) 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.
| ZURVY | BN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.12 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 0.72 | -0.42 |
| Martin ratioReturn relative to average drawdown | 0.75 | 2.00 | -1.25 |
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
| ZURVY | BN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.55 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.37 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.49 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.31 | +0.01 |
Drawdowns
ZURVY vs. BN - Drawdown Comparison
The maximum ZURVY drawdown since its inception was -66.03%, smaller than the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for ZURVY and BN.
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Drawdown Indicators
| ZURVY | BN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.03% | -82.22% | +16.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -22.05% | +10.69% |
Max Drawdown (3Y)Largest decline over 3 years | -11.36% | -27.84% | +16.48% |
Max Drawdown (5Y)Largest decline over 5 years | -20.15% | -41.85% | +21.70% |
Max Drawdown (10Y)Largest decline over 10 years | -39.18% | -51.42% | +12.24% |
Current DrawdownCurrent decline from peak | -6.13% | -9.13% | +3.00% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -28.52% | +18.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.60% | 7.90% | -3.30% |
Volatility
ZURVY vs. BN - Volatility Comparison
The current volatility for Zurich Insurance Group Ltd (ZURVY) is 6.06%, while Brookfield Corporation (BN) has a volatility of 9.70%. This indicates that ZURVY 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
| ZURVY | BN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 9.70% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 15.04% | 22.36% | -7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 28.62% | -9.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.15% | 31.23% | -13.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.97% | 30.19% | -9.22% |
Dividends
ZURVY vs. BN - Dividend Comparison
ZURVY's dividend yield for the trailing twelve months is around 5.50%, more than BN's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BN Brookfield Corporation | 0.56% | 0.52% | 0.56% | 0.70% | 1.44% | 1.12% | 1.55% | 1.11% | 1.56% | 1.29% | 1.58% | 1.50% |
ZURVY Zurich Insurance Group Ltd | 5.50% | 4.47% | 4.79% | 5.12% | 4.52% | 4.90% | 4.83% | 4.62% | 6.33% | 9.41% | 6.24% | 0.00% |
Financials
ZURVY vs. BN - Financials Comparison
This section allows you to compare key financial metrics between Zurich Insurance Group Ltd 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
ZURVY vs. BN - Profitability Comparison
ZURVY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zurich Insurance Group Ltd reported a gross profit of 50.63B and revenue of 50.63B. Therefore, the gross margin over that period was 100.0%.
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%.
ZURVY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zurich Insurance Group Ltd reported an operating income of 5.51B and revenue of 50.63B, resulting in an operating margin of 10.9%.
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%.
ZURVY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zurich Insurance Group Ltd reported a net income of 3.73B and revenue of 50.63B, resulting in a net margin of 7.4%.
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
ZURVY and BN have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BN has higher volatility (9.70%) compared to ZURVY (6.06%). In terms of maximum drawdown, ZURVY dropped -66.03% vs BN's -82.22%.
BN currently has the higher Sharpe Ratio (0.55 vs 0.18), 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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