Brookfield Corporation

10-Year Study

BN-PFI.TO · · CA · Preferred Stock

Executive Summary: Brookfield Corporation has compounded at 5.4% annually over the last 10 years, with a maximum drawdown of 30.2% and an annualized volatility of 19.3%.

1Y CAGR
+5.0%
3Y CAGR
+16.2%
5Y CAGR
+5.3%
10Y CAGR
+5.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
30.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +34.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -7.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.51.0-2.50.70.3———————-0.0%
20250.2-2.01.4-1.54.62.10.60.20.91.3-0.41.99.5%
20246.4-2.33.46.75.11.1-0.72.8-1.1-2.57.24.634.5%
20232.0-0.9-8.5-2.3-2.3-0.15.3-9.7-1.8-3.39.26.7-7.2%
20220.2-0.27.3-6.22.23.5-4.51.3-10.03.3-3.61.9-6.0%
20211.2-1.42.90.00.41.2-0.71.20.2-0.2-0.70.95.0%
20200.0-2.2-19.615.03.5-0.4-0.35.71.30.22.01.22.9%
2019-1.82.10.9-3.4-2.93.53.2-2.95.2-0.52.9-0.25.9%
2018-1.40.00.60.40.30.90.70.6-0.1-1.5-2.43.61.5%
20170.20.42.10.8-0.21.5-1.10.40.32.1-0.41.88.0%
2016———————————2.62.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 19.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 59.1% of variance. Idiosyncratic stock-specific factors contribute 19.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-11-0110000
2016-12-0110260.002328379062
2017-01-0110280.05225917446
2017-02-0110320.022766373033
2017-03-0110536.562018963354
2017-04-0110617.92593167501
2017-05-0110597.55261489904
2017-06-0110757.82270687001
2017-07-0110634.353939488015
2017-08-0110679.627976767952
2017-09-0110709.05610099991
2017-10-0110929.734694141542
2017-11-0110888.082579843998
2017-12-0111085.671413972861
2018-01-0110929.799371337655
2018-02-0110929.799371337655
2018-03-0110993.635763902363
2018-04-0111040.526731085154
2018-05-0111070.342918493796
2018-06-0111168.716933783488
2018-07-0111250.66294126017
2018-08-0111315.27546017825
2018-09-0111302.986792916554
2018-10-0111137.283816471987
2018-11-0110866.868459518544
2018-12-0111254.15550985034
2019-01-0111055.531840583648
2019-02-0111289.469258928688
2019-03-0111388.16666019895
2019-04-0110999.650743140985
2019-05-0110678.140401257324
2019-06-0111054.885068622507
2019-07-0111412.0972227612
2019-08-0111077.522087262474
2019-09-0111658.258631171822
2019-10-0111598.755610746763
2019-11-0111937.340732404571
2019-12-0111914.445004980143
2020-01-0111914.445004980143
2020-02-0111655.218802954456
2020-03-019376.253120674712
2020-04-0110782.723427373978
2020-05-0111157.721810444074
2020-06-0111108.6318185934
2020-07-0111075.387739790704
2020-08-0111702.04509294113
2020-09-0111853.389731848347
2020-10-0111872.598859094262
2020-11-0112112.939319854608
2020-12-0112256.26398644366
2021-01-0112407.026530585847
2021-02-0112231.945360704722
2021-03-0112588.640097274503
2021-04-0112588.640097274503
2021-05-0112642.774910422084
2021-06-0112796.447928389409
2021-07-0112706.870011771249
2021-08-0112856.209657598925
2021-09-0112876.19491119821
2021-10-0112845.99066061288
2021-11-0112750.268410363875
2021-12-0112865.846559819938
2022-01-0112886.219876595911
2022-02-0112855.627562833895
2022-03-0113799.397208532217
2022-04-0112943.394517960858
2022-05-0113227.004022921601
2022-06-0113688.217108411918
2022-07-0113076.952927936669
2022-08-0113244.143479891858
2022-09-0111915.997257686886
2022-10-0112307.876388942786
2022-11-0111863.02663406936
2022-12-0112092.82471186309
2023-01-0112334.652748134065
2023-02-0112227.159248192274
2023-03-0111183.851397674207
2023-04-0110921.908753411723
2023-05-0110670.83187809642
2023-06-0110660.095463541464
2023-07-0111221.170139832097
2023-08-0110137.891782115463
2023-09-019960.094169997543
2023-10-019631.857399718008
2023-11-0110520.32804273869
2023-12-0111224.339322441692
2024-01-0111944.584578369358
2024-02-0111668.024887785066
2024-03-0112070.381724811468
2024-04-0112878.976030631122
2024-05-0113535.190862405732
2024-06-0113684.595185429522
2024-07-0113583.44005070692
2024-08-0113964.259381427295
2024-09-0113814.014254854024
2024-10-0113463.851915091778
2024-11-0114429.87051625338
2024-12-0115095.78692744512
2025-01-0115120.299584772401
2025-02-0114820.19739480254
2025-03-0115026.258941622364
2025-04-0114802.669874655594
2025-05-0115479.71076357898
2025-06-0115805.037060033375
2025-07-0115899.465766360097
2025-08-0115924.689872844632
2025-09-0116063.616490097922
2025-10-0116274.270117841852
2025-11-0116210.433725277142
2025-12-0116525.023607176583
2026-01-0116615.571681736456
2026-02-0116783.73239163336
2026-03-0116369.798336502517
2026-04-0116479.749569896645
2026-05-0116525.023607176583
Annual Return Matrix
YearAnnual Return
20170.08047455148328853
20180.015198366394399088
20190.05867072785264771
20200.028689458998773176
20210.0497364102185236
2022-0.060083247873559786
2023-0.07181824016430272
20240.34491541050108343
20250.0946778519464273
20260
Total Factor Risk
0.19346406369312208
VTI.US Exposure
0.5914291861608512
VEA.US Exposure
0.009596692707820426
VWO.US Exposure
-0.0013192005746054847
QQQ.US Exposure
-0.0455169385965901
VTV.US Exposure
-0.01426983375804852
IJR.US Exposure
-0.03376146963660707
QUAL.US Exposure
-0.038390434757950814
SHV.US Exposure
0.17743039931006607
TLT.US Exposure
-0.017581377759023076
LQD.US Exposure
0.08038099891394287
HYG.US Exposure
-0.0006120427737111014
GLD.US Exposure
-0.0026791161780661088
USO.US Exposure
0.0004713270818330793
VNQ.US Exposure
0.025835143768301743
BTC-USD.CC Exposure
-0.0012358015045720694
CPER.US Exposure
0.00043757599692573326
VIX.INDX Exposure
0.0018735661649442045
UUP.US Exposure
-0.0005030910293970447
TIP.US Exposure
0.07869684802448064
Idiosyncratic Exposure
0.18971756843940538
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.93%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$435
Avg Yield on Cost
2.18%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$217.722.18%Solid
2026$217.722.18%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
2.03
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
57
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+1.6%
50.0% retracement+2.7%
61.8% retracement+3.7%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Brookfield Corporation a high-risk investment?

Brookfield Corporation (BN-PFI.TO) has an annualized volatility of 19.3% and experienced a maximum drawdown of 30.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BN-PFI.TO?

Over the past 10 years, BN-PFI.TO has generated a Compound Annual Growth Rate (CAGR) of 5.4%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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