Brookfield Corporation

10-Year Study

BN.TO · Financial Services · CA · Common Stock

Executive Summary: Brookfield Corporation has compounded at 16.1% annually over the last 10 years, with a maximum drawdown of 32.9% and an annualized volatility of 42.8%.

1Y CAGR
+21.7%
3Y CAGR
+34.2%
5Y CAGR
+15.7%
10Y CAGR
+16.1%

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 →
32.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +56.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.0%
% 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.
2026-1.5-3.6-5.811.8————————-0.0%
20257.6-5.8-9.9-1.77.06.510.1-2.75.91.52.2-4.415.1%
20240.44.91.4-2.67.5-3.918.30.76.12.816.5-3.856.5%
202316.3-8.1-2.7-0.2-7.09.43.20.4-7.9-4.918.711.126.3%
2022-8.4-0.82.0-9.30.5-10.511.0-0.3-10.6-4.517.9-16.9-30.0%
2021-5.84.08.80.27.46.16.54.5-3.310.1-4.37.147.7%
20207.9-0.6-22.313.1-7.83.4-3.22.10.1-10.132.90.36.6%
20198.15.54.73.7-3.71.03.26.52.53.55.8-2.445.3%
2018-5.9-3.00.91.32.03.12.91.93.1-6.68.8-10.2-3.0%
20171.66.71.34.12.1-0.5-4.72.24.35.0-0.62.125.8%
2016———-6.19.0-5.65.5-1.54.21.8-4.4-1.00.8%

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 42.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 50.7% of variance. Idiosyncratic stock-specific factors contribute 6.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019386.787752836179
2016-05-0110227.178910509161
2016-06-019650.33521700141
2016-07-0110180.988712225813
2016-08-0110030.247818598495
2016-09-0110456.421789816806
2016-10-0110646.805118642622
2016-11-0110178.78240075157
2016-12-0110080.921811168206
2017-01-0110240.20326534098
2017-02-0110928.003074601798
2017-03-0111067.356554168506
2017-04-0111526.482854824704
2017-05-0111770.17351572175
2017-06-0111712.595903377794
2017-07-0111160.235150100352
2017-08-0111408.33843394588
2017-09-0111900.345892702091
2017-10-0112500.960813061363
2017-11-0112427.369649694678
2017-12-0112682.305381976574
2018-01-0111931.376596017251
2018-02-0111573.669451838357
2018-03-0111683.059798158089
2018-04-0111838.925028112679
2018-05-0112075.569726559721
2018-06-0112453.845387385594
2018-07-0112818.171465987218
2018-08-0113066.132407156989
2018-09-0113471.524347714689
2018-10-0112588.074530625028
2018-11-0113693.86360724809
2018-12-0112301.965752352213
2019-01-0113294.165373720694
2019-02-0114026.660783169405
2019-03-0114692.112792336271
2019-04-0115241.911377450075
2019-05-0114681.650605668086
2019-06-0114835.59420949995
2019-07-0115313.936771383429
2019-08-0116310.121987673125
2019-09-0116711.59950464749
2019-10-0117300.75583960827
2019-11-0118306.33567249797
2019-12-0117872.831053478145
2020-01-0119290.137075996758
2020-02-0119175.76473602551
2020-03-0114901.99706774088
2020-04-0116856.148491879354
2020-05-0115549.158043072895
2020-06-0116070.701607048812
2020-07-0115559.976086430474
2020-08-0115888.858838768452
2020-09-0115903.23544901997
2020-10-0114289.85239064524
2020-11-0118986.80483395727
2020-12-0119048.36804122244
2021-01-0117937.02760024483
2021-02-0118662.12119055414
2021-03-0120296.001594237965
2021-04-0120343.188191251622
2021-05-0121849.600728794503
2021-06-0123190.468734431273
2021-07-0124697.664156690822
2021-08-0125797.973040297216
2021-09-0124945.269241171198
2021-10-0127462.955318634078
2021-11-0126279.94534041251
2021-12-0128140.22176988883
2022-01-0125786.300940885085
2022-02-0125584.53019799866
2022-03-0126105.29087725791
2022-04-0123667.601383570807
2022-05-0123781.76020952842
2022-06-0121290.54986975645
2022-07-0123625.61029422231
2022-08-0123558.709236616232
2022-09-0121071.555663103358
2022-10-0120117.00567947276
2022-11-0123721.47808634507
2022-12-0119705.92003188476
2023-01-0122908.48789375543
2023-02-0121054.545713350322
2023-03-0120493.92908487894
2023-04-0120461.33261213044
2023-05-0119019.258964030007
2023-06-0120805.944230139638
2023-07-0121473.03318007772
2023-08-0121559.435184262595
2023-09-0119853.244701293894
2023-10-0118885.599191493602
2023-11-0122417.975033094674
2023-12-0124895.876332683303
2024-01-0124994.235121631817
2024-02-0126230.837117276133
2024-03-0126600.00284685352
2024-04-0125914.83637709422
2024-05-0127853.04542154783
2024-06-0126754.373478712656
2024-07-0131658.576857927776
2024-08-0131879.563862041483
2024-09-0133831.010775340554
2024-10-0134772.9634321666
2024-11-0140523.67870411229
2024-12-0138966.09397463453
2025-01-0141909.02879592331
2025-02-0139484.86185643318
2025-03-0135584.38785532291
2025-04-0134993.73692226667
2025-05-0137446.0877115568
2025-06-0139883.136663203004
2025-07-0143919.69026233755
2025-08-0142717.74870824022
2025-09-0145247.391570466745
2025-10-0145908.430956685115
2025-11-0146896.360297780884
2025-12-0144852.17713122572
2026-01-0144176.04942137703
2026-02-0142574.694319103815
2026-03-0140119.28316228489
2026-04-0144837.94286364995
Annual Return Matrix
YearAnnual Return
20170.25805016838107075
2018-0.02998978641256167
20190.4528435059299971
20200.06577228779407784
20210.47730355214634534
2022-0.2997240678120424
20230.2633704131753831
20240.5651625776868054
20250.15105653546960096
2026-0.0003173595683910735
Total Factor Risk
0.42838747061576693
VTI.US Exposure
0.5066698586382151
VEA.US Exposure
0.02632695597920899
VWO.US Exposure
0.006567104326363991
QQQ.US Exposure
-0.12387329674424033
VTV.US Exposure
-0.07223364678328585
IJR.US Exposure
0.03510023120849084
QUAL.US Exposure
-0.011644232426826679
SHV.US Exposure
0.4831509917543804
TLT.US Exposure
-0.020093630697581105
LQD.US Exposure
0.10293839841989269
HYG.US Exposure
-0.01165520943566315
GLD.US Exposure
0.0061943096020804275
USO.US Exposure
0.0015976282255859117
VNQ.US Exposure
0.0030955378065178163
BTC-USD.CC Exposure
0.006695087394224988
CPER.US Exposure
-0.0013340102485591022
VIX.INDX Exposure
-0.010183257072084884
UUP.US Exposure
0.006624163141504137
TIP.US Exposure
0.005366596696812402
Idiosyncratic Exposure
0.06069042021496342
Value Score
16.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.8%

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 →83.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.42%
Market Cap$127.8B
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
$127
Avg Yield on Cost
0.64%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$59.070.59%Solid
2026$68.320.68%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
+7.3%
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 →
+2.3%
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 →
7.2% 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 →
1.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brookfield Corporation a high-risk investment?

Brookfield Corporation (BN.TO) has an annualized volatility of 42.8% and experienced a maximum drawdown of 32.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BN.TO has generated a Compound Annual Growth Rate (CAGR) of 16.1%. 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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