Brookfield Corp

10-Year Study

BN.US · Financial Services · US · Common Stock

Executive Summary: Brookfield Corp has compounded at 15.7% annually over the last 10 years, with a maximum drawdown of 38.6% and an annualized volatility of 41.9%.

1Y CAGR
+21.9%
3Y CAGR
+33.7%
5Y CAGR
+12.6%
10Y CAGR
+15.7%

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 →
38.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +53.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -34.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.7-3.8-7.713.5————————0.1%
20256.5-5.3-9.42.47.57.38.4-2.04.50.72.1-2.220.5%
2024-1.14.01.6-4.28.4-4.317.43.15.9-0.315.8-6.344.2%
202318.2-10.4-1.6-0.4-7.212.03.7-2.1-8.3-6.821.213.829.1%
2022-8.7-0.63.5-11.92.5-12.111.6-2.8-15.0-3.119.4-17.5-34.3%
2021-5.94.210.32.410.72.05.93.1-3.712.9-6.87.548.8%
20205.9-1.8-26.214.6-6.94.9-1.74.7-2.0-9.936.41.98.5%
201912.35.33.33.3-4.54.22.65.72.94.16.8-1.053.8%
2018-3.8-7.20.71.60.91.84.01.84.1-8.58.0-12.6-10.7%
20174.84.81.01.33.63.5-0.82.14.41.5-0.74.934.7%
2016———-2.84.2-4.34.5-2.24.4-0.5-4.5-0.9-2.5%

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 41.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 54.9% of variance. Idiosyncratic stock-specific factors contribute 7.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019721.229248937883
2016-05-0110126.5183133387
2016-06-019693.529973236513
2016-07-0110133.162396361664
2016-08-019913.346184799087
2016-09-0110351.762085680599
2016-10-0110304.692032715091
2016-11-019836.705283449683
2016-12-019751.080833224158
2017-01-0110214.856543953885
2017-02-0110701.278284142167
2017-03-0110810.952443338138
2017-04-0110956.280062136215
2017-05-0111349.403904100616
2017-06-0111750.949823136381
2017-07-0111655.03172315697
2017-08-0111895.24807695907
2017-09-0112421.62789391926
2017-10-0112614.119144316968
2017-11-0112523.815762385133
2017-12-0113139.376017667648
2018-01-0112635.455072897757
2018-02-0111728.397372311956
2018-03-0111813.273193464469
2018-04-0112007.074544739944
2018-05-0112113.379873107373
2018-06-0112326.271265744606
2018-07-0112818.775617151092
2018-08-0113048.60474256518
2018-09-0113585.558945181638
2018-10-0112432.295858209654
2018-11-0113432.557878385207
2018-12-0111739.81396567536
2019-01-0113178.491886732421
2019-02-0113877.056390484926
2019-03-0114331.754973704405
2019-04-0114804.888547846758
2019-05-0114134.678370234507
2019-06-0114729.651326009245
2019-07-0115105.74385656267
2019-08-0115960.303943403642
2019-09-0116417.99704291516
2019-10-0117085.96133330838
2019-11-0118250.73459227789
2019-12-0118060.02133592858
2020-01-0119125.60124272426
2020-02-0118788.156688064984
2020-03-0113865.546218487396
2020-04-0115896.015421758904
2020-05-0114794.969212629374
2020-06-0115521.513727985628
2020-07-0115252.662312140892
2020-08-0115973.030637644812
2020-09-0115651.026557616367
2020-10-0114098.276281559394
2020-11-0119224.045965825084
2020-12-0119594.430199696806
2021-01-0118440.69921955419
2021-02-0119214.1266306077
2021-03-0121190.22664745186
2021-04-0121704.53482060976
2021-05-0124034.081338548785
2021-06-0124510.022271714923
2021-07-0125957.215848477477
2021-08-0126768.26187044974
2021-09-0125785.21831895342
2021-10-0129100.522168778425
2021-11-0127128.352454567572
2021-12-0129161.629016862873
2022-01-0126611.51765828826
2022-02-0126458.890906028337
2022-03-0127393.36714641313
2022-04-0124144.223390915384
2022-05-0124745.278957908333
2022-06-0121747.393835039587
2022-07-0124280.661039471466
2022-08-0123594.636072691883
2022-09-0120053.714135988474
2022-10-0119425.89507963542
2022-11-0123195.429619509276
2022-12-0119144.69128408602
2023-01-0122637.794538750913
2023-02-0120276.056970672456
2023-03-0119944.601448597256
2023-04-0119865.059609589942
2023-05-0118426.19453126462
2023-06-0120640.452171960096
2023-07-0121407.235499990646
2023-08-0120965.82508281709
2023-09-0119220.20924182591
2023-10-0117917.126761617787
2023-11-0121722.501918362002
2023-12-0124709.719076940357
2024-01-0124438.621773876588
2024-02-0125417.92218000786
2024-03-0125836.59298908873
2024-04-0124756.78912990586
2024-05-0126836.1999588254
2024-06-0125681.90750687803
2024-07-0130139.525743482252
2024-08-0131085.418577230448
2024-09-0132914.50655986225
2024-10-0132821.67655480901
2024-11-0138017.443057401135
2024-12-0135626.041062304655
2025-01-0137951.47012034213
2025-02-0135929.89088731261
2025-03-0132560.872901499133
2025-04-0133343.65817596526
2025-05-0135859.80049035205
2025-06-0138484.11970578877
2025-07-0141719.69455933822
2025-08-0140892.08511912559
2025-09-0142727.536448877996
2025-10-0143035.87804832401
2025-11-0143923.752128913926
2025-12-0142943.23520053901
2026-01-0142625.067844509744
2026-02-0141024.873200950766
2026-03-0137871.273230895924
2026-04-0142999.38238101477
Annual Return Matrix
YearAnnual Return
20170.3474789351451988
2018-0.10651662986966737
20190.5383566885073412
20200.084961630732721
20210.4882611395004537
2022-0.34349719376048926
20230.2906825558205919
20240.4417825209332975
20250.20538892113882845
20260.0013074743952932177
Total Factor Risk
0.41907706341448026
VTI.US Exposure
0.5488392881785685
VEA.US Exposure
0.02048261809878704
VWO.US Exposure
0.003254877598162039
QQQ.US Exposure
-0.1327439169325082
VTV.US Exposure
-0.08023574716947057
IJR.US Exposure
0.043032621633178884
QUAL.US Exposure
-0.026908629712331975
SHV.US Exposure
0.4521765129467644
TLT.US Exposure
-0.025720820296699913
LQD.US Exposure
0.12851830466483571
HYG.US Exposure
-0.01756949036145643
GLD.US Exposure
0.010233795635236574
USO.US Exposure
0.00015134512718844608
VNQ.US Exposure
0.0065450078250315225
BTC-USD.CC Exposure
0.006773969414970029
CPER.US Exposure
-0.001279095349248681
VIX.INDX Exposure
-0.004229868723171789
UUP.US Exposure
-0.007448195126927621
TIP.US Exposure
0.005864995010514287
Idiosyncratic Exposure
0.0702624275385779
Value Score
16.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.9%

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 →83.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.59%
Market Cap$92.5B
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
$66
Avg Yield on Cost
0.66%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$65.510.66%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 →
+3.0%
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 →
6.5% 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 Corp a high-risk investment?

Brookfield Corp (BN.US) has an annualized volatility of 41.9% and experienced a maximum drawdown of 38.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BN.US has generated a Compound Annual Growth Rate (CAGR) of 15.7%. It has had a positive return in 80% 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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