PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AOS vs. BIPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AOS and BIPC is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AOS vs. BIPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in A. O. Smith Corporation (AOS) and Brookfield Infrastructure Corporation (BIPC). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
98.70%
108.83%
AOS
BIPC

Key characteristics

Sharpe Ratio

AOS:

-0.54

BIPC:

0.48

Sortino Ratio

AOS:

-0.59

BIPC:

0.83

Omega Ratio

AOS:

0.92

BIPC:

1.10

Calmar Ratio

AOS:

-0.52

BIPC:

0.33

Martin Ratio

AOS:

-1.26

BIPC:

2.12

Ulcer Index

AOS:

10.25%

BIPC:

6.45%

Daily Std Dev

AOS:

23.82%

BIPC:

28.50%

Max Drawdown

AOS:

-66.52%

BIPC:

-48.51%

Current Drawdown

AOS:

-24.67%

BIPC:

-20.30%

Fundamentals

Market Cap

AOS:

$10.27B

BIPC:

$5.22B

EPS

AOS:

$3.79

BIPC:

-$5.19

Total Revenue (TTM)

AOS:

$3.89B

BIPC:

$3.64B

Gross Profit (TTM)

AOS:

$1.49B

BIPC:

$2.29B

EBITDA (TTM)

AOS:

$818.50M

BIPC:

$1.41B

Returns By Period

In the year-to-date period, AOS achieves a -15.30% return, which is significantly lower than BIPC's 11.66% return.


AOS

YTD

-15.30%

1M

-4.22%

6M

-17.65%

1Y

-14.38%

5Y*

9.77%

10Y*

11.18%

BIPC

YTD

11.66%

1M

-12.31%

6M

13.98%

1Y

10.72%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AOS vs. BIPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for A. O. Smith Corporation (AOS) and Brookfield Infrastructure Corporation (BIPC). 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.


Sharpe ratio
The chart of Sharpe ratio for AOS, currently valued at -0.54, compared to the broader market-4.00-2.000.002.00-0.540.48
The chart of Sortino ratio for AOS, currently valued at -0.59, compared to the broader market-4.00-2.000.002.004.00-0.590.83
The chart of Omega ratio for AOS, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.10
The chart of Calmar ratio for AOS, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.520.33
The chart of Martin ratio for AOS, currently valued at -1.26, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.262.12
AOS
BIPC

The current AOS Sharpe Ratio is -0.54, which is lower than the BIPC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of AOS and BIPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.54
0.48
AOS
BIPC

Dividends

AOS vs. BIPC - Dividend Comparison

AOS's dividend yield for the trailing twelve months is around 1.89%, less than BIPC's 4.29% yield.


TTM20232022202120202019201820172016201520142013
AOS
A. O. Smith Corporation
1.89%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%1.06%0.85%
BIPC
Brookfield Infrastructure Corporation
4.29%4.34%3.70%4.11%2.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AOS vs. BIPC - Drawdown Comparison

The maximum AOS drawdown since its inception was -66.52%, which is greater than BIPC's maximum drawdown of -48.51%. Use the drawdown chart below to compare losses from any high point for AOS and BIPC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.67%
-20.30%
AOS
BIPC

Volatility

AOS vs. BIPC - Volatility Comparison

The current volatility for A. O. Smith Corporation (AOS) is 5.99%, while Brookfield Infrastructure Corporation (BIPC) has a volatility of 9.20%. This indicates that AOS experiences smaller price fluctuations and is considered to be less risky than BIPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.99%
9.20%
AOS
BIPC

Financials

AOS vs. BIPC - Financials Comparison

This section allows you to compare key financial metrics between A. O. Smith Corporation and Brookfield Infrastructure 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab