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BAM vs. BIPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BAMBIPC
YTD Return40.26%19.80%
1Y Return79.63%39.70%
Sharpe Ratio3.261.30
Sortino Ratio4.061.87
Omega Ratio1.521.23
Calmar Ratio5.650.94
Martin Ratio16.296.52
Ulcer Index5.10%6.00%
Daily Std Dev25.52%30.07%
Max Drawdown-20.47%-48.51%
Current Drawdown0.00%-14.49%

Fundamentals


BAMBIPC
Market Cap$22.94B$5.43B
EPS$1.12$9.91
PE Ratio48.904.12
Total Revenue (TTM)$1.11B$2.71B
Gross Profit (TTM)$684.36M$1.72B
EBITDA (TTM)-$11.00M$1.49B

Correlation

-0.50.00.51.00.5

The correlation between BAM and BIPC is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BAM vs. BIPC - Performance Comparison

In the year-to-date period, BAM achieves a 40.26% return, which is significantly higher than BIPC's 19.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
40.32%
23.06%
BAM
BIPC

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Risk-Adjusted Performance

BAM vs. BIPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Inc. (BAM) 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.


BAM
Sharpe ratio
The chart of Sharpe ratio for BAM, currently valued at 3.26, compared to the broader market-4.00-2.000.002.003.26
Sortino ratio
The chart of Sortino ratio for BAM, currently valued at 4.06, compared to the broader market-4.00-2.000.002.004.004.06
Omega ratio
The chart of Omega ratio for BAM, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for BAM, currently valued at 5.65, compared to the broader market0.002.004.006.005.65
Martin ratio
The chart of Martin ratio for BAM, currently valued at 16.29, compared to the broader market-10.000.0010.0020.0030.0016.29
BIPC
Sharpe ratio
The chart of Sharpe ratio for BIPC, currently valued at 1.30, compared to the broader market-4.00-2.000.002.001.30
Sortino ratio
The chart of Sortino ratio for BIPC, currently valued at 1.87, compared to the broader market-4.00-2.000.002.004.001.87
Omega ratio
The chart of Omega ratio for BIPC, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for BIPC, currently valued at 1.02, compared to the broader market0.002.004.006.001.02
Martin ratio
The chart of Martin ratio for BIPC, currently valued at 6.52, compared to the broader market-10.000.0010.0020.0030.006.52

BAM vs. BIPC - Sharpe Ratio Comparison

The current BAM Sharpe Ratio is 3.26, which is higher than the BIPC Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of BAM 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.26
1.30
BAM
BIPC

Dividends

BAM vs. BIPC - Dividend Comparison

BAM's dividend yield for the trailing twelve months is around 2.67%, less than BIPC's 3.91% yield.


TTM2023202220212020
BAM
Brookfield Asset Management Inc.
2.67%3.19%0.00%0.00%0.00%
BIPC
Brookfield Infrastructure Corporation
3.91%4.34%3.70%4.11%2.01%

Drawdowns

BAM vs. BIPC - Drawdown Comparison

The maximum BAM drawdown since its inception was -20.47%, smaller than the maximum BIPC drawdown of -48.51%. Use the drawdown chart below to compare losses from any high point for BAM and BIPC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-9.85%
BAM
BIPC

Volatility

BAM vs. BIPC - Volatility Comparison

Brookfield Asset Management Inc. (BAM) and Brookfield Infrastructure Corporation (BIPC) have volatilities of 6.65% and 6.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%JuneJulyAugustSeptemberOctoberNovember
6.65%
6.68%
BAM
BIPC

Financials

BAM vs. BIPC - Financials Comparison

This section allows you to compare key financial metrics between Brookfield Asset Management Inc. 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