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BIP-UN.TO vs. ATD.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BIP-UN.TOATD.TO
YTD Return19.15%1.35%
1Y Return37.67%0.92%
3Y Return (Ann)2.09%17.01%
5Y Return (Ann)2.76%14.64%
10Y Return (Ann)9.90%14.78%
Sharpe Ratio1.510.03
Sortino Ratio2.190.19
Omega Ratio1.261.02
Calmar Ratio0.440.01
Martin Ratio7.560.07
Ulcer Index5.79%8.73%
Daily Std Dev28.96%21.46%
Max Drawdown-100.00%-100.00%
Current Drawdown-99.99%-99.99%

Fundamentals


BIP-UN.TOATD.TO
Market CapCA$22.39BCA$73.36B
EPS-CA$0.53CA$3.92
Total Revenue (TTM)CA$20.57BCA$55.49B
Gross Profit (TTM)CA$5.30BCA$9.40B
EBITDA (TTM)CA$6.43BCA$2.65B

Correlation

-0.50.00.51.00.3

The correlation between BIP-UN.TO and ATD.TO is 0.28, 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.

Performance

BIP-UN.TO vs. ATD.TO - Performance Comparison

In the year-to-date period, BIP-UN.TO achieves a 19.15% return, which is significantly higher than ATD.TO's 1.35% return. Over the past 10 years, BIP-UN.TO has underperformed ATD.TO with an annualized return of 9.90%, while ATD.TO has yielded a comparatively higher 14.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
-0.02%
BIP-UN.TO
ATD.TO

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BIP-UN.TO vs. ATD.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Infrastructure Partners L.P (BIP-UN.TO) and Alimentation Couche-Tard Inc. (ATD.TO). 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.


BIP-UN.TO
Sharpe ratio
The chart of Sharpe ratio for BIP-UN.TO, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.34
Sortino ratio
The chart of Sortino ratio for BIP-UN.TO, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.006.001.99
Omega ratio
The chart of Omega ratio for BIP-UN.TO, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for BIP-UN.TO, currently valued at 0.42, compared to the broader market0.002.004.006.000.42
Martin ratio
The chart of Martin ratio for BIP-UN.TO, currently valued at 6.37, compared to the broader market0.0010.0020.0030.006.37
ATD.TO
Sharpe ratio
The chart of Sharpe ratio for ATD.TO, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.04
Sortino ratio
The chart of Sortino ratio for ATD.TO, currently valued at 0.11, compared to the broader market-4.00-2.000.002.004.006.000.11
Omega ratio
The chart of Omega ratio for ATD.TO, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for ATD.TO, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.04
Martin ratio
The chart of Martin ratio for ATD.TO, currently valued at -0.08, compared to the broader market0.0010.0020.0030.00-0.08

BIP-UN.TO vs. ATD.TO - Sharpe Ratio Comparison

The current BIP-UN.TO Sharpe Ratio is 1.51, which is higher than the ATD.TO Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of BIP-UN.TO and ATD.TO, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.34
-0.04
BIP-UN.TO
ATD.TO

Dividends

BIP-UN.TO vs. ATD.TO - Dividend Comparison

BIP-UN.TO's dividend yield for the trailing twelve months is around 4.49%, more than ATD.TO's 0.67% yield.


TTM2023202220212020201920182017201620152014
BIP-UN.TO
Brookfield Infrastructure Partners L.P
4.49%4.97%2.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ATD.TO
Alimentation Couche-Tard Inc.
0.67%0.76%0.79%0.70%0.68%0.15%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BIP-UN.TO vs. ATD.TO - Drawdown Comparison

The maximum BIP-UN.TO drawdown since its inception was -100.00%, roughly equal to the maximum ATD.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BIP-UN.TO and ATD.TO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
-11.62%
BIP-UN.TO
ATD.TO

Volatility

BIP-UN.TO vs. ATD.TO - Volatility Comparison

Brookfield Infrastructure Partners L.P (BIP-UN.TO) and Alimentation Couche-Tard Inc. (ATD.TO) have volatilities of 7.21% and 7.13%, 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.21%
7.13%
BIP-UN.TO
ATD.TO

Financials

BIP-UN.TO vs. ATD.TO - Financials Comparison

This section allows you to compare key financial metrics between Brookfield Infrastructure Partners L.P and Alimentation Couche-Tard Inc.. 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 CAD except per share items