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

Key characteristics


BIP-UN.TOFTS.TO
YTD Return0.41%3.08%
1Y Return-12.40%-2.10%
3Y Return (Ann)2.12%4.14%
5Y Return (Ann)5.28%5.83%
10Y Return (Ann)11.69%9.55%
Sharpe Ratio-0.37-0.24
Daily Std Dev34.10%15.31%
Max Drawdown-100.00%-35.48%
Current Drawdown-99.95%-8.28%

Fundamentals


BIP-UN.TOFTS.TO
Market CapCA$19.37BCA$27.70B
EPSCA$0.42CA$3.13
PE Ratio99.9517.95
PEG Ratio0.002.92
Revenue (TTM)CA$18.90BCA$11.32B
Gross Profit (TTM)CA$3.92BCA$4.41B
EBITDA (TTM)CA$7.37BCA$4.99B

Correlation

-0.50.00.51.00.4

The correlation between BIP-UN.TO and FTS.TO is 0.40, 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

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

In the year-to-date period, BIP-UN.TO achieves a 0.41% return, which is significantly lower than FTS.TO's 3.08% return. Over the past 10 years, BIP-UN.TO has outperformed FTS.TO with an annualized return of 11.69%, while FTS.TO has yielded a comparatively lower 9.55% 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%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
-99.95%
203.47%
BIP-UN.TO
FTS.TO

Compare stocks, funds, or ETFs

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


Brookfield Infrastructure Partners L.P

Fortis Inc.

Risk-Adjusted Performance

BIP-UN.TO vs. FTS.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 Fortis Inc. (FTS.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 -0.37, compared to the broader market-2.00-1.000.001.002.003.004.00-0.37
Sortino ratio
The chart of Sortino ratio for BIP-UN.TO, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.006.00-0.31
Omega ratio
The chart of Omega ratio for BIP-UN.TO, currently valued at 0.96, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for BIP-UN.TO, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.13
Martin ratio
The chart of Martin ratio for BIP-UN.TO, currently valued at -0.72, compared to the broader market-10.000.0010.0020.0030.00-0.72
FTS.TO
Sharpe ratio
The chart of Sharpe ratio for FTS.TO, currently valued at -0.27, compared to the broader market-2.00-1.000.001.002.003.004.00-0.27
Sortino ratio
The chart of Sortino ratio for FTS.TO, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.006.00-0.26
Omega ratio
The chart of Omega ratio for FTS.TO, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for FTS.TO, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19
Martin ratio
The chart of Martin ratio for FTS.TO, currently valued at -0.73, compared to the broader market-10.000.0010.0020.0030.00-0.73

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

The current BIP-UN.TO Sharpe Ratio is -0.37, which is lower than the FTS.TO Sharpe Ratio of -0.24. The chart below compares the 12-month rolling Sharpe Ratio of BIP-UN.TO and FTS.TO.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.200.40December2024FebruaryMarchAprilMay
-0.37
-0.27
BIP-UN.TO
FTS.TO

Dividends

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

BIP-UN.TO's dividend yield for the trailing twelve months is around 3.74%, less than FTS.TO's 4.20% yield.


TTM20232022202120202019201820172016201520142013
BIP-UN.TO
Brookfield Infrastructure Partners L.P
3.74%3.66%2.48%1.18%1.41%1.38%1.77%1.37%0.89%0.80%0.78%0.82%
FTS.TO
Fortis Inc.
4.20%4.19%4.01%3.36%3.73%3.39%3.79%3.52%3.68%3.73%3.29%4.07%

Drawdowns

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

The maximum BIP-UN.TO drawdown since its inception was -100.00%, which is greater than FTS.TO's maximum drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for BIP-UN.TO and FTS.TO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%December2024FebruaryMarchAprilMay
-99.96%
-14.29%
BIP-UN.TO
FTS.TO

Volatility

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

Brookfield Infrastructure Partners L.P (BIP-UN.TO) has a higher volatility of 7.85% compared to Fortis Inc. (FTS.TO) at 3.21%. This indicates that BIP-UN.TO's price experiences larger fluctuations and is considered to be riskier than FTS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2024FebruaryMarchAprilMay
7.85%
3.21%
BIP-UN.TO
FTS.TO

Financials

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

This section allows you to compare key financial metrics between Brookfield Infrastructure Partners L.P and Fortis 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