BIP-UN.TO vs. FTS.TO
Compare and contrast key facts about Brookfield Infrastructure Partners L.P (BIP-UN.TO) and Fortis Inc. (FTS.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIP-UN.TO or FTS.TO.
Key characteristics
| BIP-UN.TO | FTS.TO | |
|---|---|---|
| YTD Return | 19.15% | 16.65% |
| 1Y Return | 37.67% | 14.03% |
| 3Y Return (Ann) | 2.09% | 7.34% |
| 5Y Return (Ann) | 2.76% | 6.82% |
| 10Y Return (Ann) | 9.90% | 8.99% |
| Sharpe Ratio | 1.51 | 1.18 |
| Sortino Ratio | 2.19 | 1.79 |
| Omega Ratio | 1.26 | 1.21 |
| Calmar Ratio | 0.44 | 1.02 |
| Martin Ratio | 7.56 | 4.49 |
| Ulcer Index | 5.79% | 3.48% |
| Daily Std Dev | 28.96% | 13.25% |
| Max Drawdown | -100.00% | -41.48% |
| Current Drawdown | -99.99% | -0.79% |
Fundamentals
| BIP-UN.TO | FTS.TO | |
|---|---|---|
| Market Cap | CA$22.39B | CA$30.70B |
| EPS | -CA$0.53 | CA$3.23 |
| PEG Ratio | 0.00 | 3.01 |
| Total Revenue (TTM) | CA$20.57B | CA$11.44B |
| Gross Profit (TTM) | CA$5.30B | CA$5.63B |
| EBITDA (TTM) | CA$6.43B | CA$3.83B |
Correlation
The correlation between BIP-UN.TO and FTS.TO is 0.41, 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 19.15% return, which is significantly higher than FTS.TO's 16.65% return. Over the past 10 years, BIP-UN.TO has outperformed FTS.TO with an annualized return of 9.90%, while FTS.TO has yielded a comparatively lower 8.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
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.
Dividends
BIP-UN.TO vs. FTS.TO - Dividend Comparison
BIP-UN.TO's dividend yield for the trailing twelve months is around 4.49%, more than FTS.TO's 3.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
FTS.TO Fortis Inc. | 3.83% | 4.22% | 4.04% | 3.38% | 3.75% | 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 -41.48%. 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.
Volatility
BIP-UN.TO vs. FTS.TO - Volatility Comparison
Brookfield Infrastructure Partners L.P (BIP-UN.TO) has a higher volatility of 7.21% compared to Fortis Inc. (FTS.TO) at 4.85%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities