BIP-UN.TO vs. H.TO
Compare and contrast key facts about Brookfield Infrastructure Partners L.P (BIP-UN.TO) and Hydro One Limited (H.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIP-UN.TO or H.TO.
Key characteristics
| BIP-UN.TO | H.TO | |
|---|---|---|
| YTD Return | 19.69% | 14.32% |
| 1Y Return | 44.43% | 21.01% |
| 3Y Return (Ann) | 2.25% | 17.67% |
| 5Y Return (Ann) | 2.99% | 16.93% |
| Sharpe Ratio | 1.50 | 1.70 |
| Sortino Ratio | 2.17 | 2.49 |
| Omega Ratio | 1.26 | 1.31 |
| Calmar Ratio | 0.43 | 2.37 |
| Martin Ratio | 7.50 | 5.92 |
| Ulcer Index | 5.79% | 3.63% |
| Daily Std Dev | 28.97% | 12.61% |
| Max Drawdown | -100.00% | -27.68% |
| Current Drawdown | -99.99% | -7.36% |
Fundamentals
| BIP-UN.TO | H.TO | |
|---|---|---|
| Market Cap | CA$22.39B | CA$26.62B |
| EPS | -CA$0.53 | CA$1.89 |
| PEG Ratio | 0.00 | 3.14 |
| Total Revenue (TTM) | CA$20.57B | CA$6.18B |
| Gross Profit (TTM) | CA$5.30B | CA$1.35B |
| EBITDA (TTM) | CA$6.43B | CA$2.11B |
Correlation
The correlation between BIP-UN.TO and H.TO is 0.42, 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. H.TO - Performance Comparison
In the year-to-date period, BIP-UN.TO achieves a 19.69% return, which is significantly higher than H.TO's 14.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BIP-UN.TO vs. H.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 Hydro One Limited (H.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. H.TO - Dividend Comparison
BIP-UN.TO's dividend yield for the trailing twelve months is around 4.47%, more than H.TO's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
BIP-UN.TO Brookfield Infrastructure Partners L.P | 4.47% | 4.97% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
H.TO Hydro One Limited | 2.75% | 2.94% | 3.78% | 3.20% | 3.50% | 3.81% | 4.49% | 3.88% | 4.11% |
Drawdowns
BIP-UN.TO vs. H.TO - Drawdown Comparison
The maximum BIP-UN.TO drawdown since its inception was -100.00%, which is greater than H.TO's maximum drawdown of -27.68%. Use the drawdown chart below to compare losses from any high point for BIP-UN.TO and H.TO. For additional features, visit the drawdowns tool.
Volatility
BIP-UN.TO vs. H.TO - Volatility Comparison
Brookfield Infrastructure Partners L.P (BIP-UN.TO) has a higher volatility of 7.16% compared to Hydro One Limited (H.TO) at 4.95%. This indicates that BIP-UN.TO's price experiences larger fluctuations and is considered to be riskier than H.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BIP-UN.TO vs. H.TO - Financials Comparison
This section allows you to compare key financial metrics between Brookfield Infrastructure Partners L.P and Hydro One Limited. 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