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

Key characteristics


BIP-UN.TOMAIN
YTD Return17.15%28.27%
1Y Return38.47%39.26%
3Y Return (Ann)0.50%12.82%
5Y Return (Ann)2.66%12.65%
10Y Return (Ann)9.56%13.37%
Sharpe Ratio1.392.83
Sortino Ratio2.053.62
Omega Ratio1.241.55
Calmar Ratio0.404.09
Martin Ratio6.9915.71
Ulcer Index5.77%2.50%
Daily Std Dev29.01%13.86%
Max Drawdown-100.00%-64.53%
Current Drawdown-99.99%-1.63%

Fundamentals


BIP-UN.TOMAIN
Market CapCA$21.98B$4.49B
EPS-CA$0.18$5.45
PEG Ratio0.002.09
Total Revenue (TTM)CA$15.30B$384.24M
Gross Profit (TTM)CA$3.93B$352.40M
EBITDA (TTM)CA$6.43B$450.56M

Correlation

-0.50.00.51.00.3

The correlation between BIP-UN.TO and MAIN is 0.31, 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. MAIN - Performance Comparison

In the year-to-date period, BIP-UN.TO achieves a 17.15% return, which is significantly lower than MAIN's 28.27% return. Over the past 10 years, BIP-UN.TO has underperformed MAIN with an annualized return of 9.56%, while MAIN has yielded a comparatively higher 13.37% 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%
5.76%
BIP-UN.TO
MAIN

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Brookfield Infrastructure Partners L.P (BIP-UN.TO) and Main Street Capital Corporation (MAIN). 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 0.95, compared to the broader market-4.00-2.000.002.004.000.95
Sortino ratio
The chart of Sortino ratio for BIP-UN.TO, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.006.001.51
Omega ratio
The chart of Omega ratio for BIP-UN.TO, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for BIP-UN.TO, currently valued at 0.29, compared to the broader market0.002.004.006.000.29
Martin ratio
The chart of Martin ratio for BIP-UN.TO, currently valued at 4.41, compared to the broader market-10.000.0010.0020.0030.004.41
MAIN
Sharpe ratio
The chart of Sharpe ratio for MAIN, currently valued at 2.71, compared to the broader market-4.00-2.000.002.004.002.71
Sortino ratio
The chart of Sortino ratio for MAIN, currently valued at 3.49, compared to the broader market-4.00-2.000.002.004.006.003.49
Omega ratio
The chart of Omega ratio for MAIN, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for MAIN, currently valued at 3.92, compared to the broader market0.002.004.006.003.92
Martin ratio
The chart of Martin ratio for MAIN, currently valued at 14.93, compared to the broader market-10.000.0010.0020.0030.0014.93

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

The current BIP-UN.TO Sharpe Ratio is 1.39, which is lower than the MAIN Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of BIP-UN.TO and MAIN, 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
0.95
2.71
BIP-UN.TO
MAIN

Dividends

BIP-UN.TO vs. MAIN - Dividend Comparison

BIP-UN.TO's dividend yield for the trailing twelve months is around 4.57%, less than MAIN's 7.94% yield.


TTM20232022202120202019201820172016201520142013
BIP-UN.TO
Brookfield Infrastructure Partners L.P
4.57%4.97%2.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MAIN
Main Street Capital Corporation
7.94%8.61%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%8.18%

Drawdowns

BIP-UN.TO vs. MAIN - Drawdown Comparison

The maximum BIP-UN.TO drawdown since its inception was -100.00%, which is greater than MAIN's maximum drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for BIP-UN.TO and MAIN. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
-1.63%
BIP-UN.TO
MAIN

Volatility

BIP-UN.TO vs. MAIN - Volatility Comparison

Brookfield Infrastructure Partners L.P (BIP-UN.TO) has a higher volatility of 7.16% compared to Main Street Capital Corporation (MAIN) at 4.21%. This indicates that BIP-UN.TO's price experiences larger fluctuations and is considered to be riskier than MAIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.16%
4.21%
BIP-UN.TO
MAIN

Financials

BIP-UN.TO vs. MAIN - Financials Comparison

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



Please note, different currencies. BIP-UN.TO values in CAD, MAIN values in USD