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BIP vs. UTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BIP vs. UTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Infrastructure Partners L.P. (BIP) and Reaves Utility Income Trust (UTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIP achieves a 25.51% return, which is significantly higher than UTG's 8.27% return. Over the past 10 years, BIP has outperformed UTG with an annualized return of 13.71%, while UTG has yielded a comparatively lower 9.43% annualized return.


BIP

1D
-1.49%
1M
12.83%
6M
20.62%
YTD
25.51%
1Y
43.65%
3Y*
12.49%
5Y*
8.28%
10Y*
13.71%
ALL TIME*
15.30%

UTG

1D
0.65%
1M
-2.98%
6M
4.86%
YTD
8.27%
1Y
7.03%
3Y*
19.80%
5Y*
9.49%
10Y*
9.43%
ALL TIME*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$61.30M$44.61M$33.88M
$12.10M$10.96M$10.49M

BIP vs. UTG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIP
Brookfield Infrastructure Partners L.P.
25.51%15.15%6.40%6.64%-20.73%27.77%15.45%51.38%-19.15%39.72%
UTG
Reaves Utility Income Trust
8.27%23.24%28.10%2.84%-13.38%14.26%-5.25%33.65%1.84%6.74%

Correlation

The correlation between BIP and UTG is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.30

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.38

Correlation (10Y)
Provides a long-term view across more market conditions.

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2008

0.32

The correlation between BIP and UTG shifts across timeframes, from 0.17 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BIP:

$19.23B

UTG:

$3.52B

EPS

BIP:

$0.88

UTG:

$22.08

PE Ratio

BIP:

47.35

UTG:

1.74

PEG Ratio

BIP:

0.25

UTG:

0.01

PS Ratio

BIP:

0.77

UTG:

6.58

Total Revenue (TTM)

BIP:

$25.06B

UTG:

$532.00M

Gross Profit (TTM)

BIP:

$6.65B

UTG:

$478.68M

EBITDA (TTM)

BIP:

$11.44B

UTG:

$2.08B

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Return for Risk

BIP vs. UTG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BIP
BIP Risk / Return Rank: 9191
Overall Rank
BIP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BIP Sortino Ratio Rank: 9292
Sortino Ratio Rank
BIP Omega Ratio Rank: 8989
Omega Ratio Rank
BIP Calmar Ratio Rank: 9090
Calmar Ratio Rank
BIP Martin Ratio Rank: 9090
Martin Ratio Rank

UTG
UTG Risk / Return Rank: 5555
Overall Rank
UTG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
UTG Sortino Ratio Rank: 4949
Sortino Ratio Rank
UTG Omega Ratio Rank: 4949
Omega Ratio Rank
UTG Calmar Ratio Rank: 5858
Calmar Ratio Rank
UTG Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BIP vs. UTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Infrastructure Partners L.P. (BIP) and Reaves Utility Income Trust (UTG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BIPUTGDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.30

Omega ratioGain probability vs. loss probability

1.35

1.08

+0.28

Calmar ratioReturn relative to maximum drawdown

3.56

0.54

+3.01

Martin ratioReturn relative to average drawdown

9.74

1.16

+8.58

BIP vs. UTG - Sharpe Ratio Comparison

The current BIP Sharpe Ratio is 2.13, which is higher than the UTG Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of BIP and UTG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BIP vs. UTG - Drawdown Comparison

The maximum BIP drawdown since its inception was -56.07%, smaller than the maximum UTG drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for BIP and UTG.


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Drawdown Indicators


BIPUTGDifference

Max Drawdown

Largest peak-to-trough decline

-56.07%

-67.77%

+11.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-12.51%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-35.02%

-14.95%

-20.07%

Max Drawdown (5Y)

Largest decline over 5 years

-49.85%

-26.54%

-23.31%

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

-47.91%

-3.42%

Current Drawdown

Current decline from peak

-2.02%

-10.60%

+8.58%

Average Drawdown

Average peak-to-trough decline

-10.19%

-8.72%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

5.87%

-1.40%

Volatility

BIP vs. UTG - Volatility Comparison

Brookfield Infrastructure Partners L.P. (BIP) has a higher volatility of 6.12% compared to Reaves Utility Income Trust (UTG) at 5.22%. This indicates that BIP's price experiences larger fluctuations and is considered to be riskier than UTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIPUTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

5.22%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

15.80%

14.11%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

18.00%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.84%

17.17%

+9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.98%

21.70%

+6.28%

Dividends

BIP vs. UTG - Dividend Comparison

BIP's dividend yield for the trailing twelve months is around 6.07%, less than UTG's 6.27% yield.


PositionTTM20252024202320222021202020192018201720162015
BIP
Brookfield Infrastructure Partners L.P.
6.07%4.95%5.10%4.86%4.65%3.35%3.92%4.02%5.44%3.88%4.62%5.59%
UTG
Reaves Utility Income Trust
6.27%6.42%7.19%8.53%8.07%6.35%6.59%5.69%6.86%6.21%9.02%6.86%

Financials

BIP vs. UTG - Financials Comparison

This section allows you to compare key financial metrics between Brookfield Infrastructure Partners L.P. and Reaves Utility Income Trust. 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 USD except per share items

Frequently Asked Questions


BIP and UTG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIP has higher volatility (6.12%) compared to UTG (5.22%). In terms of maximum drawdown, BIP dropped -56.07% vs UTG's -67.77%.

BIP currently has the higher Sharpe Ratio (2.13 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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