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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 LP (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 8.95% return, which is significantly lower than UTG's 19.18% return. Over the past 10 years, BIP has outperformed UTG with an annualized return of 13.01%, while UTG has yielded a comparatively lower 10.70% annualized return.


BIP

1D
-3.51%
1M
-5.60%
YTD
8.95%
6M
8.27%
1Y
19.37%
3Y*
7.17%
5Y*
5.32%
10Y*
13.01%

UTG

1D
1.09%
1M
0.50%
YTD
19.18%
6M
21.56%
1Y
30.08%
3Y*
25.12%
5Y*
12.27%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIP vs. UTG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIP
Brookfield Infrastructure Partners LP
8.95%15.15%6.40%6.64%-20.73%27.77%15.45%51.38%-19.15%39.72%
UTG
Reaves Utility Income Trust
19.18%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 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

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 0.19 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BIP:

$16.67B

UTG:

$3.82B

EPS

BIP:

$0.91

UTG:

$18.20

PE Ratio

BIP:

40.02

UTG:

2.34

PEG Ratio

BIP:

0.21

UTG:

0.01

PS Ratio

BIP:

0.70

UTG:

7.28

PB Ratio

BIP:

3.61

UTG:

1.09

Total Revenue (TTM)

BIP:

$24.01B

UTG:

$525.39M

Gross Profit (TTM)

BIP:

$6.49B

UTG:

$228.88M

EBITDA (TTM)

BIP:

$11.14B

UTG:

$1.71B

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Return for Risk

BIP vs. UTG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIP
BIP Risk / Return Rank: 6868
Overall Rank
BIP Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BIP Sortino Ratio Rank: 6565
Sortino Ratio Rank
BIP Omega Ratio Rank: 6363
Omega Ratio Rank
BIP Calmar Ratio Rank: 7070
Calmar Ratio Rank
BIP Martin Ratio Rank: 6969
Martin Ratio Rank

UTG
UTG Risk / Return Rank: 8181
Overall Rank
UTG Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
UTG Sortino Ratio Rank: 8080
Sortino Ratio Rank
UTG Omega Ratio Rank: 8080
Omega Ratio Rank
UTG Calmar Ratio Rank: 8181
Calmar Ratio Rank
UTG Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BIP vs. UTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Infrastructure Partners LP (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

-0.77

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.18

1.30

-0.12

Calmar ratioReturn relative to maximum drawdown

1.56

2.61

-1.05

Martin ratioReturn relative to average drawdown

3.37

5.66

-2.28

BIP vs. UTG - Sharpe Ratio Comparison

The current BIP Sharpe Ratio is 0.98, which is lower than the UTG Sharpe Ratio of 1.75. 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

-12.50%

-11.59%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-41.05%

-15.03%

-26.02%

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

-5.86%

-1.59%

-4.27%

Average Drawdown

Average peak-to-trough decline

-10.24%

-8.73%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

5.33%

+0.43%

Volatility

BIP vs. UTG - Volatility Comparison

Brookfield Infrastructure Partners LP (BIP) and Reaves Utility Income Trust (UTG) have volatilities of 5.92% and 6.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

5.92%

6.10%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

15.47%

13.30%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

17.32%

+2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.74%

16.95%

+9.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.05%

21.64%

+6.41%

Dividends

BIP vs. UTG - Dividend Comparison

BIP's dividend yield for the trailing twelve months is around 6.99%, more than UTG's 5.64% yield.


PositionTTM20252024202320222021202020192018201720162015
BIP
Brookfield Infrastructure Partners LP
6.99%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
5.64%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 LP 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
6.30B
76.73M
(BIP) Total Revenue
(UTG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BIP and UTG have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTG has higher volatility (6.10%) compared to BIP (5.92%). In terms of maximum drawdown, BIP dropped -56.07% vs UTG's -67.77%.

UTG currently has the higher Sharpe Ratio (1.75 vs 0.98), 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

Find the right allocation for BIP and UTG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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