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BIPC.TO vs. PWI.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BIPC.TOPWI.TO
YTD Return4.41%26.77%
1Y Return-20.64%19.27%
Sharpe Ratio-0.610.71
Daily Std Dev31.87%27.30%
Max Drawdown-45.82%-46.71%
Current Drawdown-25.96%-3.91%

Fundamentals


BIPC.TOPWI.TO
Market CapCA$6.14BCA$28.74M
EPSCA$1.13CA$0.67
PE Ratio41.2211.49
Revenue (TTM)CA$2.50BCA$0.00
Gross Profit (TTM)CA$1.34BCA$0.00

Correlation

0.31
-1.001.00

The correlation between BIPC.TO and PWI.TO 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

BIPC.TO vs. PWI.TO - Performance Comparison

In the year-to-date period, BIPC.TO achieves a 4.41% return, which is significantly lower than PWI.TO's 26.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-16.27%
-6.05%
BIPC.TO
PWI.TO

Compare stocks, funds, or ETFs


Brookfield Infrastructure Corporation

Sustainable Power & Infrastructure Split Corp.

Risk-Adjusted Performance

BIPC.TO vs. PWI.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Infrastructure Corporation (BIPC.TO) and Sustainable Power & Infrastructure Split Corp. (PWI.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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BIPC.TO
Brookfield Infrastructure Corporation
-0.56
PWI.TO
Sustainable Power & Infrastructure Split Corp.
0.69

BIPC.TO vs. PWI.TO - Sharpe Ratio Comparison

The current BIPC.TO Sharpe Ratio is -0.56, which is lower than the PWI.TO Sharpe Ratio of 0.69. The chart below compares the 12-month rolling Sharpe Ratio of BIPC.TO and PWI.TO.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.50OctoberNovemberDecember2024FebruaryMarch
-0.56
0.69
BIPC.TO
PWI.TO

Dividends

BIPC.TO vs. PWI.TO - Dividend Comparison

BIPC.TO has not paid dividends to shareholders, while PWI.TO's dividend yield for the trailing twelve months is around 10.50%.


TTM2023202220212020
BIPC.TO
Brookfield Infrastructure Corporation
0.00%1.09%4.14%3.54%2.37%
PWI.TO
Sustainable Power & Infrastructure Split Corp.
10.50%11.85%10.60%4.73%0.00%

Drawdowns

BIPC.TO vs. PWI.TO - Drawdown Comparison

The maximum BIPC.TO drawdown since its inception was -45.82%, roughly equal to the maximum PWI.TO drawdown of -46.71%. The drawdown chart below compares losses from any high point along the way for BIPC.TO and PWI.TO


-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-30.06%
-11.17%
BIPC.TO
PWI.TO

Volatility

BIPC.TO vs. PWI.TO - Volatility Comparison

Brookfield Infrastructure Corporation (BIPC.TO) has a higher volatility of 7.27% compared to Sustainable Power & Infrastructure Split Corp. (PWI.TO) at 5.21%. This indicates that BIPC.TO's price experiences larger fluctuations and is considered to be riskier than PWI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
7.27%
5.21%
BIPC.TO
PWI.TO