BIPC.TO vs. PWI.TO
Compare and contrast key facts about Brookfield Infrastructure Corporation (BIPC.TO) and Sustainable Power & Infrastructure Split Corp. (PWI.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIPC.TO or PWI.TO.
Key characteristics
BIPC.TO | PWI.TO | |
---|---|---|
YTD Return | 4.41% | 26.77% |
1Y Return | -20.64% | 19.27% |
Sharpe Ratio | -0.61 | 0.71 |
Daily Std Dev | 31.87% | 27.30% |
Max Drawdown | -45.82% | -46.71% |
Current Drawdown | -25.96% | -3.91% |
Fundamentals
BIPC.TO | PWI.TO | |
---|---|---|
Market Cap | CA$6.14B | CA$28.74M |
EPS | CA$1.13 | CA$0.67 |
PE Ratio | 41.22 | 11.49 |
Revenue (TTM) | CA$2.50B | CA$0.00 |
Gross Profit (TTM) | CA$1.34B | CA$0.00 |
Correlation
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.
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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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Brookfield Infrastructure Corporation | -0.56 | ||||
Sustainable Power & Infrastructure Split Corp. | 0.69 |
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%.
TTM | 2023 | 2022 | 2021 | 2020 | |
---|---|---|---|---|---|
Brookfield Infrastructure Corporation | 0.00% | 1.09% | 4.14% | 3.54% | 2.37% |
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
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.