PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BIPC vs. BAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BIPC and BAM is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

BIPC vs. BAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Infrastructure Corporation (BIPC) and Brookfield Asset Management Inc. (BAM). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
9.22%
45.36%
BIPC
BAM

Key characteristics

Sharpe Ratio

BIPC:

0.33

BAM:

1.72

Sortino Ratio

BIPC:

0.63

BAM:

2.29

Omega Ratio

BIPC:

1.08

BAM:

1.30

Calmar Ratio

BIPC:

0.23

BAM:

3.71

Martin Ratio

BIPC:

1.46

BAM:

8.38

Ulcer Index

BIPC:

6.37%

BAM:

5.19%

Daily Std Dev

BIPC:

28.33%

BAM:

25.33%

Max Drawdown

BIPC:

-48.51%

BAM:

-20.47%

Current Drawdown

BIPC:

-22.84%

BAM:

-8.21%

Fundamentals

Market Cap

BIPC:

$5.22B

BAM:

$24.41B

EPS

BIPC:

-$5.19

BAM:

$1.09

Total Revenue (TTM)

BIPC:

$3.64B

BAM:

$1.37B

Gross Profit (TTM)

BIPC:

$2.29B

BAM:

$347.00M

EBITDA (TTM)

BIPC:

$1.41B

BAM:

$852.00M

Returns By Period

In the year-to-date period, BIPC achieves a 8.11% return, which is significantly lower than BAM's 39.78% return.


BIPC

YTD

8.11%

1M

-13.99%

6M

9.22%

1Y

10.04%

5Y*

N/A

10Y*

N/A

BAM

YTD

39.78%

1M

-1.90%

6M

45.36%

1Y

44.34%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BIPC vs. BAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Infrastructure Corporation (BIPC) and Brookfield Asset Management Inc. (BAM). 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
The chart of Sharpe ratio for BIPC, currently valued at 0.33, compared to the broader market-4.00-2.000.002.000.331.72
The chart of Sortino ratio for BIPC, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.632.29
The chart of Omega ratio for BIPC, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.30
The chart of Calmar ratio for BIPC, currently valued at 0.25, compared to the broader market0.002.004.006.000.253.71
The chart of Martin ratio for BIPC, currently valued at 1.46, compared to the broader market0.0010.0020.001.468.38
BIPC
BAM

The current BIPC Sharpe Ratio is 0.33, which is lower than the BAM Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of BIPC and BAM, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.33
1.72
BIPC
BAM

Dividends

BIPC vs. BAM - Dividend Comparison

BIPC's dividend yield for the trailing twelve months is around 4.43%, more than BAM's 2.80% yield.


TTM2023202220212020
BIPC
Brookfield Infrastructure Corporation
4.43%4.34%3.70%4.11%2.01%
BAM
Brookfield Asset Management Inc.
2.80%3.19%0.00%0.00%0.00%

Drawdowns

BIPC vs. BAM - Drawdown Comparison

The maximum BIPC drawdown since its inception was -48.51%, which is greater than BAM's maximum drawdown of -20.47%. Use the drawdown chart below to compare losses from any high point for BIPC and BAM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.65%
-8.21%
BIPC
BAM

Volatility

BIPC vs. BAM - Volatility Comparison

The current volatility for Brookfield Infrastructure Corporation (BIPC) is 8.52%, while Brookfield Asset Management Inc. (BAM) has a volatility of 9.74%. This indicates that BIPC experiences smaller price fluctuations and is considered to be less risky than BAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%JulyAugustSeptemberOctoberNovemberDecember
8.52%
9.74%
BIPC
BAM

Financials

BIPC vs. BAM - Financials Comparison

This section allows you to compare key financial metrics between Brookfield Infrastructure Corporation and Brookfield Asset Management Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab