BIPC vs. JBBB

Last updated Jun 4, 2026

BIPC (Brookfield Infrastructure Corporation) is a stock, while JBBB (Janus Henderson B-BBB CLO ETF) is CLO fund actively managed by Janus Henderson. Over the past year, BIPC returned 5.81% vs 5.67% for JBBB. At a 0.17 correlation, their price movements are largely independent.

Performance

BIPC vs. JBBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Infrastructure Corporation (BIPC) and Janus Henderson B-BBB CLO ETF (JBBB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BIPC achieves a -7.13% return, which is significantly lower than JBBB's 1.86% return.

BIPC

• 1D: 0.17%
• 1M: 12.65%
• YTD: -7.13%
• 6M: -10.06%
• 1Y: 5.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JBBB

• 1D: 0.02%
• 1M: 0.62%
• YTD: 1.86%
• 6M: 2.34%
• 1Y: 5.67%
• 3Y*: 10.60%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BIPC vs. JBBB - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BIPC Brookfield Infrastructure Corporation	-7.13%	18.32%	4.74%
JBBB Janus Henderson B-BBB CLO ETF	1.86%	5.43%	-0.06%

Correlation

The correlation between BIPC and JBBB is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	0.17

Return for Risk

BIPC vs. JBBB — Risk / Return Rank

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

BIPC

BIPC Risk / Return Rank: 44
BIPC Sharpe Ratio Rank: 48
BIPC Sortino Ratio Rank: 40
BIPC Omega Ratio Rank: 40
BIPC Calmar Ratio Rank: 45
BIPC Martin Ratio Rank: 47

JBBB

JBBB Risk / Return Rank: 51
JBBB Sharpe Ratio Rank: 48
JBBB Sortino Ratio Rank: 56
JBBB Omega Ratio Rank: 59
JBBB Calmar Ratio Rank: 46
JBBB Martin Ratio Rank: 47

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.

BIPC vs. JBBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Infrastructure Corporation (BIPC) and Janus Henderson B-BBB CLO ETF (JBBB). 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.

	BIPC	JBBB	Difference
Sharpe ratio: Return per unit of total volatility	0.21	1.70	-1.50
Sortino ratio: Return per unit of downside risk	0.45	2.74	-2.29
Omega ratio: Gain probability vs. loss probability	1.06	1.37	-0.31
Calmar ratio: Return relative to maximum drawdown	0.20	2.31	-2.11
Martin ratio: Return relative to average drawdown	0.56	7.84	-7.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BIPC vs. JBBB - Sharpe Ratio Comparison

The current BIPC Sharpe Ratio is 0.21, which is lower than the JBBB Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of BIPC and JBBB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BIPC	JBBB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	1.70	-1.50
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	1.31	-0.95

Drawdowns

BIPC vs. JBBB - Drawdown Comparison

The maximum BIPC drawdown since its inception was -29.77%, which is greater than JBBB's maximum drawdown of -10.57%. Use the drawdown chart below to compare losses from any high point for BIPC and JBBB.

Drawdown Indicators

	BIPC	JBBB	Difference
Max Drawdown Largest peak-to-trough decline	-29.77%	-10.57%	-19.20%
Max Drawdown (1Y) Largest decline over 1 year	-29.77%	-2.46%	-27.31%
Max Drawdown (3Y) Largest decline over 3 years	—	-3.82%	—
Current Drawdown Current decline from peak	-17.32%	0.00%	-17.32%
Average Drawdown Average peak-to-trough decline	-7.78%	-1.58%	-6.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.38%	0.72%	+9.66%

Volatility

BIPC vs. JBBB - Volatility Comparison

Brookfield Infrastructure Corporation (BIPC) has a higher volatility of 6.92% compared to Janus Henderson B-BBB CLO ETF (JBBB) at 0.45%. This indicates that BIPC's price experiences larger fluctuations and is considered to be riskier than JBBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIPC	JBBB	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.92%	0.45%	+6.47%
Volatility (6M) Calculated over the trailing 6-month period	22.44%	2.76%	+19.68%
Volatility (1Y) Calculated over the trailing 1-year period	27.93%	3.34%	+24.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.72%	5.26%	+24.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.72%	5.26%	+24.46%

Dividends

BIPC vs. JBBB - Dividend Comparison

BIPC's dividend yield for the trailing twelve months is around 4.28%, less than JBBB's 7.13% yield.

Position	TTM	2025	2024	2023	2022
BIPC Brookfield Infrastructure Corporation	4.28%	3.79%	0.00%	0.00%	0.00%
JBBB Janus Henderson B-BBB CLO ETF	7.13%	8.41%	9.24%	8.71%	5.71%

Frequently Asked Questions

Can I hold both BIPC and JBBB in my portfolio?

BIPC and JBBB have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BIPC or JBBB?

BIPC has higher volatility (6.92%) compared to JBBB (0.45%). In terms of maximum drawdown, BIPC dropped -29.77% vs JBBB's -10.57%.

Which has better risk-adjusted returns?

JBBB currently has the higher Sharpe Ratio (1.70 vs 0.21), 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.