BIPC vs. XTN
Compare and contrast key facts about Brookfield Infrastructure Corporation (BIPC) and SPDR S&P Transportation ETF (XTN).
XTN is a passively managed fund by State Street that tracks the performance of the S&P Transportation Select Industry Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIPC or XTN.
Performance
BIPC vs. XTN - Performance Comparison
Returns By Period
In the year-to-date period, BIPC achieves a 26.55% return, which is significantly higher than XTN's 10.49% return.
BIPC
26.55%
-1.10%
24.00%
42.45%
N/A
N/A
XTN
10.49%
7.20%
16.30%
27.41%
8.30%
6.96%
Key characteristics
| BIPC | XTN | |
|---|---|---|
| Sharpe Ratio | 1.45 | 1.17 |
| Sortino Ratio | 2.03 | 1.80 |
| Omega Ratio | 1.25 | 1.20 |
| Calmar Ratio | 1.03 | 1.01 |
| Martin Ratio | 7.01 | 4.17 |
| Ulcer Index | 6.00% | 6.16% |
| Daily Std Dev | 29.02% | 21.87% |
| Max Drawdown | -48.51% | -43.77% |
| Current Drawdown | -9.68% | -4.81% |
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Correlation
The correlation between BIPC and XTN is 0.45, 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.
Risk-Adjusted Performance
BIPC vs. XTN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Infrastructure Corporation (BIPC) and SPDR S&P Transportation ETF (XTN). 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.
Dividends
BIPC vs. XTN - Dividend Comparison
BIPC's dividend yield for the trailing twelve months is around 3.70%, more than XTN's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIPC Brookfield Infrastructure Corporation | 3.70% | 4.34% | 3.70% | 4.11% | 2.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XTN SPDR S&P Transportation ETF | 0.76% | 0.73% | 1.04% | 1.02% | 0.75% | 1.17% | 0.98% | 0.64% | 0.66% | 1.03% | 0.39% | 0.42% |
Drawdowns
BIPC vs. XTN - Drawdown Comparison
The maximum BIPC drawdown since its inception was -48.51%, which is greater than XTN's maximum drawdown of -43.77%. Use the drawdown chart below to compare losses from any high point for BIPC and XTN. For additional features, visit the drawdowns tool.
Volatility
BIPC vs. XTN - Volatility Comparison
The current volatility for Brookfield Infrastructure Corporation (BIPC) is 7.54%, while SPDR S&P Transportation ETF (XTN) has a volatility of 8.11%. This indicates that BIPC experiences smaller price fluctuations and is considered to be less risky than XTN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.