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BKGI vs. AGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKGI and AGR is 0.48, 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

BKGI vs. AGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bny Mellon Global Infrastructure Income ETF (BKGI) and Avangrid, Inc. (AGR). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
5.28%
2.59%
BKGI
AGR

Key characteristics

Returns By Period


BKGI

YTD

7.22%

1M

2.59%

6M

5.28%

1Y

21.60%

5Y*

N/A

10Y*

N/A

AGR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BKGI vs. AGR — Risk-Adjusted Performance Rank

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

BKGI
The Risk-Adjusted Performance Rank of BKGI is 7676
Overall Rank
The Sharpe Ratio Rank of BKGI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BKGI is 7676
Sortino Ratio Rank
The Omega Ratio Rank of BKGI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BKGI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of BKGI is 6969
Martin Ratio Rank

AGR
The Risk-Adjusted Performance Rank of AGR is 7575
Overall Rank
The Sharpe Ratio Rank of AGR is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of AGR is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AGR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of AGR is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AGR is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BKGI vs. AGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bny Mellon Global Infrastructure Income ETF (BKGI) and Avangrid, Inc. (AGR). 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 BKGI, currently valued at 1.83, compared to the broader market0.002.004.001.831.29
The chart of Sortino ratio for BKGI, currently valued at 2.46, compared to the broader market0.005.0010.002.462.89
The chart of Omega ratio for BKGI, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.321.58
The chart of Calmar ratio for BKGI, currently valued at 2.80, compared to the broader market0.005.0010.0015.0020.002.800.77
The chart of Martin ratio for BKGI, currently valued at 8.09, compared to the broader market0.0020.0040.0060.0080.00100.008.097.90
BKGI
AGR


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.83
1.29
BKGI
AGR

Dividends

BKGI vs. AGR - Dividend Comparison

BKGI's dividend yield for the trailing twelve months is around 4.24%, while AGR has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
BKGI
Bny Mellon Global Infrastructure Income ETF
4.24%4.54%4.55%0.53%0.00%0.00%0.00%0.00%0.00%0.00%
AGR
Avangrid, Inc.
4.89%4.89%5.43%4.09%3.53%3.87%3.44%3.48%3.42%4.56%

Drawdowns

BKGI vs. AGR - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.74%
-10.56%
BKGI
AGR

Volatility

BKGI vs. AGR - Volatility Comparison

Bny Mellon Global Infrastructure Income ETF (BKGI) has a higher volatility of 2.79% compared to Avangrid, Inc. (AGR) at 0.00%. This indicates that BKGI's price experiences larger fluctuations and is considered to be riskier than AGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
2.79%
0
BKGI
AGR
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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.

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