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BN vs. GLIF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BN and GLIF is 0.62, 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.


Performance

BN vs. GLIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Corp (BN) and AGFiQ Global Infrastructure ETF (GLIF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


BN

YTD

1.41%

1M

9.20%

6M

-2.90%

1Y

30.74%

3Y*

13.70%

5Y*

18.97%

10Y*

13.49%

GLIF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Brookfield Corp

AGFiQ Global Infrastructure ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BN vs. GLIF — Risk-Adjusted Performance Rank

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

BN
The Risk-Adjusted Performance Rank of BN is 8080
Overall Rank
The Sharpe Ratio Rank of BN is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BN is 7575
Sortino Ratio Rank
The Omega Ratio Rank of BN is 7575
Omega Ratio Rank
The Calmar Ratio Rank of BN is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BN is 8282
Martin Ratio Rank

GLIF
The Risk-Adjusted Performance Rank of GLIF is 99
Overall Rank
The Sharpe Ratio Rank of GLIF is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of GLIF is 99
Sortino Ratio Rank
The Omega Ratio Rank of GLIF is 99
Omega Ratio Rank
The Calmar Ratio Rank of GLIF is 99
Calmar Ratio Rank
The Martin Ratio Rank of GLIF is 99
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.

BN vs. GLIF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Corp (BN) and AGFiQ Global Infrastructure ETF (GLIF). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BN vs. GLIF - Dividend Comparison

BN's dividend yield for the trailing twelve months is around 0.57%, while GLIF has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BN
Brookfield Corp
0.57%0.56%0.87%1.88%0.86%1.16%1.44%1.56%1.68%1.55%1.97%1.75%
GLIF
AGFiQ Global Infrastructure ETF
0.00%0.22%2.79%3.56%2.49%2.73%2.95%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BN vs. GLIF - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BN vs. GLIF - Volatility Comparison


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