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

Correlation

The correlation between BN and GLIF is 0.59, 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.


-0.50.00.51.00.6

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.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
139.45%
15.63%
BN
GLIF

Key characteristics

Returns By Period


BN

YTD

40.77%

1M

-0.38%

6M

38.67%

1Y

41.61%

5Y*

13.58%

10Y*

13.92%

GLIF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BN, currently valued at 1.73, compared to the broader market-4.00-2.000.002.001.73-0.07
The chart of Sortino ratio for BN, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.002.24-0.05
The chart of Omega ratio for BN, currently valued at 1.29, compared to the broader market0.501.001.502.001.290.99
The chart of Calmar ratio for BN, currently valued at 2.07, compared to the broader market0.002.004.006.002.07-0.03
The chart of Martin ratio for BN, currently valued at 10.78, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.78-0.14
BN
GLIF


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.73
-0.07
BN
GLIF

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.


TTM20232022202120202019201820172016201520142013
BN
Brookfield Corp
0.57%0.87%1.88%0.86%1.16%1.45%1.56%1.68%1.56%1.98%1.76%1.88%
GLIF
AGFiQ Global Infrastructure ETF
1.22%2.79%3.56%2.49%2.73%2.95%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BN vs. GLIF - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.69%
-9.68%
BN
GLIF

Volatility

BN vs. GLIF - Volatility Comparison

Brookfield Corp (BN) has a higher volatility of 8.30% compared to AGFiQ Global Infrastructure ETF (GLIF) at 0.00%. This indicates that BN's price experiences larger fluctuations and is considered to be riskier than GLIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.30%
0
BN
GLIF
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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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