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EMIF vs. BN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMIF vs. BN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Markets Infrastructure ETF (EMIF) and Brookfield Corporation (BN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMIF achieves a 1.64% return, which is significantly higher than BN's -3.51% return. Over the past 10 years, EMIF has underperformed BN with an annualized return of 2.46%, while BN has yielded a comparatively higher 15.46% annualized return.


EMIF

1D
-0.02%
1M
-1.61%
YTD
1.64%
6M
1.44%
1Y
22.10%
3Y*
11.82%
5Y*
5.01%
10Y*
2.46%

BN

1D
-0.70%
1M
-2.58%
YTD
-3.51%
6M
-4.10%
1Y
13.04%
3Y*
29.19%
5Y*
11.33%
10Y*
15.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMIF vs. BN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMIF
iShares Emerging Markets Infrastructure ETF
1.64%33.90%1.21%5.67%-12.59%3.76%-19.98%16.36%-13.70%20.70%
BN
Brookfield Corporation
-3.51%20.54%44.18%28.60%-34.80%49.30%8.99%52.68%-10.65%33.82%

Correlation

The correlation between EMIF and BN is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2009

0.50

The correlation between EMIF and BN has been stable across timeframes, ranging from 0.42 to 0.50 - a consistent structural relationship.

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Return for Risk

EMIF vs. BN — Risk / Return Rank

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

EMIF
EMIF Risk / Return Rank: 3636
Overall Rank
EMIF Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EMIF Sortino Ratio Rank: 4040
Sortino Ratio Rank
EMIF Omega Ratio Rank: 4040
Omega Ratio Rank
EMIF Calmar Ratio Rank: 3030
Calmar Ratio Rank
EMIF Martin Ratio Rank: 3131
Martin Ratio Rank

BN
BN Risk / Return Rank: 5555
Overall Rank
BN Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BN Sortino Ratio Rank: 5151
Sortino Ratio Rank
BN Omega Ratio Rank: 5050
Omega Ratio Rank
BN Calmar Ratio Rank: 5656
Calmar Ratio Rank
BN Martin Ratio Rank: 5959
Martin Ratio Rank
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.

EMIF vs. BN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Infrastructure ETF (EMIF) and Brookfield Corporation (BN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMIFBNDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.26

1.10

+0.16

Calmar ratioReturn relative to maximum drawdown

1.43

0.59

+0.83

Martin ratioReturn relative to average drawdown

4.28

1.62

+2.66

EMIF vs. BN - Sharpe Ratio Comparison

The current EMIF Sharpe Ratio is 1.39, which is higher than the BN Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of EMIF and BN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMIF vs. BN - Drawdown Comparison

The maximum EMIF drawdown since its inception was -48.02%, smaller than the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for EMIF and BN.


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Drawdown Indicators


EMIFBNDifference

Max Drawdown

Largest peak-to-trough decline

-48.02%

-82.22%

+34.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.57%

-22.05%

+6.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.70%

-27.84%

+11.14%

Max Drawdown (5Y)

Largest decline over 5 years

-23.29%

-41.85%

+18.56%

Max Drawdown (10Y)

Largest decline over 10 years

-48.02%

-51.42%

+3.40%

Current Drawdown

Current decline from peak

-12.54%

-9.95%

-2.59%

Average Drawdown

Average peak-to-trough decline

-15.90%

-28.50%

+12.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

8.08%

-2.90%

Volatility

EMIF vs. BN - Volatility Comparison

The current volatility for iShares Emerging Markets Infrastructure ETF (EMIF) is 5.64%, while Brookfield Corporation (BN) has a volatility of 7.00%. This indicates that EMIF experiences smaller price fluctuations and is considered to be less risky than BN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMIFBNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

7.00%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

22.54%

-9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

28.73%

-12.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

31.29%

-11.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

30.17%

-9.55%

Dividends

EMIF vs. BN - Dividend Comparison

EMIF's dividend yield for the trailing twelve months is around 4.16%, more than BN's 0.59% yield.


PositionTTM20252024202320222021202020192018201720162015
BN
Brookfield Corporation
0.59%0.52%0.56%0.70%1.44%1.12%1.55%1.11%1.56%1.29%1.58%1.50%
EMIF
iShares Emerging Markets Infrastructure ETF
4.16%4.96%4.12%2.64%3.08%3.94%2.54%2.07%2.64%2.58%3.16%2.07%

Frequently Asked Questions


EMIF and BN have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BN has higher volatility (7.00%) compared to EMIF (5.64%). In terms of maximum drawdown, EMIF dropped -48.02% vs BN's -82.22%.

EMIF currently has the higher Sharpe Ratio (1.39 vs 0.46), 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.

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