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

Correlation

The correlation between GIZYX and BN is 0.65, 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

GIZYX vs. BN - Performance Comparison

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

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Key characteristics

Returns By Period


GIZYX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

BN

YTD

0.64%

1M

7.57%

6M

-5.66%

1Y

38.34%

3Y*

13.41%

5Y*

19.09%

10Y*

13.40%

*Annualized

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Brookfield Corp

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

Risk-Adjusted Performance

GIZYX vs. BN — Risk-Adjusted Performance Rank

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

GIZYX
The Risk-Adjusted Performance Rank of GIZYX is 1717
Overall Rank
The Sharpe Ratio Rank of GIZYX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of GIZYX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of GIZYX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of GIZYX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of GIZYX is 1717
Martin Ratio Rank

BN
The Risk-Adjusted Performance Rank of BN is 7979
Overall Rank
The Sharpe Ratio Rank of BN is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BN is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BN is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BN is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BN is 8181
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.

GIZYX vs. BN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Infrastructure Fund (GIZYX) and Brookfield Corp (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.



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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

GIZYX vs. BN - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
GIZYX
Invesco Global Infrastructure Fund
114.18%2.69%2.94%2.05%1.84%1.86%4.25%1.87%4.99%1.89%2.16%1.75%
BN
Brookfield Corp
0.57%0.56%0.87%1.88%0.86%1.16%1.44%1.55%1.68%1.55%1.97%1.75%

Drawdowns

GIZYX vs. BN - Drawdown Comparison


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

Volatility

GIZYX vs. BN - Volatility Comparison


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