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

Correlation

The correlation between GLIF and BN is 0.58, 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

GLIF vs. BN - Performance Comparison

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

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February0
27.81%
GLIF
BN

Key characteristics

Returns By Period


GLIF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BN

YTD

4.49%

1M

0.32%

6M

27.81%

1Y

51.29%

5Y*

11.62%

10Y*

13.50%

*Annualized

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Risk-Adjusted Performance

GLIF vs. BN — Risk-Adjusted Performance Rank

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

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

BN
The Risk-Adjusted Performance Rank of BN is 8989
Overall Rank
The Sharpe Ratio Rank of BN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BN is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BN is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BN is 9393
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.

GLIF vs. BN - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for GLIF, currently valued at 0.76, compared to the broader market0.002.004.000.761.91
The chart of Sortino ratio for GLIF, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.0012.001.172.42
The chart of Omega ratio for GLIF, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.32
The chart of Calmar ratio for GLIF, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.322.43
The chart of Martin ratio for GLIF, currently valued at 1.13, compared to the broader market0.0020.0040.0060.0080.00100.001.1311.18
GLIF
BN


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.76
1.91
GLIF
BN

Dividends

GLIF vs. BN - Dividend Comparison

GLIF has not paid dividends to shareholders, while BN's dividend yield for the trailing twelve months is around 0.53%.


TTM20242023202220212020201920182017201620152014
GLIF
AGFiQ Global Infrastructure ETF
0.22%0.22%2.79%3.56%2.49%2.73%2.95%0.00%0.00%0.00%0.00%0.00%
BN
Brookfield Corp
0.53%0.56%0.87%1.88%0.86%1.16%1.45%1.56%1.68%1.56%1.97%1.75%

Drawdowns

GLIF vs. BN - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.68%
-3.26%
GLIF
BN

Volatility

GLIF vs. BN - Volatility Comparison

The current volatility for AGFiQ Global Infrastructure ETF (GLIF) is 0.00%, while Brookfield Corp (BN) has a volatility of 7.34%. This indicates that GLIF 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February0
7.34%
GLIF
BN
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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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