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

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.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember0
30.59%
GLIF
BN

Returns By Period


GLIF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

BN

YTD

46.04%

1M

7.81%

6M

30.59%

1Y

71.06%

5Y (annualized)

15.03%

10Y (annualized)

14.33%

Key characteristics


GLIFBN

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Correlation

-0.50.00.51.00.6

The correlation between GLIF and BN 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.

Risk-Adjusted Performance

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 0.39, compared to the broader market0.002.004.000.392.76
The chart of Sortino ratio for GLIF, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.0010.0012.000.603.37
The chart of Omega ratio for GLIF, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.43
The chart of Calmar ratio for GLIF, currently valued at 0.22, compared to the broader market0.005.0010.0015.0020.000.222.36
The chart of Martin ratio for GLIF, currently valued at 0.94, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.9417.97
GLIF
BN

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.39
2.76
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%.


TTM20232022202120202019201820172016201520142013
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%
BN
Brookfield Corp
0.53%0.87%1.88%0.86%1.16%1.45%1.56%1.68%1.56%1.98%1.76%1.88%

Drawdowns

GLIF vs. BN - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.68%
-0.85%
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 7.63%. 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%JuneJulyAugustSeptemberOctoberNovember0
7.63%
GLIF
BN