H.TO vs. BIP-UN.TO
Compare and contrast key facts about Hydro One Limited (H.TO) and Brookfield Infrastructure Partners L.P (BIP-UN.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: H.TO or BIP-UN.TO.
Key characteristics
| H.TO | BIP-UN.TO | |
|---|---|---|
| YTD Return | 14.32% | 19.69% |
| 1Y Return | 21.01% | 44.43% |
| 3Y Return (Ann) | 17.67% | 2.25% |
| 5Y Return (Ann) | 16.93% | 2.99% |
| Sharpe Ratio | 1.70 | 1.50 |
| Sortino Ratio | 2.49 | 2.17 |
| Omega Ratio | 1.31 | 1.26 |
| Calmar Ratio | 2.37 | 0.43 |
| Martin Ratio | 5.92 | 7.50 |
| Ulcer Index | 3.63% | 5.79% |
| Daily Std Dev | 12.61% | 28.97% |
| Max Drawdown | -27.68% | -100.00% |
| Current Drawdown | -7.36% | -99.99% |
Fundamentals
| H.TO | BIP-UN.TO | |
|---|---|---|
| Market Cap | CA$26.62B | CA$22.39B |
| EPS | CA$1.89 | -CA$0.53 |
| PEG Ratio | 3.14 | 0.00 |
| Total Revenue (TTM) | CA$6.18B | CA$20.57B |
| Gross Profit (TTM) | CA$1.35B | CA$5.30B |
| EBITDA (TTM) | CA$2.11B | CA$6.43B |
Correlation
The correlation between H.TO and BIP-UN.TO is 0.42, 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
H.TO vs. BIP-UN.TO - Performance Comparison
In the year-to-date period, H.TO achieves a 14.32% return, which is significantly lower than BIP-UN.TO's 19.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
H.TO vs. BIP-UN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hydro One Limited (H.TO) and Brookfield Infrastructure Partners L.P (BIP-UN.TO). 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.
Dividends
H.TO vs. BIP-UN.TO - Dividend Comparison
H.TO's dividend yield for the trailing twelve months is around 2.75%, less than BIP-UN.TO's 4.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
H.TO Hydro One Limited | 2.75% | 2.94% | 3.78% | 3.20% | 3.50% | 3.81% | 4.49% | 3.88% | 4.11% |
BIP-UN.TO Brookfield Infrastructure Partners L.P | 4.47% | 4.97% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
H.TO vs. BIP-UN.TO - Drawdown Comparison
The maximum H.TO drawdown since its inception was -27.68%, smaller than the maximum BIP-UN.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for H.TO and BIP-UN.TO. For additional features, visit the drawdowns tool.
Volatility
H.TO vs. BIP-UN.TO - Volatility Comparison
The current volatility for Hydro One Limited (H.TO) is 4.95%, while Brookfield Infrastructure Partners L.P (BIP-UN.TO) has a volatility of 7.16%. This indicates that H.TO experiences smaller price fluctuations and is considered to be less risky than BIP-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
H.TO vs. BIP-UN.TO - Financials Comparison
This section allows you to compare key financial metrics between Hydro One Limited and Brookfield Infrastructure Partners L.P. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities