O vs. BIP-UN.TO
O (Realty Income Corporation) and BIP-UN.TO (Brookfield Infrastructure Partners L.P) are both stocks. O operates in REIT - Retail (Real Estate), while BIP-UN.TO operates in Utilities - Diversified (Utilities). Over the past 10 years, O returned 4.43%/yr vs 28.77%/yr for BIP-UN.TO. At a 0.18 correlation, their price movements are largely independent.
Performance
O vs. BIP-UN.TO - Performance Comparison
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Different Trading Currencies
O is traded in USD, while BIP-UN.TO is traded in CAD. To make them comparable, the BIP-UN.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, O achieves a 8.78% return, which is significantly lower than BIP-UN.TO's 13.82% return. Over the past 10 years, O has underperformed BIP-UN.TO with an annualized return of 4.43%, while BIP-UN.TO has yielded a comparatively higher 28.77% annualized return.
O
- 1D
- -1.36%
- 1M
- -2.66%
- YTD
- 8.78%
- 6M
- 7.49%
- 1Y
- 13.14%
- 3Y*
- 5.19%
- 5Y*
- 2.41%
- 10Y*
- 4.43%
BIP-UN.TO
- 1D
- -0.39%
- 1M
- 6.39%
- YTD
- 13.82%
- 6M
- 12.37%
- 1Y
- 20.99%
- 3Y*
- 7.00%
- 5Y*
- 14.92%
- 10Y*
- 28.77%
O vs. BIP-UN.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 8.78% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
BIP-UN.TO Brookfield Infrastructure Partners L.P | 13.82% | 15.30% | 6.27% | 7.08% | 20.25% | 27.91% | 17.32% | 52.53% | -17.94% | 42.93% |
Correlation
The correlation between O and BIP-UN.TO is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2009 | 0.18 |
The correlation between O and BIP-UN.TO shifts across timeframes, from 0.10 (1 year) to 0.25 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
O:
$1.17
BIP-UN.TO:
CA$0.91
O:
51.10
BIP-UN.TO:
59.66
O:
4.16
BIP-UN.TO:
0.31
O:
6.91
BIP-UN.TO:
1.04
O:
$5.92B
BIP-UN.TO:
CA$24.01B
O:
$3.89B
BIP-UN.TO:
CA$6.49B
O:
$3.93B
BIP-UN.TO:
CA$11.14B
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Return for Risk
O vs. BIP-UN.TO — Risk / Return Rank
O
BIP-UN.TO
O vs. BIP-UN.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) 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.
| O | BIP-UN.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.75 | -0.56 |
| Martin ratioReturn relative to average drawdown | 2.93 | 3.79 | -0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| O | BIP-UN.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.15 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.45 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.74 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.90 | -0.42 |
Drawdowns
O vs. BIP-UN.TO - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum BIP-UN.TO drawdown of -51.41%. Use the drawdown chart below to compare losses from any high point for O and BIP-UN.TO.
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Drawdown Indicators
| O | BIP-UN.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -51.41% | +2.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -12.06% | +0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -41.17% | +14.68% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -47.89% | +13.41% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -51.41% | +3.13% |
Current DrawdownCurrent decline from peak | -10.00% | -1.52% | -8.48% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -7.80% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 5.55% | -1.05% |
Volatility
O vs. BIP-UN.TO - Volatility Comparison
Realty Income Corporation (O) and Brookfield Infrastructure Partners L.P (BIP-UN.TO) have volatilities of 4.81% and 4.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | BIP-UN.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 4.78% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 14.26% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 18.41% | -2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 33.34% | -14.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 38.92% | -13.28% |
Dividends
O vs. BIP-UN.TO - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.39%, more than BIP-UN.TO's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIP-UN.TO Brookfield Infrastructure Partners L.P | 4.51% | 5.04% | 4.85% | 5.00% | 4.23% | 3.97% | 5.61% | 5.62% | 6.65% | 5.64% | 5.16% | 10.13% |
O Realty Income Corporation | 5.39% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Financials
O vs. BIP-UN.TO - Financials Comparison
This section allows you to compare key financial metrics between Realty Income Corporation 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
O vs. BIP-UN.TO - Profitability Comparison
O - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a gross profit of 0.00 and revenue of 1.55B. Therefore, the gross margin over that period was 0.0%.
BIP-UN.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookfield Infrastructure Partners L.P reported a gross profit of 1.70B and revenue of 6.30B. Therefore, the gross margin over that period was 26.9%.
O - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported an operating income of 0.00 and revenue of 1.55B, resulting in an operating margin of 0.0%.
BIP-UN.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookfield Infrastructure Partners L.P reported an operating income of 1.59B and revenue of 6.30B, resulting in an operating margin of 25.2%.
O - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a net income of -9.17M and revenue of 1.55B, resulting in a net margin of -0.6%.
BIP-UN.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookfield Infrastructure Partners L.P reported a net income of -86.00M and revenue of 6.30B, resulting in a net margin of -1.4%.
Frequently Asked Questions
O and BIP-UN.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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