PEGRY vs. BIP
PEGRY (Pennon Group PLC ADR) and BIP (Brookfield Infrastructure Partners L.P.) are both stocks. Both are in the Utilities sector — PEGRY in Utilities - Regulated Water, BIP in Utilities - Diversified. Over the past 5 years, PEGRY returned -10.43%/yr vs 8.28%/yr for BIP. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
PEGRY vs. BIP - Performance Comparison
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Returns By Period
In the year-to-date period, PEGRY achieves a -5.26% return, which is significantly lower than BIP's 25.51% return.
PEGRY
- 1D
- -0.80%
- 1M
- 1.47%
- 6M
- -13.90%
- YTD
- -5.26%
- 1Y
- -0.24%
- 3Y*
- 1.79%
- 5Y*
- -10.43%
- 10Y*
- —
- ALL TIME*
- 7.56%
BIP
- 1D
- -1.49%
- 1M
- 12.83%
- 6M
- 20.62%
- YTD
- 25.51%
- 1Y
- 43.65%
- 3Y*
- 12.49%
- 5Y*
- 8.28%
- 10Y*
- 13.71%
- ALL TIME*
- 15.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $61.30M | $44.61M | $33.88M | |
PEGRY Pennon Group PLC ADR | $1.13M | $743.34K | $393.87K |
PEGRY vs. BIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEGRY Pennon Group PLC ADR | -5.26% | 25.47% | -19.73% | -3.62% | -30.48% | 128.51% | 11.91% | 23.00% | -1.16% | -4.11% |
BIP Brookfield Infrastructure Partners L.P. | 25.51% | 15.15% | 6.40% | 6.64% | -20.73% | 27.77% | 15.45% | 51.38% | -19.15% | 5.74% |
Correlation
The correlation between PEGRY and BIP is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2017 | 0.10 |
Fundamentals
PEGRY:
$1.47B
BIP:
$19.23B
PEGRY:
£0.40
BIP:
$0.88
PEGRY:
22.80
BIP:
47.35
PEGRY:
0.00
BIP:
0.25
PEGRY:
0.52
BIP:
0.77
PEGRY:
£2.09B
BIP:
$25.06B
PEGRY:
£1.68B
BIP:
$6.65B
PEGRY:
£645.41M
BIP:
$11.44B
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Return for Risk
PEGRY vs. BIP — Risk / Return Rank
PEGRY
BIP
PEGRY vs. BIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pennon Group PLC ADR (PEGRY) and Brookfield Infrastructure Partners L.P. (BIP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PEGRY | BIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.35 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 3.56 | -3.55 |
| Martin ratioReturn relative to average drawdown | 0.02 | 9.74 | -9.72 |
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Drawdowns
PEGRY vs. BIP - Drawdown Comparison
The maximum PEGRY drawdown since its inception was -64.05%, which is greater than BIP's maximum drawdown of -56.07%. Use the drawdown chart below to compare losses from any high point for PEGRY and BIP.
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Drawdown Indicators
| PEGRY | BIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.05% | -56.07% | -7.98% |
Max Drawdown (1Y)Largest decline over 1 year | -24.77% | -12.25% | -12.52% |
Max Drawdown (3Y)Largest decline over 3 years | -34.98% | -35.02% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -61.93% | -49.85% | -12.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.33% | — |
Current DrawdownCurrent decline from peak | -47.25% | -2.02% | -45.23% |
Average DrawdownAverage peak-to-trough decline | -34.15% | -10.19% | -23.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.24% | 4.47% | +6.77% |
Volatility
PEGRY vs. BIP - Volatility Comparison
Pennon Group PLC ADR (PEGRY) has a higher volatility of 8.27% compared to Brookfield Infrastructure Partners L.P. (BIP) at 6.12%. This indicates that PEGRY's price experiences larger fluctuations and is considered to be riskier than BIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEGRY | BIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.27% | 6.12% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 23.51% | 15.80% | +7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.67% | 20.46% | +8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.87% | 26.84% | +10.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.62% | 27.98% | +17.64% |
Dividends
PEGRY vs. BIP - Dividend Comparison
PEGRY's dividend yield for the trailing twelve months is around 6.27%, more than BIP's 6.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIP Brookfield Infrastructure Partners L.P. | 6.07% | 4.95% | 5.10% | 4.86% | 4.65% | 3.35% | 3.92% | 4.02% | 5.44% | 3.88% | 4.62% | 5.59% |
PEGRY Pennon Group PLC ADR | 6.27% | 27.47% | 7.56% | 5.41% | 4.43% | 80.45% | 2.60% | 1.16% | 1.39% | 0.00% | 0.00% | 0.00% |
Financials
PEGRY vs. BIP - Financials Comparison
This section allows you to compare key financial metrics between Pennon Group PLC ADR 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
PEGRY vs. BIP - Profitability Comparison
PEGRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Pennon Group PLC ADR reported a gross profit of 474.12M and revenue of 642.81M. Therefore, the gross margin over that period was 73.8%.
BIP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Brookfield Infrastructure Partners L.P. reported a gross profit of 1.59B and revenue of 6.48B. Therefore, the gross margin over that period was 24.5%.
PEGRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Pennon Group PLC ADR reported an operating income of 164.54M and revenue of 642.81M, resulting in an operating margin of 25.6%.
BIP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Brookfield Infrastructure Partners L.P. reported an operating income of 1.48B and revenue of 6.48B, resulting in an operating margin of 22.8%.
PEGRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Pennon Group PLC ADR reported a net income of 34.82M and revenue of 642.81M, resulting in a net margin of 5.4%.
BIP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Brookfield Infrastructure Partners L.P. reported a net income of 62.00M and revenue of 6.48B, resulting in a net margin of 1.0%.
Frequently Asked Questions
PEGRY and BIP have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEGRY has higher volatility (8.27%) compared to BIP (6.12%). In terms of maximum drawdown, PEGRY dropped -64.05% vs BIP's -56.07%.
BIP currently has the higher Sharpe Ratio (2.13 vs 0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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