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PWI.TO vs. BIPC.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PWI.TOBIPC.TO
YTD Return24.27%-2.35%
1Y Return21.44%-20.22%
Sharpe Ratio0.74-0.65
Daily Std Dev27.07%32.52%
Max Drawdown-46.71%-45.82%
Current Drawdown-5.80%-30.75%

Fundamentals


PWI.TOBIPC.TO
Market CapCA$26.49MCA$6.02B
EPSCA$0.67CA$1.15
PE Ratio11.1539.69
Revenue (TTM)CA$0.00CA$2.50B
Gross Profit (TTM)CA$0.00CA$1.34B

Correlation

-0.50.00.51.00.3

The correlation between PWI.TO and BIPC.TO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

PWI.TO vs. BIPC.TO - Performance Comparison

In the year-to-date period, PWI.TO achieves a 24.27% return, which is significantly higher than BIPC.TO's -2.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-8.90%
-22.54%
PWI.TO
BIPC.TO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Sustainable Power & Infrastructure Split Corp.

Brookfield Infrastructure Corporation

Risk-Adjusted Performance

PWI.TO vs. BIPC.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sustainable Power & Infrastructure Split Corp. (PWI.TO) and Brookfield Infrastructure Corporation (BIPC.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.


PWI.TO
Sharpe ratio
The chart of Sharpe ratio for PWI.TO, currently valued at 0.68, compared to the broader market-2.00-1.000.001.002.003.004.000.68
Sortino ratio
The chart of Sortino ratio for PWI.TO, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.006.001.08
Omega ratio
The chart of Omega ratio for PWI.TO, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for PWI.TO, currently valued at 0.37, compared to the broader market0.002.004.006.000.37
Martin ratio
The chart of Martin ratio for PWI.TO, currently valued at 1.66, compared to the broader market-10.000.0010.0020.0030.001.66
BIPC.TO
Sharpe ratio
The chart of Sharpe ratio for BIPC.TO, currently valued at -0.62, compared to the broader market-2.00-1.000.001.002.003.004.00-0.62
Sortino ratio
The chart of Sortino ratio for BIPC.TO, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.006.00-0.74
Omega ratio
The chart of Omega ratio for BIPC.TO, currently valued at 0.91, compared to the broader market0.501.001.500.91
Calmar ratio
The chart of Calmar ratio for BIPC.TO, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43
Martin ratio
The chart of Martin ratio for BIPC.TO, currently valued at -0.85, compared to the broader market-10.000.0010.0020.0030.00-0.85

PWI.TO vs. BIPC.TO - Sharpe Ratio Comparison

The current PWI.TO Sharpe Ratio is 0.74, which is higher than the BIPC.TO Sharpe Ratio of -0.65. The chart below compares the 12-month rolling Sharpe Ratio of PWI.TO and BIPC.TO.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50December2024FebruaryMarchAprilMay
0.68
-0.62
PWI.TO
BIPC.TO

Dividends

PWI.TO vs. BIPC.TO - Dividend Comparison

PWI.TO's dividend yield for the trailing twelve months is around 9.82%, more than BIPC.TO's 3.40% yield.


TTM2023202220212020
PWI.TO
Sustainable Power & Infrastructure Split Corp.
9.82%11.85%10.60%4.73%0.00%
BIPC.TO
Brookfield Infrastructure Corporation
3.40%3.27%2.28%1.58%1.05%

Drawdowns

PWI.TO vs. BIPC.TO - Drawdown Comparison

The maximum PWI.TO drawdown since its inception was -46.71%, roughly equal to the maximum BIPC.TO drawdown of -45.82%. Use the drawdown chart below to compare losses from any high point for PWI.TO and BIPC.TO. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%December2024FebruaryMarchAprilMay
-13.86%
-35.30%
PWI.TO
BIPC.TO

Volatility

PWI.TO vs. BIPC.TO - Volatility Comparison

The current volatility for Sustainable Power & Infrastructure Split Corp. (PWI.TO) is 5.59%, while Brookfield Infrastructure Corporation (BIPC.TO) has a volatility of 11.03%. This indicates that PWI.TO experiences smaller price fluctuations and is considered to be less risky than BIPC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
5.59%
11.03%
PWI.TO
BIPC.TO

Financials

PWI.TO vs. BIPC.TO - Financials Comparison

This section allows you to compare key financial metrics between Sustainable Power & Infrastructure Split Corp. and Brookfield Infrastructure Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in CAD except per share items