RIIN.TO vs. BHP

Last updated Jul 25, 2026

RIIN.TO (Russell Investments Global Infrastructure Pool) is Infrastructure Equities fund actively managed by Russell Investments Canada Limited, while BHP (BHP Group Limited) is a stock. Over the past 5 years, RIIN.TO returned 12.56%/yr vs 16.86%/yr for BHP. At a 0.13 correlation, their price movements are largely independent.

Performance

RIIN.TO vs. BHP - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Russell Investments Global Infrastructure Pool (RIIN.TO) and BHP Group Limited (BHP). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

RIIN.TO is traded in CAD, while BHP is traded in USD. To make them comparable, the BHP values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RIIN.TO achieves a 14.75% return, which is significantly lower than BHP's 45.51% return.

RIIN.TO

• 1D: 0.70%
• 1M: 0.75%
• 6M: 12.04%
• YTD: 14.75%
• 1Y: 19.41%
• 3Y*: 16.20%
• 5Y*: 12.56%
• 10Y*: —
• ALL TIME*: 8.74%

BHP

• 1D: 0.13%
• 1M: 2.86%
• 6M: 29.26%
• YTD: 45.51%
• 1Y: 67.16%
• 3Y*: 17.15%
• 5Y*: 16.86%
• 10Y*: 21.54%
• ALL TIME*: 14.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BHP BHP Group Limited	CA$288.99M	CA$276.84M	CA$312.78M
RIIN.TO Russell Investments Global Infrastructure Pool	CA$83.70K	CA$81.11K	CA$107.94K

RIIN.TO vs. BHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
RIIN.TO Russell Investments Global Infrastructure Pool	14.75%	11.43%	21.76%	3.17%	4.20%	14.23%	-9.79%
BHP BHP Group Limited	45.51%	23.02%	-18.26%	13.73%	53.49%	0.86%	20.62%

Correlation

The correlation between RIIN.TO and BHP is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (All Time) Calculated using the full available price history since Jan 22, 2020	0.13

Return for Risk

RIIN.TO vs. BHP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RIIN.TO

RIIN.TO Risk / Return Rank: 79
RIIN.TO Sharpe Ratio Rank: 81
RIIN.TO Sortino Ratio Rank: 79
RIIN.TO Omega Ratio Rank: 78
RIIN.TO Calmar Ratio Rank: 88
RIIN.TO Martin Ratio Rank: 68

BHP

BHP Risk / Return Rank: 88
BHP Sharpe Ratio Rank: 91
BHP Sortino Ratio Rank: 87
BHP Omega Ratio Rank: 86
BHP Calmar Ratio Rank: 88
BHP Martin Ratio Rank: 91

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RIIN.TO vs. BHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Infrastructure Pool (RIIN.TO) and BHP Group Limited (BHP). 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.

	RIIN.TO	BHP	Difference
Sharpe ratio: Return per unit of total volatility	1.89	2.06	-0.17
Sortino ratio: Return per unit of downside risk	2.56	2.62	-0.06
Omega ratio: Gain probability vs. loss probability	1.33	1.33	0.00
Calmar ratio: Return relative to maximum drawdown	3.70	3.48	+0.22
Martin ratio: Return relative to average drawdown	8.38	11.58	-3.20

RIIN.TO vs. BHP - Sharpe Ratio Comparison

The current RIIN.TO Sharpe Ratio is 1.89, which is comparable to the BHP Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of RIIN.TO and BHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RIIN.TO vs. BHP - Drawdown Comparison

The maximum RIIN.TO drawdown since its inception was -34.62%, smaller than the maximum BHP drawdown of -66.03%. Use the drawdown chart below to compare losses from any high point for RIIN.TO and BHP.

Drawdown Indicators

	RIIN.TO	BHP	Difference
Max Drawdown Largest peak-to-trough decline	-34.62%	-66.03%	+31.41%
Max Drawdown (1Y) Largest decline over 1 year	-5.27%	-19.40%	+14.13%
Max Drawdown (3Y) Largest decline over 3 years	-10.21%	-32.25%	+22.04%
Max Drawdown (5Y) Largest decline over 5 years	-13.40%	-32.25%	+18.85%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.57%	—
Current Drawdown Current decline from peak	-0.75%	-8.84%	+8.09%
Average Drawdown Average peak-to-trough decline	-5.60%	-17.27%	+11.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	5.84%	-3.52%

Volatility

RIIN.TO vs. BHP - Volatility Comparison

The current volatility for Russell Investments Global Infrastructure Pool (RIIN.TO) is 2.81%, while BHP Group Limited (BHP) has a volatility of 10.59%. This indicates that RIIN.TO experiences smaller price fluctuations and is considered to be less risky than BHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RIIN.TO	BHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	10.59%	-7.78%
Volatility (6M) Calculated over the trailing 6-month period	8.18%	28.13%	-19.95%
Volatility (1Y) Calculated over the trailing 1-year period	10.33%	32.91%	-22.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.76%	33.08%	-20.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.67%	32.79%	-17.12%

Dividends

RIIN.TO vs. BHP - Dividend Comparison

RIIN.TO's dividend yield for the trailing twelve months is around 6.39%, more than BHP's 3.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BHP BHP Group Limited	3.18%	3.64%	5.98%	4.98%	22.44%	9.98%	3.67%	8.59%	4.89%	3.61%	1.68%	9.38%
RIIN.TO Russell Investments Global Infrastructure Pool	6.39%	7.00%	6.34%	4.52%	4.46%	4.12%	4.77%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RIIN.TO and BHP in my portfolio?

RIIN.TO and BHP have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.