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WMB vs. BIP-UN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WMB vs. BIP-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Williams Companies, Inc. (WMB) and Brookfield Infrastructure Partners L.P (BIP-UN.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WMB 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, WMB achieves a 21.67% return, which is significantly higher than BIP-UN.TO's 12.53% return. Over the past 10 years, WMB has underperformed BIP-UN.TO with an annualized return of 19.28%, while BIP-UN.TO has yielded a comparatively higher 28.99% annualized return.


WMB

1D
1.39%
1M
-4.09%
YTD
21.67%
6M
22.42%
1Y
24.82%
3Y*
38.58%
5Y*
26.67%
10Y*
19.28%

BIP-UN.TO

1D
-0.36%
1M
1.15%
YTD
12.53%
6M
12.91%
1Y
19.48%
3Y*
6.64%
5Y*
14.97%
10Y*
28.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMB vs. BIP-UN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMB
The Williams Companies, Inc.
21.67%14.91%62.35%11.86%32.83%38.36%-8.20%14.18%-23.88%2.02%
BIP-UN.TO
Brookfield Infrastructure Partners L.P
12.53%15.30%6.27%7.08%20.25%27.91%17.32%52.53%-17.94%42.93%

Correlation

The correlation between WMB and BIP-UN.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2009

0.21

The correlation between WMB and BIP-UN.TO shifts across timeframes, from 0.16 (1 year) to 0.27 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WMB:

$88.15B

BIP-UN.TO:

CA$24.64B

EPS

WMB:

$2.28

BIP-UN.TO:

$0.91

PE Ratio

WMB:

31.55

BIP-UN.TO:

42.33

PEG Ratio

WMB:

1.64

BIP-UN.TO:

0.22

PS Ratio

WMB:

7.39

BIP-UN.TO:

0.74

PB Ratio

WMB:

6.80

BIP-UN.TO:

3.82

Total Revenue (TTM)

WMB:

$11.92B

BIP-UN.TO:

$24.01B

Gross Profit (TTM)

WMB:

$7.49B

BIP-UN.TO:

$6.49B

EBITDA (TTM)

WMB:

$6.88B

BIP-UN.TO:

$11.14B

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Return for Risk

WMB vs. BIP-UN.TO — Risk / Return Rank

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

WMB
WMB Risk / Return Rank: 7272
Overall Rank
WMB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WMB Sortino Ratio Rank: 6969
Sortino Ratio Rank
WMB Omega Ratio Rank: 6767
Omega Ratio Rank
WMB Calmar Ratio Rank: 7676
Calmar Ratio Rank
WMB Martin Ratio Rank: 7474
Martin Ratio Rank

BIP-UN.TO
BIP-UN.TO Risk / Return Rank: 7474
Overall Rank
BIP-UN.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BIP-UN.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
BIP-UN.TO Omega Ratio Rank: 7171
Omega Ratio Rank
BIP-UN.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
BIP-UN.TO Martin Ratio Rank: 7474
Martin Ratio Rank
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.

WMB vs. BIP-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) 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.

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.


WMBBIP-UN.TODifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

2.02

1.62

+0.39

Martin ratioReturn relative to average drawdown

4.27

3.52

+0.75

WMB vs. BIP-UN.TO - Sharpe Ratio Comparison

The current WMB Sharpe Ratio is 1.08, which is comparable to the BIP-UN.TO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of WMB and BIP-UN.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WMB vs. BIP-UN.TO - Drawdown Comparison

The maximum WMB drawdown since its inception was -98.03%, which is greater than BIP-UN.TO's maximum drawdown of -51.41%. Use the drawdown chart below to compare losses from any high point for WMB and BIP-UN.TO.


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Drawdown Indicators


WMBBIP-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.03%

-51.41%

-46.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-12.06%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-41.09%

+28.73%

Max Drawdown (5Y)

Largest decline over 5 years

-23.01%

-47.89%

+24.88%

Max Drawdown (10Y)

Largest decline over 10 years

-68.08%

-51.41%

-16.67%

Current Drawdown

Current decline from peak

-8.55%

-2.64%

-5.91%

Average Drawdown

Average peak-to-trough decline

-27.07%

-7.79%

-19.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

5.55%

+0.27%

Volatility

WMB vs. BIP-UN.TO - Volatility Comparison

The Williams Companies, Inc. (WMB) has a higher volatility of 7.36% compared to Brookfield Infrastructure Partners L.P (BIP-UN.TO) at 4.57%. This indicates that WMB's price experiences larger fluctuations and is considered to be riskier than BIP-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMBBIP-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

4.57%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

14.19%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

18.40%

+4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

33.33%

-9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.95%

38.91%

-7.96%

Dividends

WMB vs. BIP-UN.TO - Dividend Comparison

WMB's dividend yield for the trailing twelve months is around 3.54%, less than BIP-UN.TO's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
BIP-UN.TO
Brookfield Infrastructure Partners L.P
4.55%5.04%4.85%5.00%4.23%3.97%5.61%5.62%6.65%5.64%5.16%10.13%
WMB
The Williams Companies, Inc.
3.54%3.33%3.51%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%

Financials

WMB vs. BIP-UN.TO - Financials Comparison

This section allows you to compare key financial metrics between The Williams Companies, Inc. 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.


Quarterly
Annual

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


2.00B3.00B4.00B5.00B6.00B20222023202420252026
3.03B
6.30B
(WMB) Total Revenue
(BIP-UN.TO) Total Revenue
Values in USD except per share items

WMB vs. BIP-UN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between The Williams Companies, Inc. and Brookfield Infrastructure Partners L.P over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
82.1%
26.9%
Portfolio components
WMB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Williams Companies, Inc. reported a gross profit of 2.49B and revenue of 3.03B. Therefore, the gross margin over that period was 82.1%.

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%.

WMB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Williams Companies, Inc. reported an operating income of 1.32B and revenue of 3.03B, resulting in an operating margin of 43.6%.

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%.

WMB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Williams Companies, Inc. reported a net income of 865.00M and revenue of 3.03B, resulting in a net margin of 28.6%.

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


WMB and BIP-UN.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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