Brookfield Infrastructure Correlations

BIP-PE Preferred Stock

CAD 25.71 0.01 0.04%

Current 90-days correlation between Brookfield Infrastructure and Canadian Utilities Limited is 0.07 (i.e., Significant diversification).Understanding Brookfield Infrastructure's pairwise correlations with sector peers is a useful first step in identifying truly differentiated exposure within an investment portfolio.

Correlation With Market Overview: Brookfield Infrastructure

Average diversification

Across the chosen horizon, BIP-PE and DJI show a correlation of 0.11 and fall into the Average diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

Correlation context here can be used to compare Brookfield Infrastructure with related instruments. Some jurisdictions apply wash sale rules to substantially identical replacements; this is provided as general context.

Moving together with Brookfield Preferred Stock

0.63	BNP	BNP Paribas CDR	Pair Corr
0.67	TD	Toronto Dominion Bank	Pair Corr
0.71	BMO	Bank of Montreal	Pair Corr
0.73	NOA	North American	Pair Corr
0.73	EMR	Emergent Metals Corp	Pair Corr
0.69	GIG	XAU Resources	Pair Corr
0.63	GG	Golconda Gold	Pair Corr
0.78	PD	Precision Drilling	Pair Corr
0.65	GRT-UN	Granite Real Estate	Pair Corr
0.69	AGI	Alamos Gold	Pair Corr
0.66	V	Verdera Energy Corp Split	Pair Corr
0.61	SKP	Strikepoint Gold	Pair Corr
0.63	COST	Costco Wholesale Corp	Pair Corr
0.62	CLZ	Canasil Resources	Pair Corr
0.61	BCE-PD	Bce Inc Pref	Pair Corr
0.68	ABRA	AbraSilver Resource Corp	Pair Corr
0.66	BCE-PZ	Bce Inc Pref	Pair Corr

Moving against Brookfield Preferred Stock

0.6	AMZN	Amazon CDR	Pair Corr
0.6	AMZN	Amazon CDR	Pair Corr
0.54	AUTO	Agereh Technologies	Pair Corr
0.37	ZAPO	APOLLO BMO CDR	Pair Corr

Related Correlations Analysis

	CU	ACO-X	ALA	BEPC	CPX	BEP-UN	BIPC	EMA	NPI
CU		0.99	0.92	0.72	0.46	0.85	0.55	0.95	0.93	CU
ACO-X	0.99		0.9	0.68	0.38	0.82	0.52	0.95	0.95	ACO-X
ALA	0.92	0.9		0.65	0.55	0.79	0.58	0.86	0.84	ALA
BEPC	0.72	0.68	0.65		0.47	0.95	0.82	0.61	0.68	BEPC
CPX	0.46	0.38	0.55	0.47		0.57	0.32	0.32	0.37	CPX
BEP-UN	0.85	0.82	0.79	0.95	0.57		0.8	0.73	0.81	BEP-UN
BIPC	0.55	0.52	0.58	0.82	0.32	0.8		0.41	0.53	BIPC
EMA	0.95	0.95	0.86	0.61	0.32	0.73	0.41		0.9	EMA
NPI	0.93	0.95	0.84	0.68	0.37	0.81	0.53	0.9		NPI
	CU	ACO-X	ALA	BEPC	CPX	BEP-UN	BIPC	EMA	NPI

Risk-Adjusted Indicators

There is a big difference between Brookfield Preferred Stock performing well and Brookfield Infrastructure Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Brookfield Infrastructure's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
CU	0.65	0.21	0.26	-0.38	0.57	-0.71	1.75	-1.35	4.92
ACO-X	0.69	0.32	0.38	-0.66	0.49	-0.82	1.55	-1.29	4.34
ALA	0.91	0.17	0.16	-0.32	1.07	-0.98	2.01	-2.00	6.68
BEPC	1.35	0.03	0.02	0.04	1.83	-1.30	2.20	-2.78	10.67
CPX	1.43	-0.01	0.01	-0.15	2.07	-1.39	2.98	-2.89	9.88
BEP-UN	1.14	0.12	0.10	0.26	1.29	-1.23	2.83	-2.36	8.47
BIPC	1.05	0.00	0.00	-0.02	0.00	0.00	1.87	-2.36	7.71
EMA	0.63	0.12	0.18	-0.26	0.68	-0.71	1.40	-1.06	4.28
NPI	1.01	0.34	0.30	0.65	0.80	-1.16	2.60	-1.79	9.53

Be your own money manager

Optimization tools can help investors judge whether capital allocated to Brookfield Infrastructure Partners is being used efficiently relative to other opportunities in the same equity universe. This is most useful when investors want to improve risk-adjusted return instead of simply owning more ideas at once.

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Brookfield Infrastructure Corporate Management

Governance review matters for Brookfield Infrastructure Partners because boards and executives shape oversight, strategic discipline, and how shareholder interests are represented. This becomes more valuable when investors want to compare oversight quality across firms that may otherwise look financially similar.

Michael Ryan	Managing Limited	Profile
Samuel Pollock	Chief Infrastructure	Profile
David CPA	CFO Infrastructure	Profile
CFA CFA	Managing Infrastructure	Profile
Michael Botha	Operating Limited	Profile
Brian Baker	Operating Infrastructure	Profile

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