Brookfield Infrastructure Correlations

BIP-PF Preferred Stock

CAD 25.71 -0.04 -0.16%

Current 90-days correlation between Brookfield Infrastructure and Perseus Mining is -0.17 (i.e., Good 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

Poor diversification

Across the chosen horizon, BIP-PF and DJI show a correlation of 0.65 and fall into the Poor 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

0.65	ALEX	Alpha Exploration	Pair Corr
0.75	VZ	Verizon Communications	Pair Corr
0.71	STUV	Stuve Gold Corp	Pair Corr
0.83	DIR-UN	Dream Industrial Real	Pair Corr
0.8	CTRL	Edge Total Intelligence	Pair Corr

Moving against Brookfield Preferred Stock

0.84	ZMSF	MICROSOFT BMO CDR	Pair Corr
0.82	MSFT	Microsoft Corp CDR	Pair Corr
0.82	MSFT	Microsoft CDR	Pair Corr
0.49	ZAAP	APPLE BMO CDR	Pair Corr
0.4	AAPL	Apple CDR	Pair Corr
0.4	AAPL	Apple Inc CDR	Pair Corr
0.37	ZONE	Zonetail	Pair Corr

Related Correlations Analysis

	QTWO	CVS	NLH	PRU	MMY	RAMP	UNH
QTWO		0.0	-0.02	0.74	0.6	0.7	-0.51	QTWO
CVS	0.0		-0.31	0.06	-0.13	0.08	0.57	CVS
NLH	-0.02	-0.31		0.06	-0.37	0.16	-0.52	NLH
PRU	0.74	0.06	0.06		0.68	0.44	-0.25	PRU
MMY	0.6	-0.13	-0.37	0.68		0.12	-0.13	MMY
RAMP	0.7	0.08	0.16	0.44	0.12		-0.52	RAMP
UNH	-0.51	0.57	-0.52	-0.25	-0.13	-0.52		UNH
	QTWO	CVS	NLH	PRU	MMY	RAMP	UNH

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

PRU	+ 0.74	QTWO
RAMP	+ 0.7	QTWO
MMY	+ 0.68	PRU
MMY	+ 0.6	QTWO
UNH	+ 0.57	CVS
RAMP	+ 0.44	PRU

High negative correlations

UNH	- 0.52	RAMP
UNH	- 0.52	NLH
UNH	- 0.51	QTWO
MMY	- 0.37	NLH
NLH	- 0.31	CVS
UNH	- 0.25	PRU

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
QTWO	4.10	0.86	0.21	0.63	3.48	-5.21	10.42	-6.07	20.37
CVS	1.50	0.01	0.00	0.02	3.01	-1.47	2.76	-3.62	17.30
NLH	2.39	0.12	0.02	-0.09	2.88	-6.71	7.14	-6.45	22.14
PRU	2.49	0.11	0.03	0.12	3.90	-2.40	4.82	-5.33	17.87
MMY	3.32	0.03	0.01	0.02	4.60	-3.46	5.83	-7.38	26.45
RAMP	3.26	0.68	0.15	1.35	2.78	-5.81	9.38	-5.13	26.12
UNH	1.69	-0.15	0.00	-0.18	0.00	0.00	2.88	-2.68	23.67

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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