Brookfield Infrastructure Partners L.P

10-Year Study

BIP-UN.TO · Utilities · CA · Common Stock

Executive Summary: Brookfield Infrastructure Partners L.P has compounded at 13.5% annually over the last 10 years, with a maximum drawdown of 40.5% and an annualized volatility of 41.6%.

1Y CAGR
+13.4%
3Y CAGR
+5.4%
5Y CAGR
+7.3%
10Y CAGR
+13.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
40.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +44.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.39.2-5.7-0.9————————5.4%
20254.4-2.7-6.6-3.711.70.4-5.61.66.34.36.1-5.98.8%
20240.7-6.79.4-12.68.1-4.616.10.99.20.54.9-7.715.4%
202311.8-3.11.63.24.6-0.7-3.0-7.4-7.2-21.214.917.64.6%
2022-2.71.410.1-3.1-4.9-2.33.79.1-10.2-0.33.2-16.9-15.1%
20216.0-1.63.2-1.4-0.25.4-1.96.60.02.30.76.027.4%
202011.1-4.6-17.07.23.5-0.20.22.611.8-10.214.4-2.412.0%
20198.83.96.2-0.61.90.64.18.44.90.66.0-6.344.8%
2018-6.4-0.83.7-2.0-4.52.25.5-3.01.3-4.74.6-7.0-11.5%
20171.26.87.44.52.9-2.9-4.910.6-2.31.42.12.432.0%
2016———-3.37.84.25.03.78.6-0.1-5.05.628.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 41.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.2% of variance. Idiosyncratic stock-specific factors contribute 10.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019667.22545732604
2016-05-0110421.66637256632
2016-06-0110858.18481265808
2016-07-0111406.240809364157
2016-08-0111831.730486441973
2016-09-0112851.30286453738
2016-10-0112834.392094582672
2016-11-0112192.076936650787
2016-12-0112871.154637962474
2017-01-0113031.586377271926
2017-02-0113919.916475501444
2017-03-0114945.517910711136
2017-04-0115622.536909593555
2017-05-0116073.098641256398
2017-06-0115602.464560908182
2017-07-0114840.597611905181
2017-08-0116411.534615610846
2017-09-0116027.439562378684
2017-10-0116253.74977942474
2017-11-0116590.3476266102
2017-12-0116991.132874536794
2018-01-0115903.182165754957
2018-02-0115775.616140227045
2018-03-0116362.493382742194
2018-04-0116038.468325392625
2018-05-0115309.761190518208
2018-06-0115647.976589612375
2018-07-0116501.088171284042
2018-08-0116007.661314040351
2018-09-0116221.545791424034
2018-10-0115466.590200576435
2018-11-0116178.533615669669
2018-12-0115039.703546850187
2019-01-0116366.684312687492
2019-02-0117005.911416975472
2019-03-0118060.849361802248
2019-04-0117954.090935827306
2019-05-0118302.59984706782
2019-06-0118414.137403682136
2019-07-0119168.65184400918
2019-08-0120777.968943003354
2019-09-0121787.615434386214
2019-10-0121920.475266160814
2019-11-0123239.51532262808
2019-12-0121782.027527792485
2020-01-0124193.282748073645
2020-02-0123075.26027880713
2020-03-0119141.079936474325
2020-04-0120512.02870419387
2020-05-0121234.78030704076
2020-06-0121181.69519440033
2020-07-0121227.207223104524
2020-08-0121778.718898888303
2020-09-0124348.126580789365
2020-10-0121859.228868890063
2020-11-0125002.058702429273
2020-12-0124397.756014352097
2021-01-0125865.904946767838
2021-02-0125449.091229927653
2021-03-0126271.39580024705
2021-04-0125915.01970472325
2021-05-0125853.03805658491
2021-06-0127242.441621081114
2021-07-0126719.972354567377
2021-08-0128479.795306158463
2021-09-0128479.795306158463
2021-10-0129131.44815010882
2021-11-0129329.157108405387
2021-12-0131089.862361037587
2022-01-0130257.92600435269
2022-02-0130681.651079348278
2022-03-0133765.293218046
2022-04-0132716.97253102759
2022-05-0131098.391271101704
2022-06-0130385.85965531439
2022-07-0131522.704546791363
2022-08-0134382.09517087231
2022-09-0130890.903476266103
2022-10-0130791.129933533324
2022-11-0131768.057761308155
2022-12-0126409.32886300806
2023-01-0129532.601023469208
2023-02-0128626.551379330624
2023-03-0129091.524027998355
2023-04-0130008.823010411154
2023-05-0131399.844126816068
2023-06-0131180.88641844597
2023-07-0130234.250926416094
2023-08-0128011.955179107114
2023-09-0125984.50091171108
2023-10-0120462.987471325217
2023-11-0123503.102758661258
2023-12-0127632.051055820248
2024-01-0127823.951532262807
2024-02-0125960.164107993645
2024-03-0128404.43209222987
2024-04-0124818.61361096406
2024-05-0126826.436680195282
2024-06-0125600.258808305392
2024-07-0129721.63402152815
2024-08-0129998.235397917768
2024-09-0132758.58773013352
2024-10-0132924.16622551614
2024-11-0134545.32086347862
2024-12-0131885.844950297043
2025-01-0133302.8204223281
2025-02-0132420.004705605556
2025-03-0130277.042526910183
2025-04-0129152.54985000882
2025-05-0132570.731133462737
2025-06-0132692.5622022234
2025-07-0130865.169695900244
2025-08-0131344.11211105229
2025-09-0133320.39291806364
2025-10-0134766.263749191225
2025-11-0136872.83100994059
2025-12-0134681.63637433093
2026-01-0135830.17175460268
2026-02-0139122.698664784424
2026-03-0136894.88853596847
2026-04-0136564.02564555026
Annual Return Matrix
YearAnnual Return
20170.32009391173211155
2018-0.11484986563850919
20190.4483016543470608
20200.12008654764677473
20210.27429187925106024
2022-0.15054854356303826
20230.04629887412719813
20240.15394419639293488
20250.08768127137267023
20260.05427625302630057
Total Factor Risk
0.4162255217008603
VTI.US Exposure
0.010812669201390375
VEA.US Exposure
0.04377724789258936
VWO.US Exposure
-0.011593510695165909
QQQ.US Exposure
0.08337108714310996
VTV.US Exposure
0.08291918249719972
IJR.US Exposure
0.0176235720513159
QUAL.US Exposure
-0.07603147156093795
SHV.US Exposure
0.6416995238876252
TLT.US Exposure
0.0544302931750198
LQD.US Exposure
-0.011756933460436434
HYG.US Exposure
0.04759045379682223
GLD.US Exposure
-0.0013216151834197379
USO.US Exposure
-0.00004021251860793792
VNQ.US Exposure
0.009021520527553126
BTC-USD.CC Exposure
0.004638998931946442
CPER.US Exposure
0.008757288026091147
VIX.INDX Exposure
-0.017246449072246973
UUP.US Exposure
0.010461551828174756
TIP.US Exposure
-0.0049016863004102155
Idiosyncratic Exposure
0.10778848983238705
Value Score
33.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →40.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.41%
Market Cap$23.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$456
Avg Yield on Cost
4.56%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$456.384.56%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
8.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brookfield Infrastructure Partners L.P a high-risk investment?

Brookfield Infrastructure Partners L.P (BIP-UN.TO) has an annualized volatility of 41.6% and experienced a maximum drawdown of 40.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BIP-UN.TO?

Over the past 10 years, BIP-UN.TO has generated a Compound Annual Growth Rate (CAGR) of 13.5%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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