Brookfield Infrastructure Partners LP

10-Year Study

BIP.US · Utilities · US · Common Stock

Executive Summary: Brookfield Infrastructure Partners LP has compounded at 12.7% annually over the last 10 years, with a maximum drawdown of 45.5% and an annualized volatility of 40.9%.

1Y CAGR
+13.5%
3Y CAGR
+5.0%
5Y CAGR
+4.4%
10Y CAGR
+12.7%

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 →
45.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +51.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.7%
% 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.
20264.18.0-7.50.4————————4.3%
20253.2-2.0-6.10.711.81.2-6.92.24.63.96.9-3.715.1%
2024-0.3-8.09.6-13.99.0-5.015.13.19.0-2.33.3-9.16.4%
202314.0-5.52.33.14.21.7-2.2-9.5-7.9-23.017.420.26.7%
2022-2.91.411.7-5.7-3.6-3.94.26.3-14.51.34.1-17.4-20.7%
20215.6-1.44.51.01.82.5-2.65.4-0.64.8-2.57.027.8%
20208.8-6.2-20.39.05.01.11.85.29.3-9.917.2-0.815.5%
201913.43.54.6-1.21.04.03.17.35.61.14.8-4.051.4%
2018-4.2-4.93.2-1.9-5.60.86.6-3.62.3-6.43.5-9.5-19.2%
20174.44.57.21.84.01.0-1.110.2-2.2-1.82.14.639.7%
2016———0.12.75.84.03.18.4-2.3-5.86.323.7%

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 40.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.2% of variance. Idiosyncratic stock-specific factors contribute 11.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110011.818241036282
2016-05-0110287.080894464038
2016-06-0110888.508389089997
2016-07-0111321.595741710946
2016-08-0111674.747117558927
2016-09-0112653.706926233703
2016-10-0112357.878672262494
2016-11-0111644.224416299867
2016-12-0112372.395566763757
2017-01-0112919.570821042053
2017-02-0113496.338206419072
2017-03-0114465.154800346172
2017-04-0114726.924186449038
2017-05-0115315.230641814236
2017-06-0115470.356687542457
2017-07-0115300.155405216778
2017-08-0116855.510371204437
2017-09-0116477.326658043385
2017-10-0116183.266487376815
2017-11-0116526.367705493154
2017-12-0117286.36435544058
2018-01-0116557.26263481635
2018-02-0115745.340169922112
2018-03-0116252.687021337973
2018-04-0115948.297521891664
2018-05-0115058.858562641331
2018-06-0115177.413201068293
2018-07-0116181.312290040109
2018-08-0115595.146146043682
2018-09-0115946.994723667192
2018-10-0114923.274490280193
2018-11-0115448.395231758499
2018-12-0113975.302667944648
2019-01-0115849.098742799715
2019-02-0116398.228194414718
2019-03-0117156.27064702543
2019-04-0116955.54666344069
2019-05-0117126.67851592671
2019-06-0117806.73918910116
2019-07-0118362.475688854563
2019-08-0119699.518895227106
2019-09-0120793.497175719564
2019-10-0121028.186970156617
2019-11-0122047.626580806056
2019-12-0121154.74451196248
2020-01-0123020.909911502775
2020-02-0121604.023785373298
2020-03-0117221.038330184903
2020-04-0118762.620857799575
2020-05-0119699.798066275205
2020-06-0119917.830654842222
2020-07-0120271.44731577037
2020-08-0121329.69170210588
2020-09-0123323.066042564275
2020-10-0121011.343650254512
2020-11-0124627.07400824485
2020-12-0124424.302770307368
2021-01-0125793.822875275677
2021-02-0125436.20476265808
2021-03-0126584.4352834982
2021-04-0126844.064358232292
2021-05-0127325.541359190778
2021-06-0127995.831045681683
2021-07-0127255.004141037214
2021-08-0128718.511832199587
2021-09-0128535.468681661252
2021-10-0129918.668167986525
2021-11-0129160.34654432771
2021-12-0131208.0661821498
2022-01-0130299.736648644626
2022-02-0130720.44741813309
2022-03-0134304.72450470403
2022-04-0132336.56861559077
2022-05-0131179.869906291584
2022-06-0129962.125794474276
2022-07-0131224.351159955706
2022-08-0133195.20570253394
2022-09-0128380.71486399717
2022-10-0128760.201375382698
2022-11-0129942.956049171324
2022-12-0124738.277142405153
2023-01-0128210.699695703555
2023-02-0126649.48213770577
2023-03-0127263.100101432145
2023-04-0128118.85242087827
2023-05-0129288.48605540615
2023-06-0129786.248034170538
2023-07-0129125.264049282996
2023-08-0126353.188598654397
2023-09-0124280.343566503194
2023-10-0118697.480946575968
2023-11-0121954.94179283647
2023-12-0126387.898865634972
2024-01-0126304.054494188593
2024-02-0124209.620234317565
2024-03-0126530.27610016657
2024-04-0122841.030699509593
2024-05-0124907.733968602566
2024-06-0123657.606015205514
2024-07-0127226.993979211064
2024-08-0128068.22940415593
2024-09-0130591.28427987828
2024-10-0129892.798317529152
2024-11-0130883.948595304344
2024-12-0128075.58090842259
2025-01-0128976.372823629037
2025-02-0128397.837354947376
2025-03-0126669.954681233194
2025-04-0126866.956384176585
2025-05-0130032.5699556118
2025-06-0130386.279673555986
2025-07-0128300.03443109593
2025-08-0128917.746903527786
2025-09-0130241.762127655613
2025-10-0131418.747266450155
2025-11-0133584.277086570946
2025-12-0132328.00737011567
2026-01-0133640.11129619117
2026-02-0136329.459059565794
2026-03-0133612.19419138106
2026-04-0133733.1683122249
Annual Return Matrix
YearAnnual Return
20170.3971719754804257
2018-0.19154181986531083
20190.5137235317618858
20200.15455437225895285
20210.27774645096888717
2022-0.2073114367927481
20230.0666829671983149
20240.06395666632577135
20250.15146352538755004
20260.043465745538284306
Total Factor Risk
0.409090362714874
VTI.US Exposure
0.008924890792984516
VEA.US Exposure
0.04573019139450128
VWO.US Exposure
-0.018830671960372473
QQQ.US Exposure
0.11060566634437352
VTV.US Exposure
0.1324655292049229
IJR.US Exposure
0.02158370993127243
QUAL.US Exposure
-0.10344770343210605
SHV.US Exposure
0.5920642307611428
TLT.US Exposure
0.05409064658065996
LQD.US Exposure
-0.008958686121774593
HYG.US Exposure
0.04516541412612672
GLD.US Exposure
-0.0020134502279756405
USO.US Exposure
-0.0003177543407734547
VNQ.US Exposure
0.012499496100166312
BTC-USD.CC Exposure
0.0049084893018519656
CPER.US Exposure
0.013415518033377927
VIX.INDX Exposure
-0.015588942075110902
UUP.US Exposure
-0.005385810670771206
TIP.US Exposure
-0.006275908883425517
Idiosyncratic Exposure
0.11936514514092954
Value Score
33.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.9%

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 →4.98%
Market Cap$17.0B
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
$423
Avg Yield on Cost
4.23%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$423.414.23%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 →
-2.9%
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 →
+6.3%
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 →
8.6% 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 LP a high-risk investment?

Brookfield Infrastructure Partners LP (BIP.US) has an annualized volatility of 40.9% and experienced a maximum drawdown of 45.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BIP.US?

Over the past 10 years, BIP.US has generated a Compound Annual Growth Rate (CAGR) of 12.7%. 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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