Brookfield Infrastructure Corp

10-Year Study

BIPC.US · Utilities · US · Common Stock

Executive Summary: Brookfield Infrastructure Corp has compounded at 15.5% annually over the last 10 years, with a maximum drawdown of 46.2% and an annualized volatility of 52.1%.

1Y CAGR
+8.1%
3Y CAGR
+0.2%
5Y CAGR
+0.7%
10Y CAGR
+15.5%

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 →
46.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
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 →
35.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +18.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.44.2-20.85.4————————-8.3%
20254.3-3.0-9.63.56.95.1-6.24.12.210.21.7-0.518.3%
2024-0.8-4.18.7-15.514.4-2.315.65.76.7-5.410.3-10.918.4%
202313.7-1.46.6-7.59.1-1.12.5-16.0-9.0-27.122.013.6-5.7%
2022-2.87.07.1-6.00.2-9.67.84.7-14.55.99.6-17.0-11.9%
2021-7.2-0.515.3-5.71.25.3-14.1-1.0-5.81.3-1.515.3-1.5%
2020———28.64.84.90.210.411.0-1.723.28.5128.4%

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 52.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 60.5% of variance. Idiosyncratic stock-specific factors contribute 11.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-03-0110000
2020-04-0112864.183850730935
2020-05-0113487.138644089317
2020-06-0114152.166259789576
2020-07-0114183.27360031396
2020-08-0115661.766827686108
2020-09-0117377.922445187018
2020-10-0117089.241708075788
2020-11-0121058.05356926433
2020-12-0122843.17629609109
2021-01-0121193.910117676933
2021-02-0121088.295213855752
2021-03-0124320.572975281495
2021-04-0122938.518274841146
2021-05-0123212.36675496765
2021-06-0124451.11992197194
2021-07-0121000.686785440146
2021-08-0120793.20832684061
2021-09-0119576.963254093294
2021-10-0119825.475699915158
2021-11-0119518.730774336156
2021-12-0122509.710222714708
2022-01-0121869.96092825689
2022-02-0123410.841975864398
2022-03-0125072.57417571319
2022-04-0123570.36087977792
2022-05-0123621.494652884783
2022-06-0121344.772062260847
2022-07-0123007.139105793813
2022-08-0124082.448880655156
2022-09-0120591.501174460813
2022-10-0121815.88378897796
2022-11-0123906.53946707758
2022-12-0119837.133738479028
2023-01-0122550.05165319066
2023-02-0122227.26249632079
2023-03-0123693.347415320506
2023-04-0121913.476577153706
2023-05-0123909.482833249647
2023-06-0123639.789693601353
2023-07-0124231.060015813375
2023-08-0120348.644608734296
2023-09-0118510.19501243716
2023-10-0113492.448245811473
2023-11-0116465.59435797104
2023-12-0118702.66807486538
2024-01-0118559.53968061591
2024-02-0117799.112373103402
2024-03-0119339.185437840144
2024-04-0116350.283659700699
2024-05-0118707.458259027764
2024-06-0118278.419354652535
2024-07-0121123.904173231524
2024-08-0122323.643310190393
2024-09-0123821.008708901085
2024-10-0122532.045177785087
2024-11-0124845.81955433973
2024-12-0122144.84824350295
2025-01-0123091.284750477575
2025-02-0122401.15195272146
2025-03-0120247.18504539132
2025-04-0120946.551933099017
2025-05-0122383.08776425368
2025-06-0123531.3468497325
2025-07-0122083.26840613836
2025-08-0122993.51882311523
2025-09-0123508.088485666958
2025-10-0125903.46913216868
2025-11-0126346.01289309809
2025-12-0126201.730237604672
2026-01-0127615.70026144017
2026-02-0128787.275424046722
2026-03-0122808.20218039949
2026-04-0124037.490405203407
Annual Return Matrix
YearAnnual Return
2021-0.014598060666083823
2022-0.11872993733783221
2023-0.05718899103921793
20240.18404754631043962
20250.18319755229264056
2026-0.08259911894273131
Total Factor Risk
0.5207631185954351
VTI.US Exposure
-0.09729229864307937
VEA.US Exposure
-0.01571056434759053
VWO.US Exposure
0.004055532800822459
QQQ.US Exposure
0.15353191450822787
VTV.US Exposure
0.14730623110323507
IJR.US Exposure
0.043496582823502994
QUAL.US Exposure
-0.056323566128764324
SHV.US Exposure
0.6050106681518543
TLT.US Exposure
-0.004344703091770498
LQD.US Exposure
0.010164830356820708
HYG.US Exposure
0.06725074475807787
GLD.US Exposure
0.009055064163067153
USO.US Exposure
0.0039087930888290325
VNQ.US Exposure
0.01981300441836907
BTC-USD.CC Exposure
0.0010877863347333913
CPER.US Exposure
0.0015971566806060658
VIX.INDX Exposure
-0.00592505354012832
UUP.US Exposure
-0.004317008252791054
TIP.US Exposure
0.003084834414528694
Idiosyncratic Exposure
0.11455005040144922
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
54.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.1%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.53%
Market Cap$4.9B
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
$263
Avg Yield on Cost
2.63%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$262.592.63%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 →
-7.3%
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 →
-4.0%
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 →
17.6% 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 →
1.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brookfield Infrastructure Corp a high-risk investment?

Brookfield Infrastructure Corp (BIPC.US) has an annualized volatility of 52.1% and experienced a maximum drawdown of 46.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BIPC.US has generated a Compound Annual Growth Rate (CAGR) of 15.5%. It has had a positive return in 33% 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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