Brookfield Infrastructure Information Ratio
| BIP Stock | | | USD 36.97 -0.16 -0.43% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is Brookfield Infrastructure's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Brookfield Infrastructure has a Information Ratio of 0.0161, indicating positive but modest excess return per unit of tracking risk. Brookfield Infrastructure has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0161 | |
Information Ratio Peers Comparison
Brookfield Infrastructure falls below the 0.04 peer average for Information Ratio. Companhia Paranaense de leads at 0.1254 while Korea Electric Power registers the lowest at -0.1294. Brookfield Infrastructure's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Brookfield Infrastructure and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Brookfield Infrastructure's Information Ratio reads
0.02 while Maximum Drawdown reads
6.36 , a
394.87 ratio between the two. This indicates Maximum Drawdown substantially exceeds Information Ratio for Brookfield Infrastructure.
Methodology, Assumptions & Data Sources
Brookfield Infrastructure has a current Information Ratio reading of 0.0161. This Information Ratio reading for Brookfield Infrastructure results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Brookfield Infrastructure operates in the utilities sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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