AGLXY vs. BHP
AGLXY (AGL Energy Ltd) and BHP (BHP Group) are both stocks. AGLXY operates in Utilities - Independent Power Producers (Utilities), while BHP operates in Other Industrial Metals & Mining (Basic Materials). Over the past 5 years, AGLXY returned 2.01%/yr vs 16.19%/yr for BHP. At a 0.15 correlation, their price movements are largely independent.
Performance
AGLXY vs. BHP - Performance Comparison
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Returns By Period
In the year-to-date period, AGLXY achieves a -6.58% return, which is significantly lower than BHP's 53.45% return.
AGLXY
- 1D
- -4.77%
- 1M
- -17.29%
- YTD
- -6.58%
- 6M
- -5.46%
- 1Y
- -8.69%
- 3Y*
- 3.35%
- 5Y*
- 2.01%
- 10Y*
- —
BHP
- 1D
- -2.47%
- 1M
- 16.67%
- YTD
- 53.45%
- 6M
- 59.94%
- 1Y
- 94.82%
- 3Y*
- 21.26%
- 5Y*
- 16.19%
- 10Y*
- 22.46%
AGLXY vs. BHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AGLXY AGL Energy Ltd | -6.58% | -5.77% | 18.72% | 21.44% | 31.21% | -50.29% | -31.05% | 5.35% | -8.52% |
BHP BHP Group | 53.45% | 28.91% | -24.64% | 16.50% | 44.34% | 0.91% | 25.37% | 24.50% | 1.34% |
Correlation
The correlation between AGLXY and BHP is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2018 | 0.15 |
The correlation between AGLXY and BHP shifts across timeframes, from 0.01 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AGLXY:
$3.91B
BHP:
$231.17B
AGLXY:
$0.19
BHP:
$8.51
AGLXY:
30.19
BHP:
10.68
AGLXY:
0.14
BHP:
2.15
AGLXY:
0.83
BHP:
4.59
AGLXY:
$28.71B
BHP:
$107.64B
AGLXY:
$5.81B
BHP:
$89.04B
AGLXY:
$3.41B
BHP:
$52.23B
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Return for Risk
AGLXY vs. BHP — Risk / Return Rank
AGLXY
BHP
AGLXY vs. BHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGL Energy Ltd (AGLXY) and BHP Group (BHP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AGLXY | BHP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.20 | 3.10 | -3.30 |
Sortino ratioReturn per unit of downside risk | 0.01 | 3.67 | -3.66 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.46 | -0.45 |
Calmar ratioReturn relative to maximum drawdown | -0.36 | 4.82 | -5.18 |
Martin ratioReturn relative to average drawdown | -0.86 | 17.99 | -18.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGLXY | BHP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 3.10 | -3.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.51 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.33 | -0.50 |
Drawdowns
AGLXY vs. BHP - Drawdown Comparison
The maximum AGLXY drawdown since its inception was -73.00%, roughly equal to the maximum BHP drawdown of -76.22%. Use the drawdown chart below to compare losses from any high point for AGLXY and BHP.
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Drawdown Indicators
| AGLXY | BHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.00% | -76.22% | +3.22% |
Max Drawdown (1Y)Largest decline over 1 year | -24.24% | -19.80% | -4.44% |
Max Drawdown (3Y)Largest decline over 3 years | -36.01% | -37.21% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -46.19% | -37.21% | -8.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.29% | — |
Current DrawdownCurrent decline from peak | -48.26% | -2.47% | -45.79% |
Average DrawdownAverage peak-to-trough decline | -40.55% | -21.29% | -19.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.11% | 5.29% | +4.82% |
Volatility
AGLXY vs. BHP - Volatility Comparison
AGL Energy Ltd (AGLXY) has a higher volatility of 14.65% compared to BHP Group (BHP) at 11.83%. This indicates that AGLXY's price experiences larger fluctuations and is considered to be riskier than BHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGLXY | BHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.65% | 11.83% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 31.19% | 24.92% | +6.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.56% | 30.84% | +12.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.37% | 32.16% | +12.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.37% | 32.32% | +10.05% |
Dividends
AGLXY vs. BHP - Dividend Comparison
AGLXY's dividend yield for the trailing twelve months is around 5.76%, more than BHP's 2.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGLXY AGL Energy Ltd | 5.76% | 4.85% | 5.65% | 3.22% | 3.38% | 10.94% | 6.93% | 5.44% | 3.15% | 0.00% | 0.00% | 0.00% |
BHP BHP Group | 2.93% | 3.64% | 5.98% | 4.98% | 22.44% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.38% |
Financials
AGLXY vs. BHP - Financials Comparison
This section allows you to compare key financial metrics between AGL Energy Ltd and BHP Group. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AGLXY vs. BHP - Profitability Comparison
AGLXY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AGL Energy Ltd reported a gross profit of 952.20M and revenue of 6.91B. Therefore, the gross margin over that period was 13.8%.
BHP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BHP Group reported a gross profit of 11.98B and revenue of 27.95B. Therefore, the gross margin over that period was 42.9%.
AGLXY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AGL Energy Ltd reported an operating income of 647.89M and revenue of 6.91B, resulting in an operating margin of 9.4%.
BHP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BHP Group reported an operating income of 11.98B and revenue of 27.95B, resulting in an operating margin of 42.9%.
AGLXY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AGL Energy Ltd reported a net income of 92.28M and revenue of 6.91B, resulting in a net margin of 1.3%.
BHP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BHP Group reported a net income of 5.65B and revenue of 27.95B, resulting in a net margin of 20.2%.
Frequently Asked Questions
AGLXY and BHP have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGLXY has higher volatility (14.65%) compared to BHP (11.83%). In terms of maximum drawdown, AGLXY dropped -73.00% vs BHP's -76.22%.
BHP currently has the higher Sharpe Ratio (3.10 vs -0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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