AGLXY vs. BHP
Compare and contrast key facts about AGL Energy Ltd (AGLXY) and BHP Group (BHP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGLXY or BHP.
Performance
AGLXY vs. BHP - Performance Comparison
Returns By Period
In the year-to-date period, AGLXY achieves a 16.61% return, which is significantly higher than BHP's -18.99% return. Over the past 10 years, AGLXY has underperformed BHP with an annualized return of 0.25%, while BHP has yielded a comparatively higher 6.70% annualized return.
AGLXY
16.61%
-12.31%
4.77%
11.01%
-7.44%
0.25%
BHP
-18.99%
-8.11%
-12.34%
-9.15%
9.32%
6.70%
Fundamentals
| AGLXY | BHP | |
|---|---|---|
| Market Cap | $4.80B | $133.07B |
| EPS | $0.68 | $3.15 |
| PE Ratio | 10.43 | 16.66 |
| Total Revenue (TTM) | $13.58B | $55.53B |
| Gross Profit (TTM) | $3.11B | $19.00B |
| EBITDA (TTM) | $2.21B | $22.03B |
Key characteristics
| AGLXY | BHP | |
|---|---|---|
| Sharpe Ratio | 0.26 | -0.33 |
| Sortino Ratio | 0.72 | -0.30 |
| Omega Ratio | 1.09 | 0.96 |
| Calmar Ratio | 0.17 | -0.35 |
| Martin Ratio | 1.05 | -0.60 |
| Ulcer Index | 10.36% | 13.99% |
| Daily Std Dev | 42.07% | 25.31% |
| Max Drawdown | -76.90% | -75.95% |
| Current Drawdown | -49.94% | -19.67% |
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Correlation
The correlation between AGLXY and BHP is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AGLXY vs. BHP - Risk-Adjusted Performance 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.
Dividends
AGLXY vs. BHP - Dividend Comparison
AGLXY's dividend yield for the trailing twelve months is around 5.67%, more than BHP's 5.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGLXY AGL Energy Ltd | 5.67% | 3.15% | 3.36% | 12.72% | 7.37% | 5.69% | 6.14% | 3.73% | 3.16% | 3.66% | 8.32% | 4.76% |
BHP BHP Group | 5.56% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% | 3.40% |
Drawdowns
AGLXY vs. BHP - Drawdown Comparison
The maximum AGLXY drawdown since its inception was -76.90%, roughly equal to the maximum BHP drawdown of -75.95%. Use the drawdown chart below to compare losses from any high point for AGLXY and BHP. For additional features, visit the drawdowns tool.
Volatility
AGLXY vs. BHP - Volatility Comparison
AGL Energy Ltd (AGLXY) has a higher volatility of 16.59% compared to BHP Group (BHP) at 7.76%. 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.
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