AY vs. BEP
Compare and contrast key facts about Atlantica Sustainable Infrastructure plc (AY) and Brookfield Renewable Partners L.P. (BEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AY or BEP.
Key characteristics
| AY | BEP | |
|---|---|---|
| YTD Return | 9.66% | 0.54% |
| 1Y Return | 27.45% | 8.13% |
| 3Y Return (Ann) | -12.52% | -8.79% |
| 5Y Return (Ann) | 3.30% | 5.82% |
| 10Y Return (Ann) | 3.60% | 10.79% |
| Sharpe Ratio | 1.11 | 0.31 |
| Sortino Ratio | 1.77 | 0.76 |
| Omega Ratio | 1.28 | 1.08 |
| Calmar Ratio | 0.48 | 0.21 |
| Martin Ratio | 3.37 | 1.05 |
| Ulcer Index | 7.93% | 10.95% |
| Daily Std Dev | 24.08% | 36.93% |
| Max Drawdown | -64.00% | -54.27% |
| Current Drawdown | -39.29% | -39.75% |
Fundamentals
| AY | BEP | |
|---|---|---|
| Market Cap | $2.57B | $16.73B |
| EPS | $0.30 | -$0.81 |
| PEG Ratio | 5.20 | 3.51 |
| Total Revenue (TTM) | $899.46M | $4.36B |
| Gross Profit (TTM) | $520.43M | $963.42M |
| EBITDA (TTM) | $357.43M | $2.35B |
Correlation
The correlation between AY and BEP is 0.34, 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.
Performance
AY vs. BEP - Performance Comparison
In the year-to-date period, AY achieves a 9.66% return, which is significantly higher than BEP's 0.54% return. Over the past 10 years, AY has underperformed BEP with an annualized return of 3.60%, while BEP has yielded a comparatively higher 10.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AY vs. BEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Atlantica Sustainable Infrastructure plc (AY) and Brookfield Renewable Partners L.P. (BEP). 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
AY vs. BEP - Dividend Comparison
AY's dividend yield for the trailing twelve months is around 8.05%, more than BEP's 5.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AY Atlantica Sustainable Infrastructure plc | 8.05% | 8.28% | 6.83% | 4.80% | 4.37% | 5.95% | 6.79% | 6.13% | 2.34% | 7.41% | 0.14% | 0.00% |
BEP Brookfield Renewable Partners L.P. | 5.54% | 5.14% | 5.05% | 3.40% | 2.68% | 6.08% | 7.57% | 5.36% | 7.87% | 8.33% | 6.95% | 10.75% |
Drawdowns
AY vs. BEP - Drawdown Comparison
The maximum AY drawdown since its inception was -64.00%, which is greater than BEP's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for AY and BEP. For additional features, visit the drawdowns tool.
Volatility
AY vs. BEP - Volatility Comparison
The current volatility for Atlantica Sustainable Infrastructure plc (AY) is 0.46%, while Brookfield Renewable Partners L.P. (BEP) has a volatility of 11.42%. This indicates that AY experiences smaller price fluctuations and is considered to be less risky than BEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AY vs. BEP - Financials Comparison
This section allows you to compare key financial metrics between Atlantica Sustainable Infrastructure plc and Brookfield Renewable Partners L.P.. 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