PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BCE vs. GIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BCE and GIS is 0.20, 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.


-0.50.00.51.00.2

Performance

BCE vs. GIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BCE Inc. (BCE) and General Mills, Inc. (GIS). The values are adjusted to include any dividend payments, if applicable.

5,000.00%6,000.00%7,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
4,546.30%
7,252.26%
BCE
GIS

Key characteristics

Sharpe Ratio

BCE:

-1.92

GIS:

0.13

Sortino Ratio

BCE:

-2.69

GIS:

0.30

Omega Ratio

BCE:

0.66

GIS:

1.04

Calmar Ratio

BCE:

-0.68

GIS:

0.08

Martin Ratio

BCE:

-1.95

GIS:

0.35

Ulcer Index

BCE:

18.57%

GIS:

6.70%

Daily Std Dev

BCE:

18.89%

GIS:

18.53%

Max Drawdown

BCE:

-60.67%

GIS:

-45.08%

Current Drawdown

BCE:

-52.97%

GIS:

-25.59%

Fundamentals

Market Cap

BCE:

$20.67B

GIS:

$35.25B

EPS

BCE:

$0.06

GIS:

$4.60

PE Ratio

BCE:

377.67

GIS:

13.90

PEG Ratio

BCE:

1.00

GIS:

3.37

Total Revenue (TTM)

BCE:

$24.46B

GIS:

$19.90B

Gross Profit (TTM)

BCE:

$9.21B

GIS:

$6.95B

EBITDA (TTM)

BCE:

$8.19B

GIS:

$4.08B

Returns By Period

In the year-to-date period, BCE achieves a -36.92% return, which is significantly lower than GIS's 1.73% return. Over the past 10 years, BCE has underperformed GIS with an annualized return of -1.29%, while GIS has yielded a comparatively higher 5.15% annualized return.


BCE

YTD

-36.92%

1M

-13.74%

6M

-26.47%

1Y

-36.55%

5Y*

-7.40%

10Y*

-1.29%

GIS

YTD

1.73%

1M

-3.44%

6M

2.92%

1Y

2.00%

5Y*

7.19%

10Y*

5.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BCE vs. GIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BCE Inc. (BCE) and General Mills, Inc. (GIS). 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.


Sharpe ratio
The chart of Sharpe ratio for BCE, currently valued at -1.92, compared to the broader market-4.00-2.000.002.00-1.920.13
The chart of Sortino ratio for BCE, currently valued at -2.69, compared to the broader market-4.00-2.000.002.004.00-2.690.30
The chart of Omega ratio for BCE, currently valued at 0.66, compared to the broader market0.501.001.502.000.661.04
The chart of Calmar ratio for BCE, currently valued at -0.68, compared to the broader market0.002.004.006.00-0.680.08
The chart of Martin ratio for BCE, currently valued at -1.95, compared to the broader market0.005.0010.0015.0020.0025.00-1.950.35
BCE
GIS

The current BCE Sharpe Ratio is -1.92, which is lower than the GIS Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of BCE and GIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.50-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-1.92
0.13
BCE
GIS

Dividends

BCE vs. GIS - Dividend Comparison

BCE's dividend yield for the trailing twelve months is around 12.87%, more than GIS's 3.72% yield.


TTM20232022202120202019201820172016201520142013
BCE
BCE Inc.
12.87%7.28%6.43%5.33%5.76%5.16%5.84%4.63%4.83%5.19%4.84%5.20%
GIS
General Mills, Inc.
3.72%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%2.85%

Drawdowns

BCE vs. GIS - Drawdown Comparison

The maximum BCE drawdown since its inception was -60.67%, which is greater than GIS's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for BCE and GIS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-52.97%
-25.59%
BCE
GIS

Volatility

BCE vs. GIS - Volatility Comparison

BCE Inc. (BCE) has a higher volatility of 5.44% compared to General Mills, Inc. (GIS) at 4.85%. This indicates that BCE's price experiences larger fluctuations and is considered to be riskier than GIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.44%
4.85%
BCE
GIS

Financials

BCE vs. GIS - Financials Comparison

This section allows you to compare key financial metrics between BCE Inc. and General Mills, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab