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BCE vs. GIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BCEGIS
YTD Return-11.16%7.92%
1Y Return-17.15%-15.10%
3Y Return (Ann)-3.39%7.84%
5Y Return (Ann)0.77%9.68%
10Y Return (Ann)3.24%6.64%
Sharpe Ratio-1.01-0.87
Daily Std Dev16.96%17.47%
Max Drawdown-60.66%-45.08%
Current Drawdown-33.78%-21.06%

Fundamentals


BCEGIS
Market Cap$30.92B$39.01B
EPS$1.69$4.36
PE Ratio19.9515.85
PEG Ratio1.902.03
Revenue (TTM)$24.67B$20.17B
Gross Profit (TTM)$10.47B$6.55B
EBITDA (TTM)$8.70B$4.30B

Correlation

0.20
-1.001.00

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.

Performance

BCE vs. GIS - Performance Comparison

In the year-to-date period, BCE achieves a -11.16% return, which is significantly lower than GIS's 7.92% return. Over the past 10 years, BCE has underperformed GIS with an annualized return of 3.24%, while GIS has yielded a comparatively higher 6.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%6,000.00%7,000.00%8,000.00%OctoberNovemberDecember2024FebruaryMarch
4,933.79%
8,133.07%
BCE
GIS

Compare stocks, funds, or ETFs


BCE Inc.

General Mills, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BCE
BCE Inc.
-1.01
GIS
General Mills, Inc.
-0.87

BCE vs. GIS - Sharpe Ratio Comparison

The current BCE Sharpe Ratio is -1.01, which roughly equals the GIS Sharpe Ratio of -0.87. The chart below compares the 12-month rolling Sharpe Ratio of BCE and GIS.


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40-0.200.00OctoberNovemberDecember2024FebruaryMarch
-1.01
-0.87
BCE
GIS

Dividends

BCE vs. GIS - Dividend Comparison

BCE's dividend yield for the trailing twelve months is around 8.43%, more than GIS's 3.32% yield.


TTM20232022202120202019201820172016201520142013
BCE
BCE Inc.
8.43%7.30%6.37%5.32%5.78%5.15%5.81%4.63%4.81%5.18%4.83%5.20%
GIS
General Mills, Inc.
3.32%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 -60.66%, which is greater than GIS's maximum drawdown of -45.08%. The drawdown chart below compares losses from any high point along the way for BCE and GIS


-34.00%-32.00%-30.00%-28.00%-26.00%-24.00%-22.00%OctoberNovemberDecember2024FebruaryMarch
-33.78%
-21.06%
BCE
GIS

Volatility

BCE vs. GIS - Volatility Comparison

BCE Inc. (BCE) has a higher volatility of 4.74% compared to General Mills, Inc. (GIS) at 4.50%. 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.


3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
4.74%
4.50%
BCE
GIS