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BEP vs. CALM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BEP and CALM is 0.11, 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.


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Performance

BEP vs. CALM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Renewable Partners L.P. (BEP) and Cal-Maine Foods, Inc. (CALM). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-5.13%
26.38%
BEP
CALM

Key characteristics

Sharpe Ratio

BEP:

0.12

CALM:

1.96

Sortino Ratio

BEP:

0.47

CALM:

2.39

Omega Ratio

BEP:

1.05

CALM:

1.36

Calmar Ratio

BEP:

0.08

CALM:

2.58

Martin Ratio

BEP:

0.35

CALM:

11.49

Ulcer Index

BEP:

12.86%

CALM:

5.38%

Daily Std Dev

BEP:

36.38%

CALM:

31.57%

Max Drawdown

BEP:

-54.26%

CALM:

-74.08%

Current Drawdown

BEP:

-44.23%

CALM:

-23.95%

Fundamentals

Market Cap

BEP:

$15.29B

CALM:

$4.32B

EPS

BEP:

-$0.89

CALM:

$12.86

PEG Ratio

BEP:

3.51

CALM:

0.75

Total Revenue (TTM)

BEP:

$4.38B

CALM:

$3.08B

Gross Profit (TTM)

BEP:

$1.49B

CALM:

$1.01B

EBITDA (TTM)

BEP:

$2.70B

CALM:

$837.06M

Returns By Period

In the year-to-date period, BEP achieves a 1.40% return, which is significantly higher than CALM's -13.27% return. Over the past 10 years, BEP has underperformed CALM with an annualized return of 9.44%, while CALM has yielded a comparatively higher 11.61% annualized return.


BEP

YTD

1.40%

1M

8.04%

6M

-5.13%

1Y

7.49%

5Y*

0.95%

10Y*

9.44%

CALM

YTD

-13.27%

1M

-16.34%

6M

26.64%

1Y

58.94%

5Y*

23.82%

10Y*

11.61%

*Annualized

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Risk-Adjusted Performance

BEP vs. CALM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BEP
The Risk-Adjusted Performance Rank of BEP is 4848
Overall Rank
The Sharpe Ratio Rank of BEP is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of BEP is 4545
Sortino Ratio Rank
The Omega Ratio Rank of BEP is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BEP is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BEP is 5151
Martin Ratio Rank

CALM
The Risk-Adjusted Performance Rank of CALM is 9191
Overall Rank
The Sharpe Ratio Rank of CALM is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of CALM is 8686
Sortino Ratio Rank
The Omega Ratio Rank of CALM is 8989
Omega Ratio Rank
The Calmar Ratio Rank of CALM is 9494
Calmar Ratio Rank
The Martin Ratio Rank of CALM is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BEP vs. CALM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Partners L.P. (BEP) and Cal-Maine Foods, Inc. (CALM). 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.


The chart of Sharpe ratio for BEP, currently valued at 0.12, compared to the broader market-3.00-2.00-1.000.001.002.003.000.121.96
The chart of Sortino ratio for BEP, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.472.39
The chart of Omega ratio for BEP, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.36
The chart of Calmar ratio for BEP, currently valued at 0.08, compared to the broader market0.002.004.006.000.082.58
The chart of Martin ratio for BEP, currently valued at 0.35, compared to the broader market-10.000.0010.0020.000.3511.49
BEP
CALM

The current BEP Sharpe Ratio is 0.12, which is lower than the CALM Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of BEP and CALM, 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 Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
0.12
1.96
BEP
CALM

Dividends

BEP vs. CALM - Dividend Comparison

BEP's dividend yield for the trailing twelve months is around 6.14%, more than CALM's 4.85% yield.


TTM20242023202220212020201920182017201620152014
BEP
Brookfield Renewable Partners L.P.
6.14%6.23%5.14%5.05%3.40%2.68%6.08%7.57%5.36%7.87%8.33%6.95%
CALM
Cal-Maine Foods, Inc.
4.85%2.82%7.51%3.17%0.09%0.00%0.98%1.03%0.00%2.70%4.10%2.26%

Drawdowns

BEP vs. CALM - Drawdown Comparison

The maximum BEP drawdown since its inception was -54.26%, smaller than the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for BEP and CALM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-44.23%
-23.95%
BEP
CALM

Volatility

BEP vs. CALM - Volatility Comparison

The current volatility for Brookfield Renewable Partners L.P. (BEP) is 10.28%, while Cal-Maine Foods, Inc. (CALM) has a volatility of 19.08%. This indicates that BEP experiences smaller price fluctuations and is considered to be less risky than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
10.28%
19.08%
BEP
CALM

Financials

BEP vs. CALM - Financials Comparison

This section allows you to compare key financial metrics between Brookfield Renewable Partners L.P. and Cal-Maine Foods, 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