BEP vs. CALM
Compare and contrast key facts about Brookfield Renewable Partners L.P. (BEP) and Cal-Maine Foods, Inc. (CALM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEP or CALM.
Performance
BEP vs. CALM - Performance Comparison
Returns By Period
In the year-to-date period, BEP achieves a -0.02% return, which is significantly lower than CALM's 74.35% return. Over the past 10 years, BEP has underperformed CALM with an annualized return of 9.95%, while CALM has yielded a comparatively higher 11.58% annualized return.
BEP
-0.02%
-9.66%
-9.56%
8.19%
5.22%
9.95%
CALM
74.35%
9.72%
62.59%
111.46%
21.29%
11.58%
Fundamentals
| BEP | CALM | |
|---|---|---|
| Market Cap | $16.82B | $4.70B |
| EPS | -$0.81 | $8.73 |
| PEG Ratio | 3.51 | 0.75 |
| Total Revenue (TTM) | $5.83B | $2.65B |
| Gross Profit (TTM) | $1.81B | $743.36M |
| EBITDA (TTM) | $3.65B | $589.14M |
Key characteristics
| BEP | CALM | |
|---|---|---|
| Sharpe Ratio | 0.22 | 4.15 |
| Sortino Ratio | 0.63 | 5.48 |
| Omega Ratio | 1.07 | 1.70 |
| Calmar Ratio | 0.15 | 5.11 |
| Martin Ratio | 0.74 | 31.73 |
| Ulcer Index | 11.12% | 3.51% |
| Daily Std Dev | 36.87% | 26.88% |
| Max Drawdown | -54.27% | -74.08% |
| Current Drawdown | -40.08% | 0.00% |
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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.
Risk-Adjusted Performance
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.
Dividends
BEP vs. CALM - Dividend Comparison
BEP's dividend yield for the trailing twelve months is around 5.57%, more than CALM's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEP Brookfield Renewable Partners L.P. | 5.57% | 5.14% | 5.05% | 3.40% | 2.68% | 6.08% | 7.57% | 5.36% | 7.87% | 8.33% | 6.95% | 10.75% |
CALM Cal-Maine Foods, Inc. | 3.02% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% | 2.26% | 1.15% |
Drawdowns
BEP vs. CALM - Drawdown Comparison
The maximum BEP drawdown since its inception was -54.27%, 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.
Volatility
BEP vs. CALM - Volatility Comparison
Brookfield Renewable Partners L.P. (BEP) has a higher volatility of 11.33% compared to Cal-Maine Foods, Inc. (CALM) at 6.44%. This indicates that BEP's price experiences larger fluctuations and is considered to be riskier than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities