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

Correlation

The correlation between BEP and CWEN is 0.38, 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.


-0.50.00.51.00.4

Performance

BEP vs. CWEN - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-5.05%
3.67%
BEP
CWEN

Key characteristics

Sharpe Ratio

BEP:

-0.26

CWEN:

0.15

Sortino Ratio

BEP:

-0.15

CWEN:

0.44

Omega Ratio

BEP:

0.98

CWEN:

1.05

Calmar Ratio

BEP:

-0.18

CWEN:

0.10

Martin Ratio

BEP:

-0.80

CWEN:

0.42

Ulcer Index

BEP:

11.82%

CWEN:

11.11%

Daily Std Dev

BEP:

35.79%

CWEN:

30.72%

Max Drawdown

BEP:

-54.27%

CWEN:

-58.71%

Current Drawdown

BEP:

-45.37%

CWEN:

-28.07%

Fundamentals

Market Cap

BEP:

$15.41B

CWEN:

$5.15B

EPS

BEP:

-$0.81

CWEN:

$1.03

PEG Ratio

BEP:

3.51

CWEN:

27.32

Total Revenue (TTM)

BEP:

$5.83B

CWEN:

$1.43B

Gross Profit (TTM)

BEP:

$1.81B

CWEN:

$424.00M

EBITDA (TTM)

BEP:

$3.65B

CWEN:

$931.00M

Returns By Period

In the year-to-date period, BEP achieves a -8.83% return, which is significantly lower than CWEN's 1.06% return.


BEP

YTD

-8.83%

1M

-8.13%

6M

-5.05%

1Y

-11.23%

5Y*

2.60%

10Y*

9.64%

CWEN

YTD

1.06%

1M

-5.37%

6M

3.66%

1Y

2.07%

5Y*

10.77%

10Y*

N/A

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

BEP vs. CWEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Partners L.P. (BEP) and Clearway Energy, Inc. (CWEN). 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 BEP, currently valued at -0.26, compared to the broader market-4.00-2.000.002.00-0.260.15
The chart of Sortino ratio for BEP, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.150.44
The chart of Omega ratio for BEP, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.05
The chart of Calmar ratio for BEP, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.180.10
The chart of Martin ratio for BEP, currently valued at -0.80, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.800.42
BEP
CWEN

The current BEP Sharpe Ratio is -0.26, which is lower than the CWEN Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of BEP and CWEN, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
0.15
BEP
CWEN

Dividends

BEP vs. CWEN - Dividend Comparison

BEP's dividend yield for the trailing twelve months is around 4.64%, less than CWEN's 6.35% yield.


TTM20232022202120202019201820172016201520142013
BEP
Brookfield Renewable Partners L.P.
4.64%5.14%5.05%3.40%2.68%6.08%7.57%5.36%7.87%8.33%6.95%10.75%
CWEN
Clearway Energy, Inc.
6.35%5.62%4.48%3.69%3.29%4.01%7.29%5.81%5.98%4.23%0.00%0.00%

Drawdowns

BEP vs. CWEN - Drawdown Comparison

The maximum BEP drawdown since its inception was -54.27%, smaller than the maximum CWEN drawdown of -58.71%. Use the drawdown chart below to compare losses from any high point for BEP and CWEN. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-45.37%
-28.07%
BEP
CWEN

Volatility

BEP vs. CWEN - Volatility Comparison

Brookfield Renewable Partners L.P. (BEP) has a higher volatility of 7.28% compared to Clearway Energy, Inc. (CWEN) at 6.57%. This indicates that BEP's price experiences larger fluctuations and is considered to be riskier than CWEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.28%
6.57%
BEP
CWEN

Financials

BEP vs. CWEN - Financials Comparison

This section allows you to compare key financial metrics between Brookfield Renewable Partners L.P. and Clearway Energy, 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
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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.

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