BEPC vs. CWEN
Compare and contrast key facts about Brookfield Renewable Corporation (BEPC) and Clearway Energy, Inc. (CWEN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEPC or CWEN.
Key characteristics
| BEPC | CWEN | |
|---|---|---|
| YTD Return | 23.15% | -7.21% |
| 1Y Return | -7.45% | -13.26% |
| 5Y Return (Ann) | 9.21% | 15.57% |
| 10Y Return (Ann) | 9.21% | 7.63% |
| Sharpe Ratio | -0.23 | -0.40 |
| Daily Std Dev | 30.97% | 28.86% |
| Max Drawdown | -53.48% | -58.71% |
Fundamentals
| BEPC | CWEN | |
|---|---|---|
| Market Cap | $5.70B | $5.83B |
| EPS | $8.20 | $5.27 |
| PE Ratio | 4.04 | 5.56 |
| PEG Ratio | 1.09 | 3.42 |
| Revenue (TTM) | $3.96B | $1.26B |
| Gross Profit (TTM) | $2.70B | $755.00M |
| EBITDA (TTM) | $2.62B | $987.00M |
Correlation
The correlation between BEPC and CWEN is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
BEPC vs. CWEN - Performance Comparison
In the year-to-date period, BEPC achieves a 23.15% return, which is significantly lower than CWEN's -7.21% return. Over the past 10 years, BEPC has outperformed CWEN with an annualized return of 9.21%, while CWEN has yielded a comparatively lower 7.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BEPC vs. CWEN - Dividend Comparison
BEPC's dividend yield for the trailing twelve months is around 4.83%, less than CWEN's 6.17% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|
BEPC Brookfield Renewable Corporation | 4.83% | 4.70% | 3.46% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CWEN Clearway Energy, Inc. | 6.17% | 4.53% | 3.88% | 3.62% | 4.61% | 8.79% | 7.51% | 8.21% | 6.18% |
BEPC vs. CWEN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Corporation (BEPC) 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BEPC Brookfield Renewable Corporation | -0.23 | ||||
CWEN Clearway Energy, Inc. | -0.40 |
BEPC vs. CWEN - Drawdown Comparison
The maximum BEPC drawdown for the period was -53.48%, lower than the maximum CWEN drawdown of -27.61%. The drawdown chart below compares losses from any high point along the way for BEPC and CWEN
BEPC vs. CWEN - Volatility Comparison
Brookfield Renewable Corporation (BEPC) has a higher volatility of 10.68% compared to Clearway Energy, Inc. (CWEN) at 6.12%. This indicates that BEPC'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.