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

Performance

BEPC vs. CWEN - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-1.01%
6.14%
BEPC
CWEN

Returns By Period

In the year-to-date period, BEPC achieves a 8.63% return, which is significantly higher than CWEN's 5.43% return.


BEPC

YTD

8.63%

1M

-9.39%

6M

-0.33%

1Y

22.15%

5Y (annualized)

N/A

10Y (annualized)

N/A

CWEN

YTD

5.43%

1M

1.06%

6M

5.98%

1Y

29.60%

5Y (annualized)

12.55%

10Y (annualized)

N/A

Fundamentals


BEPCCWEN
Market Cap$5.36B$5.52B
EPS-$7.08$0.98
PEG Ratio1.0928.53
Total Revenue (TTM)$3.10B$1.43B
Gross Profit (TTM)$812.00M$723.00M
EBITDA (TTM)$1.72B$548.00M

Key characteristics


BEPCCWEN
Sharpe Ratio0.590.86
Sortino Ratio1.141.45
Omega Ratio1.131.17
Calmar Ratio0.350.63
Martin Ratio1.752.62
Ulcer Index12.13%10.76%
Daily Std Dev35.74%32.74%
Max Drawdown-61.04%-58.71%
Current Drawdown-43.99%-24.97%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.5

The correlation between BEPC and CWEN is 0.51, 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.

Risk-Adjusted Performance

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
The chart of Sharpe ratio for BEPC, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.590.86
The chart of Sortino ratio for BEPC, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.141.45
The chart of Omega ratio for BEPC, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.17
The chart of Calmar ratio for BEPC, currently valued at 0.35, compared to the broader market0.002.004.006.000.350.63
The chart of Martin ratio for BEPC, currently valued at 1.75, compared to the broader market0.0010.0020.0030.001.752.62
BEPC
CWEN

The current BEPC Sharpe Ratio is 0.59, which is lower than the CWEN Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of BEPC 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.59
0.86
BEPC
CWEN

Dividends

BEPC vs. CWEN - Dividend Comparison

BEPC's dividend yield for the trailing twelve months is around 4.66%, less than CWEN's 5.90% yield.


TTM202320222021202020192018201720162015
BEPC
Brookfield Renewable Corporation
4.66%4.69%4.65%3.30%0.99%0.00%0.00%0.00%0.00%0.00%
CWEN
Clearway Energy, Inc.
5.90%5.62%4.48%3.69%3.29%4.01%7.29%5.81%5.98%4.23%

Drawdowns

BEPC vs. CWEN - Drawdown Comparison

The maximum BEPC drawdown since its inception was -61.04%, roughly equal to the maximum CWEN drawdown of -58.71%. Use the drawdown chart below to compare losses from any high point for BEPC and CWEN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-43.99%
-24.97%
BEPC
CWEN

Volatility

BEPC vs. CWEN - Volatility Comparison

Brookfield Renewable Corporation (BEPC) and Clearway Energy, Inc. (CWEN) have volatilities of 13.87% and 13.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%JuneJulyAugustSeptemberOctoberNovember
13.87%
13.89%
BEPC
CWEN

Financials

BEPC vs. CWEN - Financials Comparison

This section allows you to compare key financial metrics between Brookfield Renewable Corporation 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