BEPC vs. STAG
Compare and contrast key facts about Brookfield Renewable Corporation (BEPC) and STAG Industrial, Inc. (STAG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEPC or STAG.
Key characteristics
BEPC | STAG | |
---|---|---|
YTD Return | -13.92% | -2.02% |
1Y Return | -22.31% | 20.68% |
3Y Return (Ann) | -15.44% | 8.10% |
Sharpe Ratio | -0.63 | 1.00 |
Daily Std Dev | 33.01% | 20.86% |
Max Drawdown | -61.04% | -45.08% |
Current Drawdown | -55.61% | -12.66% |
Fundamentals
BEPC | STAG | |
---|---|---|
Market Cap | $4.38B | $7.11B |
EPS | -$1.01 | $1.07 |
PE Ratio | 3.00 | 35.72 |
PEG Ratio | 1.09 | -402.43 |
Revenue (TTM) | $4.55B | $707.84M |
Gross Profit (TTM) | $2.70B | $531.64M |
EBITDA (TTM) | $3.00B | $517.67M |
Correlation
The correlation between BEPC and STAG is 0.33, 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.
Performance
BEPC vs. STAG - Performance Comparison
In the year-to-date period, BEPC achieves a -13.92% return, which is significantly lower than STAG's -2.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
BEPC vs. STAG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Corporation (BEPC) and STAG Industrial, Inc. (STAG). 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 | |
---|---|---|---|---|---|
Brookfield Renewable Corporation | -0.63 | ||||
STAG Industrial, Inc. | 1.00 |
Dividends
BEPC vs. STAG - Dividend Comparison
BEPC's dividend yield for the trailing twelve months is around 5.60%, more than STAG's 4.19% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Brookfield Renewable Corporation | 5.60% | 4.69% | 4.65% | 3.30% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STAG Industrial, Inc. | 4.19% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
Drawdowns
BEPC vs. STAG - Drawdown Comparison
The maximum BEPC drawdown since its inception was -61.04%, which is greater than STAG's maximum drawdown of -45.08%. The drawdown chart below compares losses from any high point along the way for BEPC and STAG
Volatility
BEPC vs. STAG - Volatility Comparison
Brookfield Renewable Corporation (BEPC) has a higher volatility of 8.33% compared to STAG Industrial, Inc. (STAG) at 4.87%. This indicates that BEPC's price experiences larger fluctuations and is considered to be riskier than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.