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BEPC vs. STAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BEPCSTAG
YTD Return-13.92%-2.02%
1Y Return-22.31%20.68%
3Y Return (Ann)-15.44%8.10%
Sharpe Ratio-0.631.00
Daily Std Dev33.01%20.86%
Max Drawdown-61.04%-45.08%
Current Drawdown-55.61%-12.66%

Fundamentals


BEPCSTAG
Market Cap$4.38B$7.11B
EPS-$1.01$1.07
PE Ratio3.0035.72
PEG Ratio1.09-402.43
Revenue (TTM)$4.55B$707.84M
Gross Profit (TTM)$2.70B$531.64M
EBITDA (TTM)$3.00B$517.67M

Correlation

0.33
-1.001.00

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.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
-1.70%
43.70%
BEPC
STAG

Compare stocks, funds, or ETFs


Brookfield Renewable Corporation

STAG Industrial, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BEPC
Brookfield Renewable Corporation
-0.63
STAG
STAG Industrial, Inc.
1.00

BEPC vs. STAG - Sharpe Ratio Comparison

The current BEPC Sharpe Ratio is -0.63, which is lower than the STAG Sharpe Ratio of 1.00. The chart below compares the 12-month rolling Sharpe Ratio of BEPC and STAG.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
-0.63
1.00
BEPC
STAG

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.


TTM20232022202120202019201820172016201520142013
BEPC
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
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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-55.61%
-12.66%
BEPC
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.


4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
8.33%
4.87%
BEPC
STAG