BHP.L vs. AGLXY
Compare and contrast key facts about BHP Group Limited (BHP.L) and AGL Energy Ltd (AGLXY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BHP.L or AGLXY.
Performance
BHP.L vs. AGLXY - Performance Comparison
Returns By Period
In the year-to-date period, BHP.L achieves a -18.11% return, which is significantly lower than AGLXY's 12.92% return. Over the past 10 years, BHP.L has outperformed AGLXY with an annualized return of 11.89%, while AGLXY has yielded a comparatively lower -0.06% annualized return.
BHP.L
-18.11%
-6.08%
-11.10%
-9.81%
14.70%
11.89%
AGLXY
12.92%
-15.08%
2.84%
7.51%
-8.36%
-0.06%
Fundamentals
| BHP.L | AGLXY | |
|---|---|---|
| Market Cap | £111.39B | $4.78B |
| EPS | £1.20 | $0.69 |
| PE Ratio | 17.15 | 10.29 |
| Total Revenue (TTM) | £42.30B | $13.58B |
| Gross Profit (TTM) | £27.63B | $3.11B |
| EBITDA (TTM) | £20.75B | $2.21B |
Key characteristics
| BHP.L | AGLXY | |
|---|---|---|
| Sharpe Ratio | -0.43 | 0.18 |
| Sortino Ratio | -0.47 | 0.59 |
| Omega Ratio | 0.95 | 1.08 |
| Calmar Ratio | -0.39 | 0.11 |
| Martin Ratio | -0.71 | 0.71 |
| Ulcer Index | 13.78% | 10.30% |
| Daily Std Dev | 22.89% | 41.57% |
| Max Drawdown | -73.16% | -76.90% |
| Current Drawdown | -18.43% | -51.52% |
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Correlation
The correlation between BHP.L and AGLXY is 0.25, 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.
Risk-Adjusted Performance
BHP.L vs. AGLXY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BHP Group Limited (BHP.L) and AGL Energy Ltd (AGLXY). 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.
Dividends
BHP.L vs. AGLXY - Dividend Comparison
BHP.L's dividend yield for the trailing twelve months is around 7.11%, more than AGLXY's 5.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP.L BHP Group Limited | 7.11% | 6.32% | 12.65% | 13.68% | 6.23% | 13.23% | 7.14% | 5.45% | 1.66% | 10.83% | 5.27% | 4.06% |
AGLXY AGL Energy Ltd | 5.85% | 3.15% | 3.36% | 12.72% | 7.37% | 5.69% | 6.14% | 3.73% | 3.16% | 3.66% | 8.32% | 4.76% |
Drawdowns
BHP.L vs. AGLXY - Drawdown Comparison
The maximum BHP.L drawdown since its inception was -73.16%, roughly equal to the maximum AGLXY drawdown of -76.90%. Use the drawdown chart below to compare losses from any high point for BHP.L and AGLXY. For additional features, visit the drawdowns tool.
Volatility
BHP.L vs. AGLXY - Volatility Comparison
The current volatility for BHP Group Limited (BHP.L) is 8.82%, while AGL Energy Ltd (AGLXY) has a volatility of 15.37%. This indicates that BHP.L experiences smaller price fluctuations and is considered to be less risky than AGLXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BHP.L vs. AGLXY - Financials Comparison
This section allows you to compare key financial metrics between BHP Group Limited and AGL Energy Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities