BHP vs. FCX
Compare and contrast key facts about BHP Group (BHP) and Freeport-McMoRan Inc. (FCX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BHP or FCX.
Performance
BHP vs. FCX - Performance Comparison
Returns By Period
In the year-to-date period, BHP achieves a -19.99% return, which is significantly lower than FCX's 1.57% return. Over the past 10 years, BHP has outperformed FCX with an annualized return of 6.98%, while FCX has yielded a comparatively lower 5.27% annualized return.
BHP
-19.99%
-9.24%
-13.28%
-10.27%
8.66%
6.98%
FCX
1.57%
-11.37%
-20.79%
20.11%
32.04%
5.27%
Fundamentals
| BHP | FCX | |
|---|---|---|
| Market Cap | $136.38B | $64.52B |
| EPS | $3.11 | $1.34 |
| PE Ratio | 16.91 | 32.54 |
| PEG Ratio | 0.00 | 0.20 |
| Total Revenue (TTM) | $55.53B | $25.42B |
| Gross Profit (TTM) | $19.00B | $7.88B |
| EBITDA (TTM) | $24.28B | $9.53B |
Key characteristics
| BHP | FCX | |
|---|---|---|
| Sharpe Ratio | -0.39 | 0.56 |
| Sortino Ratio | -0.39 | 1.03 |
| Omega Ratio | 0.95 | 1.12 |
| Calmar Ratio | -0.42 | 0.68 |
| Martin Ratio | -0.70 | 1.68 |
| Ulcer Index | 13.93% | 11.98% |
| Daily Std Dev | 25.24% | 36.16% |
| Max Drawdown | -75.95% | -92.46% |
| Current Drawdown | -20.67% | -21.70% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between BHP and FCX is 0.57, 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
BHP vs. FCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BHP Group (BHP) and Freeport-McMoRan Inc. (FCX). 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 vs. FCX - Dividend Comparison
BHP's dividend yield for the trailing twelve months is around 5.63%, more than FCX's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP BHP Group | 5.63% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% | 3.40% |
FCX Freeport-McMoRan Inc. | 1.41% | 1.41% | 1.58% | 0.54% | 0.19% | 1.52% | 1.45% | 0.00% | 0.00% | 8.48% | 5.36% | 6.80% |
Drawdowns
BHP vs. FCX - Drawdown Comparison
The maximum BHP drawdown since its inception was -75.95%, smaller than the maximum FCX drawdown of -92.46%. Use the drawdown chart below to compare losses from any high point for BHP and FCX. For additional features, visit the drawdowns tool.
Volatility
BHP vs. FCX - Volatility Comparison
The current volatility for BHP Group (BHP) is 7.61%, while Freeport-McMoRan Inc. (FCX) has a volatility of 8.68%. This indicates that BHP experiences smaller price fluctuations and is considered to be less risky than FCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BHP vs. FCX - Financials Comparison
This section allows you to compare key financial metrics between BHP Group and Freeport-McMoRan 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.
Total Revenue: Total amount of money received from sales and other business activities