CALM vs. BEP
Compare and contrast key facts about Cal-Maine Foods, Inc. (CALM) and Brookfield Renewable Partners L.P. (BEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CALM or BEP.
Key characteristics
| CALM | BEP | |
|---|---|---|
| YTD Return | -3.39% | -18.79% |
| 1Y Return | 20.49% | -28.28% |
| 3Y Return (Ann) | 18.53% | -15.36% |
| 5Y Return (Ann) | 8.36% | 9.60% |
| 10Y Return (Ann) | 8.68% | 9.21% |
| Sharpe Ratio | 0.65 | -0.84 |
| Daily Std Dev | 28.78% | 33.95% |
| Max Drawdown | -74.08% | -54.27% |
| Current Drawdown | -12.06% | -51.33% |
Fundamentals
| CALM | BEP | |
|---|---|---|
| Market Cap | $2.79B | $14.12B |
| EPS | $5.64 | -$0.32 |
| PE Ratio | 10.08 | 254.05 |
| PEG Ratio | 0.75 | 3.51 |
| Revenue (TTM) | $2.37B | $5.04B |
| Gross Profit (TTM) | $337.06M | $3.30B |
| EBITDA (TTM) | $394.06M | $2.91B |
Correlation
The correlation between CALM and BEP is 0.12, 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
CALM vs. BEP - Performance Comparison
In the year-to-date period, CALM achieves a -3.39% return, which is significantly higher than BEP's -18.79% return. Over the past 10 years, CALM has underperformed BEP with an annualized return of 8.68%, while BEP has yielded a comparatively higher 9.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CALM vs. BEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) and Brookfield Renewable Partners L.P. (BEP). 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
CALM vs. BEP - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 3.39%, less than BEP's 6.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 3.39% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% | 2.26% | 1.15% |
BEP Brookfield Renewable Partners L.P. | 6.51% | 5.14% | 5.05% | 3.39% | 2.68% | 6.08% | 7.57% | 5.36% | 7.87% | 8.33% | 6.95% | 10.75% |
Drawdowns
CALM vs. BEP - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, which is greater than BEP's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for CALM and BEP. For additional features, visit the drawdowns tool.
Volatility
CALM vs. BEP - Volatility Comparison
Cal-Maine Foods, Inc. (CALM) and Brookfield Renewable Partners L.P. (BEP) have volatilities of 8.34% and 8.70%, 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.
Financials
CALM vs. BEP - Financials Comparison
This section allows you to compare key financial metrics between Cal-Maine Foods, Inc. and Brookfield Renewable Partners L.P.. 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