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CWEN vs. BEPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CWEN vs. BEPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clearway Energy, Inc. (CWEN) and Brookfield Renewable Corporation (BEPC). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.14%
-1.01%
CWEN
BEPC

Returns By Period

In the year-to-date period, CWEN achieves a 5.43% return, which is significantly lower than BEPC's 8.63% return.


CWEN

YTD

5.43%

1M

1.06%

6M

5.98%

1Y

29.60%

5Y (annualized)

12.55%

10Y (annualized)

N/A

BEPC

YTD

8.63%

1M

-9.39%

6M

-0.33%

1Y

22.15%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


CWENBEPC
Market Cap$5.52B$5.36B
EPS$0.98-$7.08
PEG Ratio28.531.09
Total Revenue (TTM)$1.43B$3.10B
Gross Profit (TTM)$723.00M$812.00M
EBITDA (TTM)$548.00M$1.72B

Key characteristics


CWENBEPC
Sharpe Ratio0.860.59
Sortino Ratio1.451.14
Omega Ratio1.171.13
Calmar Ratio0.630.35
Martin Ratio2.621.75
Ulcer Index10.76%12.13%
Daily Std Dev32.74%35.74%
Max Drawdown-58.71%-61.04%
Current Drawdown-24.97%-43.99%

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Correlation

-0.50.00.51.00.5

The correlation between CWEN and BEPC is 0.51, 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

CWEN vs. BEPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clearway Energy, Inc. (CWEN) and Brookfield Renewable Corporation (BEPC). 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
The chart of Sharpe ratio for CWEN, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.860.59
The chart of Sortino ratio for CWEN, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.001.451.14
The chart of Omega ratio for CWEN, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.13
The chart of Calmar ratio for CWEN, currently valued at 0.63, compared to the broader market0.002.004.006.000.630.35
The chart of Martin ratio for CWEN, currently valued at 2.62, compared to the broader market0.0010.0020.0030.002.621.75
CWEN
BEPC

The current CWEN Sharpe Ratio is 0.86, which is higher than the BEPC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of CWEN and BEPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.86
0.59
CWEN
BEPC

Dividends

CWEN vs. BEPC - Dividend Comparison

CWEN's dividend yield for the trailing twelve months is around 5.90%, more than BEPC's 4.66% yield.


TTM202320222021202020192018201720162015
CWEN
Clearway Energy, Inc.
5.90%5.62%4.48%3.69%3.29%4.01%7.29%5.81%5.98%4.23%
BEPC
Brookfield Renewable Corporation
4.66%4.69%4.65%3.30%0.99%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CWEN vs. BEPC - Drawdown Comparison

The maximum CWEN drawdown since its inception was -58.71%, roughly equal to the maximum BEPC drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for CWEN and BEPC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-24.97%
-43.99%
CWEN
BEPC

Volatility

CWEN vs. BEPC - Volatility Comparison

Clearway Energy, Inc. (CWEN) and Brookfield Renewable Corporation (BEPC) have volatilities of 13.89% and 13.87%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
13.89%
13.87%
CWEN
BEPC

Financials

CWEN vs. BEPC - Financials Comparison

This section allows you to compare key financial metrics between Clearway Energy, Inc. and Brookfield Renewable Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items