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

Performance

CWEN vs. ENB - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
86.61%
45.43%
CWEN
ENB

Returns By Period

In the year-to-date period, CWEN achieves a 5.43% return, which is significantly lower than ENB's 25.60% return.


CWEN

YTD

5.43%

1M

1.06%

6M

5.98%

1Y

29.60%

5Y (annualized)

12.55%

10Y (annualized)

N/A

ENB

YTD

25.60%

1M

2.02%

6M

18.55%

1Y

34.32%

5Y (annualized)

9.62%

10Y (annualized)

5.05%

Fundamentals


CWENENB
Market Cap$5.52B$91.92B
EPS$0.98$2.11
PE Ratio27.2319.99
PEG Ratio28.531.72
Total Revenue (TTM)$1.43B$48.49B
Gross Profit (TTM)$723.00M$26.73B
EBITDA (TTM)$548.00M$14.00B

Key characteristics


CWENENB
Sharpe Ratio0.862.46
Sortino Ratio1.453.50
Omega Ratio1.171.42
Calmar Ratio0.631.52
Martin Ratio2.6211.45
Ulcer Index10.76%3.09%
Daily Std Dev32.74%14.39%
Max Drawdown-58.71%-46.35%
Current Drawdown-24.97%-0.61%

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Correlation

-0.50.00.51.00.4

The correlation between CWEN and ENB is 0.36, 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

CWEN vs. ENB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clearway Energy, Inc. (CWEN) and Enbridge Inc. (ENB). 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-4.00-2.000.002.004.000.862.46
The chart of Sortino ratio for CWEN, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.001.453.50
The chart of Omega ratio for CWEN, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.42
The chart of Calmar ratio for CWEN, currently valued at 0.63, compared to the broader market0.002.004.006.000.631.52
The chart of Martin ratio for CWEN, currently valued at 2.62, compared to the broader market0.0010.0020.0030.002.6211.45
CWEN
ENB

The current CWEN Sharpe Ratio is 0.86, which is lower than the ENB Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of CWEN and ENB, 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 Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.86
2.46
CWEN
ENB

Dividends

CWEN vs. ENB - Dividend Comparison

CWEN's dividend yield for the trailing twelve months is around 5.90%, less than ENB's 6.31% yield.


TTM20232022202120202019201820172016201520142013
CWEN
Clearway Energy, Inc.
5.90%5.62%4.48%3.69%3.29%4.01%7.29%5.81%5.98%4.23%0.00%0.00%
ENB
Enbridge Inc.
6.31%7.29%6.79%6.86%7.56%5.57%6.70%4.72%3.79%4.42%2.47%2.82%

Drawdowns

CWEN vs. ENB - Drawdown Comparison

The maximum CWEN drawdown since its inception was -58.71%, which is greater than ENB's maximum drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for CWEN and ENB. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-24.97%
-0.61%
CWEN
ENB

Volatility

CWEN vs. ENB - Volatility Comparison

Clearway Energy, Inc. (CWEN) has a higher volatility of 13.89% compared to Enbridge Inc. (ENB) at 4.17%. This indicates that CWEN's price experiences larger fluctuations and is considered to be riskier than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
13.89%
4.17%
CWEN
ENB

Financials

CWEN vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between Clearway Energy, Inc. and Enbridge 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.


Quarterly
Annual

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


Values in USD except per share items