PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CWEN vs. HASI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CWEN and HASI is 0.41, 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.


-0.50.00.51.00.4

Performance

CWEN vs. HASI - Performance Comparison

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

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.55%
-7.40%
CWEN
HASI

Key characteristics

Sharpe Ratio

CWEN:

0.11

HASI:

0.09

Sortino Ratio

CWEN:

0.38

HASI:

0.46

Omega Ratio

CWEN:

1.05

HASI:

1.06

Calmar Ratio

CWEN:

0.08

HASI:

0.06

Martin Ratio

CWEN:

0.31

HASI:

0.40

Ulcer Index

CWEN:

11.14%

HASI:

10.13%

Daily Std Dev

CWEN:

30.71%

HASI:

44.60%

Max Drawdown

CWEN:

-58.71%

HASI:

-76.94%

Current Drawdown

CWEN:

-27.08%

HASI:

-53.64%

Fundamentals

Market Cap

CWEN:

$5.15B

HASI:

$3.35B

EPS

CWEN:

$1.03

HASI:

$1.92

PE Ratio

CWEN:

25.34

HASI:

14.53

PEG Ratio

CWEN:

27.32

HASI:

0.91

Total Revenue (TTM)

CWEN:

$1.43B

HASI:

$82.25B

Gross Profit (TTM)

CWEN:

$424.00M

HASI:

$64.99B

EBITDA (TTM)

CWEN:

$931.00M

HASI:

$199.72B

Returns By Period

In the year-to-date period, CWEN achieves a 2.46% return, which is significantly lower than HASI's 3.19% return.


CWEN

YTD

2.46%

1M

-5.52%

6M

4.33%

1Y

2.69%

5Y*

11.43%

10Y*

N/A

HASI

YTD

3.19%

1M

-5.93%

6M

-8.55%

1Y

3.63%

5Y*

1.10%

10Y*

12.38%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CWEN vs. HASI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clearway Energy, Inc. (CWEN) and Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI). 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 0.11, compared to the broader market-4.00-2.000.002.000.110.09
The chart of Sortino ratio for CWEN, currently valued at 0.38, compared to the broader market-4.00-2.000.002.004.000.380.46
The chart of Omega ratio for CWEN, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.06
The chart of Calmar ratio for CWEN, currently valued at 0.08, compared to the broader market0.002.004.006.000.080.06
The chart of Martin ratio for CWEN, currently valued at 0.31, compared to the broader market-5.000.005.0010.0015.0020.0025.000.310.40
CWEN
HASI

The current CWEN Sharpe Ratio is 0.11, which is comparable to the HASI Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of CWEN and HASI, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.11
0.09
CWEN
HASI

Dividends

CWEN vs. HASI - Dividend Comparison

CWEN's dividend yield for the trailing twelve months is around 6.27%, more than HASI's 6.01% yield.


TTM20232022202120202019201820172016201520142013
CWEN
Clearway Energy, Inc.
6.27%5.62%4.48%3.69%3.29%4.01%7.29%5.81%5.98%4.23%0.00%0.00%
HASI
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
6.01%5.73%5.18%2.64%2.14%4.16%6.93%6.86%6.48%5.71%6.47%3.01%

Drawdowns

CWEN vs. HASI - Drawdown Comparison

The maximum CWEN drawdown since its inception was -58.71%, smaller than the maximum HASI drawdown of -76.94%. Use the drawdown chart below to compare losses from any high point for CWEN and HASI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-27.08%
-53.64%
CWEN
HASI

Volatility

CWEN vs. HASI - Volatility Comparison

The current volatility for Clearway Energy, Inc. (CWEN) is 6.53%, while Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) has a volatility of 11.11%. This indicates that CWEN experiences smaller price fluctuations and is considered to be less risky than HASI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.53%
11.11%
CWEN
HASI

Financials

CWEN vs. HASI - Financials Comparison

This section allows you to compare key financial metrics between Clearway Energy, Inc. and Hannon Armstrong Sustainable Infrastructure Capital, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab