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EA vs. BHP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EA and BHP is 0.22, 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.


-0.50.00.51.00.2

Performance

EA vs. BHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Electronic Arts Inc. (EA) and BHP Group (BHP). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%JulyAugustSeptemberOctoberNovemberDecember
28,377.84%
4,367.45%
EA
BHP

Key characteristics

Sharpe Ratio

EA:

0.49

BHP:

-0.85

Sortino Ratio

EA:

0.78

BHP:

-1.11

Omega Ratio

EA:

1.10

BHP:

0.87

Calmar Ratio

EA:

0.61

BHP:

-0.85

Martin Ratio

EA:

1.54

BHP:

-1.40

Ulcer Index

EA:

5.68%

BHP:

15.31%

Daily Std Dev

EA:

18.01%

BHP:

25.33%

Max Drawdown

EA:

-84.24%

BHP:

-75.95%

Current Drawdown

EA:

-11.91%

BHP:

-24.71%

Fundamentals

Market Cap

EA:

$40.60B

BHP:

$130.09B

EPS

EA:

$3.90

BHP:

$3.11

PE Ratio

EA:

39.69

BHP:

16.40

PEG Ratio

EA:

2.59

BHP:

0.00

Total Revenue (TTM)

EA:

$7.40B

BHP:

$55.53B

Gross Profit (TTM)

EA:

$5.74B

BHP:

$19.00B

EBITDA (TTM)

EA:

$1.85B

BHP:

$22.03B

Returns By Period

In the year-to-date period, EA achieves a 8.60% return, which is significantly higher than BHP's -24.07% return. Over the past 10 years, EA has outperformed BHP with an annualized return of 12.23%, while BHP has yielded a comparatively lower 8.06% annualized return.


EA

YTD

8.60%

1M

-11.24%

6M

6.54%

1Y

7.75%

5Y*

6.99%

10Y*

12.23%

BHP

YTD

-24.07%

1M

-5.87%

6M

-10.58%

1Y

-23.48%

5Y*

6.19%

10Y*

8.06%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

EA vs. BHP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Electronic Arts Inc. (EA) and BHP Group (BHP). 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 EA, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.49-0.85
The chart of Sortino ratio for EA, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.78-1.11
The chart of Omega ratio for EA, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.87
The chart of Calmar ratio for EA, currently valued at 0.61, compared to the broader market0.002.004.006.000.61-0.85
The chart of Martin ratio for EA, currently valued at 1.54, compared to the broader market-5.000.005.0010.0015.0020.0025.001.54-1.40
EA
BHP

The current EA Sharpe Ratio is 0.49, which is higher than the BHP Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of EA and BHP, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.49
-0.85
EA
BHP

Dividends

EA vs. BHP - Dividend Comparison

EA's dividend yield for the trailing twelve months is around 0.51%, less than BHP's 5.93% yield.


TTM20232022202120202019201820172016201520142013
EA
Electronic Arts Inc.
0.51%0.56%0.61%0.52%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BHP
BHP Group
5.93%4.98%10.27%9.98%3.67%8.59%4.89%3.61%1.68%9.32%5.11%3.40%

Drawdowns

EA vs. BHP - Drawdown Comparison

The maximum EA drawdown since its inception was -84.24%, which is greater than BHP's maximum drawdown of -75.95%. Use the drawdown chart below to compare losses from any high point for EA and BHP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.91%
-24.71%
EA
BHP

Volatility

EA vs. BHP - Volatility Comparison

The current volatility for Electronic Arts Inc. (EA) is 5.49%, while BHP Group (BHP) has a volatility of 7.46%. This indicates that EA experiences smaller price fluctuations and is considered to be less risky than BHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.49%
7.46%
EA
BHP

Financials

EA vs. BHP - Financials Comparison

This section allows you to compare key financial metrics between Electronic Arts Inc. and BHP Group. 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
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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.

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