FCX vs. BHP
Compare and contrast key facts about Freeport-McMoRan Inc. (FCX) and BHP Group (BHP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCX or BHP.
Performance
FCX vs. BHP - Performance Comparison
Returns By Period
In the year-to-date period, FCX achieves a 1.57% return, which is significantly higher than BHP's -19.99% return. Over the past 10 years, FCX has underperformed BHP with an annualized return of 5.27%, while BHP has yielded a comparatively higher 6.98% annualized return.
FCX
1.57%
-11.37%
-20.79%
20.11%
32.04%
5.27%
BHP
-19.99%
-9.24%
-13.28%
-10.27%
8.66%
6.98%
Fundamentals
| FCX | BHP | |
|---|---|---|
| Market Cap | $64.52B | $136.38B |
| EPS | $1.34 | $3.11 |
| PE Ratio | 32.54 | 16.91 |
| PEG Ratio | 0.20 | 0.00 |
| Total Revenue (TTM) | $25.42B | $55.53B |
| Gross Profit (TTM) | $7.88B | $19.00B |
| EBITDA (TTM) | $9.53B | $24.28B |
Key characteristics
| FCX | BHP | |
|---|---|---|
| Sharpe Ratio | 0.56 | -0.39 |
| Sortino Ratio | 1.03 | -0.39 |
| Omega Ratio | 1.12 | 0.95 |
| Calmar Ratio | 0.68 | -0.42 |
| Martin Ratio | 1.68 | -0.70 |
| Ulcer Index | 11.98% | 13.93% |
| Daily Std Dev | 36.16% | 25.24% |
| Max Drawdown | -92.46% | -75.95% |
| Current Drawdown | -21.70% | -20.67% |
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Correlation
The correlation between FCX and BHP is 0.57, 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
FCX vs. BHP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Freeport-McMoRan Inc. (FCX) 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.
Dividends
FCX vs. BHP - Dividend Comparison
FCX's dividend yield for the trailing twelve months is around 1.41%, less than BHP's 5.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCX Freeport-McMoRan Inc. | 1.41% | 1.41% | 1.58% | 0.54% | 0.19% | 1.52% | 1.45% | 0.00% | 0.00% | 8.48% | 5.36% | 6.80% |
BHP BHP Group | 5.63% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% | 3.40% |
Drawdowns
FCX vs. BHP - Drawdown Comparison
The maximum FCX drawdown since its inception was -92.46%, which is greater than BHP's maximum drawdown of -75.95%. Use the drawdown chart below to compare losses from any high point for FCX and BHP. For additional features, visit the drawdowns tool.
Volatility
FCX vs. BHP - Volatility Comparison
Freeport-McMoRan Inc. (FCX) has a higher volatility of 8.68% compared to BHP Group (BHP) at 7.61%. This indicates that FCX's price experiences larger fluctuations and is considered to be riskier than BHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FCX vs. BHP - Financials Comparison
This section allows you to compare key financial metrics between Freeport-McMoRan 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.
Total Revenue: Total amount of money received from sales and other business activities