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

Performance

HASI vs. CWEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) and Clearway Energy, Inc. (CWEN). 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
-11.98%
6.17%
HASI
CWEN

Returns By Period

In the year-to-date period, HASI achieves a 2.89% return, which is significantly lower than CWEN's 5.47% return.


HASI

YTD

2.89%

1M

-22.50%

6M

-11.98%

1Y

23.30%

5Y (annualized)

3.26%

10Y (annualized)

13.25%

CWEN

YTD

5.47%

1M

1.10%

6M

6.17%

1Y

29.65%

5Y (annualized)

12.64%

10Y (annualized)

N/A

Fundamentals


HASICWEN
Market Cap$3.27B$5.44B
EPS$1.92$1.03
PE Ratio14.1726.77
PEG Ratio0.8628.12
Total Revenue (TTM)$82.25B$1.43B
Gross Profit (TTM)$64.99B$424.00M
EBITDA (TTM)$199.72B$931.00M

Key characteristics


HASICWEN
Sharpe Ratio0.590.91
Sortino Ratio1.151.52
Omega Ratio1.151.18
Calmar Ratio0.420.67
Martin Ratio2.842.77
Ulcer Index9.46%10.78%
Daily Std Dev45.44%32.77%
Max Drawdown-76.94%-58.71%
Current Drawdown-53.78%-24.94%

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Correlation

-0.50.00.51.00.4

The correlation between HASI and CWEN 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.

Risk-Adjusted Performance

HASI vs. CWEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) and Clearway Energy, Inc. (CWEN). 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 HASI, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.590.91
The chart of Sortino ratio for HASI, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.151.52
The chart of Omega ratio for HASI, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.18
The chart of Calmar ratio for HASI, currently valued at 0.42, compared to the broader market0.002.004.006.000.420.67
The chart of Martin ratio for HASI, currently valued at 2.84, compared to the broader market-10.000.0010.0020.0030.002.842.77
HASI
CWEN

The current HASI Sharpe Ratio is 0.59, which is lower than the CWEN Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of HASI and CWEN, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.59
0.91
HASI
CWEN

Dividends

HASI vs. CWEN - Dividend Comparison

HASI's dividend yield for the trailing twelve months is around 6.03%, more than CWEN's 5.90% yield.


TTM20232022202120202019201820172016201520142013
HASI
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
6.03%5.73%5.18%2.64%2.14%4.16%6.93%6.86%6.48%5.71%6.47%3.01%
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%

Drawdowns

HASI vs. CWEN - Drawdown Comparison

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


-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-53.78%
-24.94%
HASI
CWEN

Volatility

HASI vs. CWEN - Volatility Comparison

Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) has a higher volatility of 17.41% compared to Clearway Energy, Inc. (CWEN) at 13.85%. This indicates that HASI's price experiences larger fluctuations and is considered to be riskier than CWEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.41%
13.85%
HASI
CWEN

Financials

HASI vs. CWEN - Financials Comparison

This section allows you to compare key financial metrics between Hannon Armstrong Sustainable Infrastructure Capital, Inc. and Clearway Energy, 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