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STAG vs. BEPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

STAG vs. BEPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STAG Industrial, Inc. (STAG) and Brookfield Renewable Corporation (BEPC). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
39.81%
24.05%
STAG
BEPC

Returns By Period

In the year-to-date period, STAG achieves a -4.67% return, which is significantly lower than BEPC's 8.63% return.


STAG

YTD

-4.67%

1M

-7.09%

6M

1.50%

1Y

6.90%

5Y (annualized)

7.67%

10Y (annualized)

9.69%

BEPC

YTD

8.63%

1M

-9.39%

6M

-0.33%

1Y

22.15%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


STAGBEPC
Market Cap$6.84B$5.36B
EPS$0.99-$7.08
PEG Ratio-402.431.09
Total Revenue (TTM)$751.37M$3.10B
Gross Profit (TTM)$382.24M$812.00M
EBITDA (TTM)$553.23M$1.72B

Key characteristics


STAGBEPC
Sharpe Ratio0.290.59
Sortino Ratio0.561.14
Omega Ratio1.061.13
Calmar Ratio0.270.35
Martin Ratio0.941.75
Ulcer Index6.13%12.13%
Daily Std Dev19.59%35.74%
Max Drawdown-45.08%-61.04%
Current Drawdown-15.02%-43.99%

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Correlation

-0.50.00.51.00.3

The correlation between STAG and BEPC is 0.31, 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

STAG vs. BEPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STAG Industrial, Inc. (STAG) and Brookfield Renewable Corporation (BEPC). 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 STAG, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.290.59
The chart of Sortino ratio for STAG, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.561.14
The chart of Omega ratio for STAG, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.13
The chart of Calmar ratio for STAG, currently valued at 0.27, compared to the broader market0.002.004.006.000.270.35
The chart of Martin ratio for STAG, currently valued at 0.94, compared to the broader market0.0010.0020.0030.000.941.75
STAG
BEPC

The current STAG Sharpe Ratio is 0.29, which is lower than the BEPC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of STAG and BEPC, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.29
0.59
STAG
BEPC

Dividends

STAG vs. BEPC - Dividend Comparison

STAG's dividend yield for the trailing twelve months is around 4.08%, less than BEPC's 4.66% yield.


TTM20232022202120202019201820172016201520142013
STAG
STAG Industrial, Inc.
4.08%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%5.89%
BEPC
Brookfield Renewable Corporation
4.66%4.69%4.65%3.30%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

STAG vs. BEPC - Drawdown Comparison

The maximum STAG drawdown since its inception was -45.08%, smaller than the maximum BEPC drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for STAG and BEPC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.02%
-43.99%
STAG
BEPC

Volatility

STAG vs. BEPC - Volatility Comparison

The current volatility for STAG Industrial, Inc. (STAG) is 6.31%, while Brookfield Renewable Corporation (BEPC) has a volatility of 13.87%. This indicates that STAG experiences smaller price fluctuations and is considered to be less risky than BEPC 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%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.31%
13.87%
STAG
BEPC

Financials

STAG vs. BEPC - Financials Comparison

This section allows you to compare key financial metrics between STAG Industrial, Inc. and Brookfield Renewable Corporation. 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