PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Brookfield Renewable Partners L.P. (BEP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINBMG162581083
SectorUtilities
IndustryUtilities - Renewable

Highlights

Market Cap$17.27B
EPS (TTM)-$0.63
PEG Ratio3.51
Total Revenue (TTM)$5.72B
Gross Profit (TTM)$1.16B
EBITDA (TTM)$3.03B
Year Range$18.87 - $28.03
Target Price$29.15
Short %0.81%
Short Ratio3.83

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: BEP vs. BIPC, BEP vs. PWI.TO, BEP vs. CWEN, BEP vs. CALM, BEP vs. VOO, BEP vs. LLY, BEP vs. VTI, BEP vs. SCHD, BEP vs. T, BEP vs. XLK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Brookfield Renewable Partners L.P., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
23.13%
9.39%
BEP (Brookfield Renewable Partners L.P.)
Benchmark (^GSPC)

Returns By Period

Brookfield Renewable Partners L.P. had a return of 4.99% year-to-date (YTD) and 6.55% in the last 12 months. Over the past 10 years, Brookfield Renewable Partners L.P. had an annualized return of 11.34%, while the S&P 500 benchmark had an annualized return of 10.88%, indicating that Brookfield Renewable Partners L.P. performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date4.99%18.10%
1 month9.66%1.42%
6 months19.60%9.39%
1 year6.55%26.58%
5 years (annualized)10.92%13.42%
10 years (annualized)11.34%10.88%

Monthly Returns

The table below presents the monthly returns of BEP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.03%-12.48%3.66%-9.56%34.38%-11.12%-1.74%2.07%4.99%
202315.04%-9.25%20.64%-1.62%-1.11%-2.74%-1.15%-11.68%-14.48%-3.59%19.80%6.10%9.03%
2022-6.26%8.07%14.34%-14.29%1.96%-2.19%8.48%-0.59%-15.88%-6.77%-1.96%-10.43%-26.48%
20214.98%-6.16%0.92%-7.77%1.99%-3.02%1.94%3.82%-8.91%8.64%-8.70%-1.40%-14.48%
20204.53%3.36%-14.78%10.36%5.35%-1.94%12.56%6.43%15.65%3.24%18.01%1.80%80.34%
201911.35%6.13%6.18%-1.35%4.16%7.46%3.64%5.94%8.44%4.73%11.99%0.39%94.24%
2018-4.21%-6.28%0.88%-2.57%3.54%-2.81%1.03%2.93%-1.72%-9.89%6.84%-9.50%-20.95%
20171.75%-2.10%2.06%2.49%4.49%1.82%5.76%4.06%-3.37%0.66%-0.89%5.88%24.51%
20161.34%0.37%14.36%-3.17%3.02%3.19%4.20%-1.74%2.33%-0.72%-3.36%2.17%22.97%
20153.98%-3.03%2.63%3.29%-5.82%-2.05%-2.46%-0.77%-2.86%-4.04%-1.21%4.30%-8.33%
20140.76%8.86%2.50%-0.10%0.10%3.02%-4.08%5.82%2.66%3.81%0.83%0.42%26.86%
20132.88%-0.63%0.60%6.44%-8.69%1.39%-2.05%-5.38%4.57%4.35%-1.42%-1.99%-0.96%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BEP is 51, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BEP is 5151
BEP (Brookfield Renewable Partners L.P.)
The Sharpe Ratio Rank of BEP is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of BEP is 4848Sortino Ratio Rank
The Omega Ratio Rank of BEP is 4646Omega Ratio Rank
The Calmar Ratio Rank of BEP is 5353Calmar Ratio Rank
The Martin Ratio Rank of BEP is 5353Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Brookfield Renewable Partners L.P. (BEP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BEP
Sharpe ratio
The chart of Sharpe ratio for BEP, currently valued at 0.19, compared to the broader market-4.00-2.000.002.000.19
Sortino ratio
The chart of Sortino ratio for BEP, currently valued at 0.60, compared to the broader market-6.00-4.00-2.000.002.004.000.60
Omega ratio
The chart of Omega ratio for BEP, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for BEP, currently valued at 0.14, compared to the broader market0.001.002.003.004.005.000.14
Martin ratio
The chart of Martin ratio for BEP, currently valued at 0.62, compared to the broader market-5.000.005.0010.0015.0020.000.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-4.00-2.000.002.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-6.00-4.00-2.000.002.004.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.001.002.003.004.005.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market-5.000.005.0010.0015.0020.0010.43

Sharpe Ratio

The current Brookfield Renewable Partners L.P. Sharpe ratio is 0.19. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Brookfield Renewable Partners L.P. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
0.19
1.96
BEP (Brookfield Renewable Partners L.P.)
Benchmark (^GSPC)

Dividends

Dividend History

Brookfield Renewable Partners L.P. granted a 5.31% dividend yield in the last twelve months. The annual payout for that period amounted to $1.40 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.40$1.35$1.28$1.22$1.16$1.51$1.04$1.00$1.25$1.16$1.15$1.50

Dividend yield

5.31%5.14%5.05%3.39%2.68%6.08%7.57%5.36%7.87%8.33%6.95%10.75%

Monthly Dividends

The table displays the monthly dividend distributions for Brookfield Renewable Partners L.P.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$1.07
2023$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$0.00$1.35
2022$0.00$0.32$0.00$0.00$0.32$0.00$0.00$0.32$0.00$0.00$0.32$0.00$1.28
2021$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.30$0.00$1.22
2020$0.00$0.29$0.00$0.00$0.29$0.00$0.00$0.29$0.00$0.00$0.29$0.00$1.16
2019$0.00$0.27$0.00$0.00$0.34$0.00$0.00$0.27$0.00$0.00$0.62$0.00$1.51
2018$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$0.00$1.04
2017$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$1.00
2016$0.00$0.24$0.00$0.00$0.53$0.00$0.00$0.24$0.00$0.00$0.24$0.00$1.25
2015$0.00$0.22$0.00$0.00$0.22$0.00$0.00$0.22$0.00$0.00$0.50$0.00$1.16
2014$0.00$0.14$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.59$0.00$1.15
2013$0.36$0.00$0.00$0.56$0.00$0.00$0.19$0.19$0.00$0.19$1.50

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%5.3%
Brookfield Renewable Partners L.P. has a dividend yield of 5.31%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%649.0%
Brookfield Renewable Partners L.P. has a payout ratio of 649.02%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-37.08%
-0.60%
BEP (Brookfield Renewable Partners L.P.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Brookfield Renewable Partners L.P.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Brookfield Renewable Partners L.P. was 54.27%, occurring on Oct 3, 2023. The portfolio has not yet recovered.

The current Brookfield Renewable Partners L.P. drawdown is 37.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.27%Jan 25, 2021678Oct 3, 2023
-45.46%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-30.65%Apr 17, 2015192Jan 20, 201695Jun 6, 2016287
-25.78%Sep 11, 2017325Dec 24, 2018104May 24, 2019429
-17.28%May 2, 201376Aug 19, 2013140Mar 11, 2014216

Volatility

Volatility Chart

The current Brookfield Renewable Partners L.P. volatility is 9.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
9.49%
4.09%
BEP (Brookfield Renewable Partners L.P.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Brookfield Renewable Partners L.P. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Brookfield Renewable Partners L.P..


Loading data...

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items