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Brookfield Renewable Partners L.P (BEP-UN.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINBMG162581083
SectorUtilities
IndustryUtilities—Renewable

Highlights

Market CapCA$19.28B
EPS-CA$0.44
PEG Ratio3.52
Revenue (TTM)CA$5.04B
Gross Profit (TTM)CA$3.30B
EBITDA (TTM)CA$2.91B
Year RangeCA$27.16 - CA$42.94
Target PriceCA$39.45
Short %0.68%
Short Ratio4.68

Share Price Chart


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Compare to other instruments

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Brookfield Renewable Partners L.P

Popular comparisons: BEP-UN.TO vs. AQN.TO, BEP-UN.TO vs. CVX, BEP-UN.TO vs. VDY.TO, BEP-UN.TO vs. BEP, BEP-UN.TO vs. FTS, BEP-UN.TO vs. BEPC.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$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.


0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%December2024FebruaryMarchAprilMay
2,304.99%
230.26%
BEP-UN.TO (Brookfield Renewable Partners L.P)
Benchmark (^GSPC)

S&P 500

Returns By Period

Brookfield Renewable Partners L.P had a return of -7.47% year-to-date (YTD) and -19.43% in the last 12 months. Over the past 10 years, Brookfield Renewable Partners L.P had an annualized return of 10.63%, while the S&P 500 benchmark had an annualized return of 10.33%, indicating that Brookfield Renewable Partners L.P performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date-7.47%5.21%
1 month2.81%-4.30%
6 months8.92%18.42%
1 year-19.43%21.82%
5 years (annualized)11.00%11.27%
10 years (annualized)10.63%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.14%-12.68%3.48%-8.25%
2023-2.03%17.22%3.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BEP-UN.TO is 21, indicating that it is in the bottom 21% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BEP-UN.TO is 2121
Brookfield Renewable Partners L.P(BEP-UN.TO)
The Sharpe Ratio Rank of BEP-UN.TO is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of BEP-UN.TO is 1818Sortino Ratio Rank
The Omega Ratio Rank of BEP-UN.TO is 2020Omega Ratio Rank
The Calmar Ratio Rank of BEP-UN.TO is 2525Calmar Ratio Rank
The Martin Ratio Rank of BEP-UN.TO is 2525Martin 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-UN.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BEP-UN.TO
Sharpe ratio
The chart of Sharpe ratio for BEP-UN.TO, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.004.00-0.61
Sortino ratio
The chart of Sortino ratio for BEP-UN.TO, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.006.00-0.78
Omega ratio
The chart of Omega ratio for BEP-UN.TO, currently valued at 0.91, compared to the broader market0.501.001.500.91
Calmar ratio
The chart of Calmar ratio for BEP-UN.TO, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.41
Martin ratio
The chart of Martin ratio for BEP-UN.TO, currently valued at -1.01, compared to the broader market-10.000.0010.0020.0030.00-1.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market-10.000.0010.0020.0030.006.79

Sharpe Ratio

The current Brookfield Renewable Partners L.P Sharpe ratio is -0.61. This value is calculated based on the past 12 months 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-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.61
2.17
BEP-UN.TO (Brookfield Renewable Partners L.P)
Benchmark (^GSPC)

Dividends

Dividend History

Brookfield Renewable Partners L.P granted a 4.25% dividend yield in the last twelve months. The annual payout for that period amounted to CA$1.37 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$1.37CA$1.35CA$1.28CA$1.22CA$1.16CA$1.10CA$1.04CA$1.00CA$0.95CA$0.88CA$0.76CA$0.77

Dividend yield

4.25%3.88%3.73%2.72%2.11%3.42%5.54%4.27%4.47%4.58%3.96%5.20%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.00CA$0.36CA$0.00CA$0.00
2023CA$0.00CA$0.34CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.34CA$0.00
2022CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00
2021CA$0.00CA$0.30CA$0.00CA$0.00CA$0.30CA$0.00CA$0.00CA$0.30CA$0.00CA$0.00CA$0.30CA$0.00
2020CA$0.00CA$0.29CA$0.00CA$0.00CA$0.29CA$0.00CA$0.00CA$0.29CA$0.00CA$0.00CA$0.29CA$0.00
2019CA$0.00CA$0.27CA$0.00CA$0.00CA$0.27CA$0.00CA$0.00CA$0.27CA$0.00CA$0.00CA$0.27CA$0.00
2018CA$0.00CA$0.26CA$0.00CA$0.00CA$0.26CA$0.00CA$0.00CA$0.26CA$0.00CA$0.00CA$0.26CA$0.00
2017CA$0.00CA$0.25CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.25CA$0.00
2016CA$0.00CA$0.24CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.24CA$0.00
2015CA$0.00CA$0.22CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.22CA$0.00
2014CA$0.00CA$0.14CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.21CA$0.00
2013CA$0.19CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-43.79%
-3.20%
BEP-UN.TO (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 51.83%, occurring on Apr 16, 2024. The portfolio has not yet recovered.

The current Brookfield Renewable Partners L.P drawdown is 43.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.83%Jan 25, 2021808Apr 16, 2024
-41.35%Feb 20, 202023Mar 23, 202081Jul 17, 2020104
-25.19%Sep 2, 2008131Mar 10, 2009181Nov 26, 2009312
-22.11%Apr 6, 2015200Jan 20, 2016116Jul 6, 2016316
-21.99%Dec 19, 2017255Dec 24, 201862Mar 26, 2019317

Volatility

Volatility Chart

The current Brookfield Renewable Partners L.P volatility is 13.86%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
13.86%
3.53%
BEP-UN.TO (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

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items