BAM.TO vs. BEP-UN.TO
Compare and contrast key facts about Brookfield Asset Management Ltd (BAM.TO) and Brookfield Renewable Partners L.P (BEP-UN.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAM.TO or BEP-UN.TO.
Key characteristics
| BAM.TO | BEP-UN.TO | |
|---|---|---|
| YTD Return | 50.96% | 9.20% |
| 1Y Return | 89.85% | 25.64% |
| Sharpe Ratio | 3.83 | 0.68 |
| Sortino Ratio | 4.69 | 1.30 |
| Omega Ratio | 1.61 | 1.14 |
| Calmar Ratio | 7.21 | 0.49 |
| Martin Ratio | 19.30 | 2.30 |
| Ulcer Index | 4.72% | 10.85% |
| Daily Std Dev | 23.74% | 36.67% |
| Max Drawdown | -22.26% | -74.11% |
| Current Drawdown | -1.12% | -33.66% |
Fundamentals
| BAM.TO | BEP-UN.TO | |
|---|---|---|
| Market Cap | CA$32.88B | CA$24.28B |
| EPS | CA$1.51 | -CA$1.12 |
| Total Revenue (TTM) | CA$1.08B | CA$4.30B |
| Gross Profit (TTM) | CA$528.00M | CA$2.43B |
| EBITDA (TTM) | CA$744.00M | CA$2.76B |
Correlation
The correlation between BAM.TO and BEP-UN.TO is 0.45, 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.
Performance
BAM.TO vs. BEP-UN.TO - Performance Comparison
In the year-to-date period, BAM.TO achieves a 50.96% return, which is significantly higher than BEP-UN.TO's 9.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BAM.TO vs. BEP-UN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Ltd (BAM.TO) and Brookfield Renewable Partners L.P (BEP-UN.TO). 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
BAM.TO vs. BEP-UN.TO - Dividend Comparison
BAM.TO's dividend yield for the trailing twelve months is around 2.17%, less than BEP-UN.TO's 3.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAM.TO Brookfield Asset Management Ltd | 2.17% | 3.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BEP-UN.TO Brookfield Renewable Partners L.P | 3.81% | 3.88% | 3.73% | 2.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BAM.TO vs. BEP-UN.TO - Drawdown Comparison
The maximum BAM.TO drawdown since its inception was -22.26%, smaller than the maximum BEP-UN.TO drawdown of -74.11%. Use the drawdown chart below to compare losses from any high point for BAM.TO and BEP-UN.TO. For additional features, visit the drawdowns tool.
Volatility
BAM.TO vs. BEP-UN.TO - Volatility Comparison
The current volatility for Brookfield Asset Management Ltd (BAM.TO) is 6.75%, while Brookfield Renewable Partners L.P (BEP-UN.TO) has a volatility of 14.68%. This indicates that BAM.TO experiences smaller price fluctuations and is considered to be less risky than BEP-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BAM.TO vs. BEP-UN.TO - Financials Comparison
This section allows you to compare key financial metrics between Brookfield Asset Management Ltd and Brookfield Renewable Partners L.P. 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