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BAM vs. BEPC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BAM vs. BEPC.TO - Performance Comparison

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

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BAM vs. BEPC.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
BAM
Brookfield Asset Management Inc.
-14.27%-0.24%39.70%45.61%-10.41%
BEPC.TO
Brookfield Renewable Corporation
4.89%45.28%0.94%9.65%-15.14%
Different Trading Currencies

BAM is traded in USD, while BEPC.TO is traded in CAD. To make them comparable, the BEPC.TO values have been converted to USD using the latest available exchange rates.

Fundamentals

Market Cap

BAM:

$72.38B

BEPC.TO:

CA$9.96B

EPS

BAM:

$1.53

BEPC.TO:

-CA$15.60

PS Ratio

BAM:

14.77

BEPC.TO:

2.27

Total Revenue (TTM)

BAM:

$4.90B

BEPC.TO:

CA$4.10B

Gross Profit (TTM)

BAM:

$4.64B

BEPC.TO:

CA$2.02B

EBITDA (TTM)

BAM:

$3.04B

BEPC.TO:

CA$1.34B

Returns By Period

In the year-to-date period, BAM achieves a -14.27% return, which is significantly lower than BEPC.TO's 4.89% return.


BAM

1D
3.01%
1M
-4.92%
YTD
-14.27%
6M
-20.45%
1Y
-5.09%
3Y*
14.72%
5Y*
10Y*

BEPC.TO

1D
2.19%
1M
-6.53%
YTD
4.89%
6M
17.98%
1Y
48.88%
3Y*
9.45%
5Y*
0.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BAM vs. BEPC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAM
BAM Risk / Return Rank: 3434
Overall Rank
BAM Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BAM Sortino Ratio Rank: 3131
Sortino Ratio Rank
BAM Omega Ratio Rank: 3030
Omega Ratio Rank
BAM Calmar Ratio Rank: 3737
Calmar Ratio Rank
BAM Martin Ratio Rank: 3636
Martin Ratio Rank

BEPC.TO
BEPC.TO Risk / Return Rank: 8080
Overall Rank
BEPC.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BEPC.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
BEPC.TO Omega Ratio Rank: 7575
Omega Ratio Rank
BEPC.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
BEPC.TO Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAM vs. BEPC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Inc. (BAM) and Brookfield Renewable Corporation (BEPC.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.


BAMBEPC.TODifference

Sharpe ratio

Return per unit of total volatility

-0.16

1.47

-1.62

Sortino ratio

Return per unit of downside risk

-0.00

2.09

-2.09

Omega ratio

Gain probability vs. loss probability

1.00

1.27

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.17

3.16

-3.33

Martin ratio

Return relative to average drawdown

-0.38

7.26

-7.64

BAM vs. BEPC.TO - Sharpe Ratio Comparison

The current BAM Sharpe Ratio is -0.16, which is lower than the BEPC.TO Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of BAM and BEPC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BAMBEPC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

1.47

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.30

+0.17

Correlation

The correlation between BAM and BEPC.TO is 0.37, 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.


Dividends

BAM vs. BEPC.TO - Dividend Comparison

BAM's dividend yield for the trailing twelve months is around 4.08%, more than BEPC.TO's 3.76% yield.


TTM202520242023202220212020
BAM
Brookfield Asset Management Inc.
4.08%3.34%2.80%3.19%0.00%0.00%0.00%
BEPC.TO
Brookfield Renewable Corporation
3.76%3.97%4.88%4.82%4.46%3.26%1.02%

Drawdowns

BAM vs. BEPC.TO - Drawdown Comparison

The maximum BAM drawdown since its inception was -30.37%, smaller than the maximum BEPC.TO drawdown of -61.08%. Use the drawdown chart below to compare losses from any high point for BAM and BEPC.TO.


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Drawdown Indicators


BAMBEPC.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.37%

-57.96%

+27.59%

Max Drawdown (1Y)

Largest decline over 1 year

-30.37%

-17.39%

-12.98%

Max Drawdown (5Y)

Largest decline over 5 years

-45.55%

Current Drawdown

Current decline from peak

-27.80%

-13.21%

-14.59%

Average Drawdown

Average peak-to-trough decline

-8.02%

-33.87%

+25.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.59%

7.73%

+5.86%

Volatility

BAM vs. BEPC.TO - Volatility Comparison

The current volatility for Brookfield Asset Management Inc. (BAM) is 7.36%, while Brookfield Renewable Corporation (BEPC.TO) has a volatility of 9.45%. This indicates that BAM experiences smaller price fluctuations and is considered to be less risky than BEPC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAMBEPC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

9.45%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

22.37%

22.37%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

32.28%

33.50%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.23%

32.93%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.23%

34.00%

-3.77%

Financials

BAM vs. BEPC.TO - Financials Comparison

This section allows you to compare key financial metrics between Brookfield Asset Management 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


600.00M800.00M1.00B1.20B1.40BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.49B
1.31B
(BAM) Total Revenue
(BEPC.TO) Total Revenue
Please note, different currencies. BAM values in USD, BEPC.TO values in CAD