PortfoliosLab logoPortfoliosLab logo
BEP-PR.TO vs. FSV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BEP-PR.TO vs. FSV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brookfield Renewable Partners L.P. (BEP-PR.TO) and Fidelity Special Values (FSV.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BEP-PR.TO vs. FSV.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
BEP-PR.TO
Brookfield Renewable Partners L.P.
5.15%22.48%26.67%-3.24%-17.57%
FSV.L
Fidelity Special Values
-1.31%40.79%23.57%6.50%-3.73%
Different Trading Currencies

BEP-PR.TO is traded in CAD, while FSV.L is traded in GBp. To make them comparable, the FSV.L values have been converted to CAD using the latest available exchange rates.

Fundamentals

Returns By Period

In the year-to-date period, BEP-PR.TO achieves a 5.15% return, which is significantly higher than FSV.L's -1.31% return.


BEP-PR.TO

1D
0.00%
1M
0.17%
YTD
5.15%
6M
8.81%
1Y
20.00%
3Y*
15.37%
5Y*
10Y*

FSV.L

1D
3.15%
1M
-7.86%
YTD
-1.31%
6M
3.42%
1Y
30.48%
3Y*
22.44%
5Y*
13.28%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

BEP-PR.TO vs. FSV.L — Risk / Return Rank

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

BEP-PR.TO
BEP-PR.TO Risk / Return Rank: 8585
Overall Rank
BEP-PR.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BEP-PR.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
BEP-PR.TO Omega Ratio Rank: 8787
Omega Ratio Rank
BEP-PR.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
BEP-PR.TO Martin Ratio Rank: 8787
Martin Ratio Rank

FSV.L
FSV.L Risk / Return Rank: 8686
Overall Rank
FSV.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSV.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
FSV.L Omega Ratio Rank: 8888
Omega Ratio Rank
FSV.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
FSV.L Martin Ratio Rank: 8787
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.

BEP-PR.TO vs. FSV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Partners L.P. (BEP-PR.TO) and Fidelity Special Values (FSV.L). 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.


BEP-PR.TOFSV.LDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.67

+0.14

Sortino ratio

Return per unit of downside risk

2.47

2.21

+0.25

Omega ratio

Gain probability vs. loss probability

1.36

1.31

+0.04

Calmar ratio

Return relative to maximum drawdown

2.19

2.16

+0.02

Martin ratio

Return relative to average drawdown

9.53

8.54

+0.98

BEP-PR.TO vs. FSV.L - Sharpe Ratio Comparison

The current BEP-PR.TO Sharpe Ratio is 1.81, which is comparable to the FSV.L Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of BEP-PR.TO and FSV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BEP-PR.TOFSV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.67

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.57

-0.07

Correlation

The correlation between BEP-PR.TO and FSV.L is 0.10, 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

BEP-PR.TO vs. FSV.L - Dividend Comparison

BEP-PR.TO's dividend yield for the trailing twelve months is around 5.79%, more than FSV.L's 2.48% yield.


TTM20252024202320222021202020192018201720162015
BEP-PR.TO
Brookfield Renewable Partners L.P.
5.79%6.00%6.88%8.00%3.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSV.L
Fidelity Special Values
2.48%2.44%3.05%3.15%2.78%2.21%2.38%2.61%2.19%1.80%1.62%1.67%

Drawdowns

BEP-PR.TO vs. FSV.L - Drawdown Comparison

The maximum BEP-PR.TO drawdown since its inception was -29.77%, smaller than the maximum FSV.L drawdown of -53.42%. Use the drawdown chart below to compare losses from any high point for BEP-PR.TO and FSV.L.


Loading graphics...

Drawdown Indicators


BEP-PR.TOFSV.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.77%

-51.87%

+22.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.89%

-14.02%

+4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-25.22%

Max Drawdown (10Y)

Largest decline over 10 years

-51.87%

Current Drawdown

Current decline from peak

-1.45%

-10.43%

+8.98%

Average Drawdown

Average peak-to-trough decline

-9.06%

-8.51%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

3.30%

-1.03%

Volatility

BEP-PR.TO vs. FSV.L - Volatility Comparison

The current volatility for Brookfield Renewable Partners L.P. (BEP-PR.TO) is 2.37%, while Fidelity Special Values (FSV.L) has a volatility of 7.27%. This indicates that BEP-PR.TO experiences smaller price fluctuations and is considered to be less risky than FSV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BEP-PR.TOFSV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

7.27%

-4.90%

Volatility (6M)

Calculated over the trailing 6-month period

5.99%

12.12%

-6.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

18.21%

-6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.35%

18.75%

-4.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.35%

23.48%

-9.13%

Financials

BEP-PR.TO vs. FSV.L - Financials Comparison

This section allows you to compare key financial metrics between Brookfield Renewable Partners L.P. and Fidelity Special Values. 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


-50.00M0.0050.00M100.00M150.00M200.00MOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
146.83M
(BEP-PR.TO) Total Revenue
(FSV.L) Total Revenue
Please note, different currencies. BEP-PR.TO values in CAD, FSV.L values in GBp