BEP-UN.TO vs. AQN.TO
Compare and contrast key facts about Brookfield Renewable Partners L.P (BEP-UN.TO) and Algonquin Power & Utilities Corp. (AQN.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEP-UN.TO or AQN.TO.
Key characteristics
| BEP-UN.TO | AQN.TO | |
|---|---|---|
| YTD Return | 5.35% | -15.18% |
| 1Y Return | 9.10% | -9.31% |
| 3Y Return (Ann) | -6.32% | -23.05% |
| 5Y Return (Ann) | 4.91% | -13.46% |
| 10Y Return (Ann) | 8.04% | 1.95% |
| Sharpe Ratio | 0.35 | -0.33 |
| Sortino Ratio | 0.81 | -0.26 |
| Omega Ratio | 1.09 | 0.97 |
| Calmar Ratio | 0.24 | -0.15 |
| Martin Ratio | 1.15 | -0.73 |
| Ulcer Index | 10.94% | 12.82% |
| Daily Std Dev | 35.78% | 28.44% |
| Max Drawdown | -74.11% | -78.58% |
| Current Drawdown | -36.00% | -62.62% |
Fundamentals
| BEP-UN.TO | AQN.TO | |
|---|---|---|
| Market Cap | CA$23.29B | CA$5.25B |
| EPS | -CA$1.13 | CA$0.73 |
| PEG Ratio | 3.52 | 1.41 |
| Total Revenue (TTM) | CA$5.77B | CA$2.58B |
| Gross Profit (TTM) | CA$3.28B | CA$1.97B |
| EBITDA (TTM) | CA$2.76B | CA$824.49M |
Correlation
The correlation between BEP-UN.TO and AQN.TO is 0.39, 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.
Performance
BEP-UN.TO vs. AQN.TO - Performance Comparison
In the year-to-date period, BEP-UN.TO achieves a 5.35% return, which is significantly higher than AQN.TO's -15.18% return. Over the past 10 years, BEP-UN.TO has outperformed AQN.TO with an annualized return of 8.04%, while AQN.TO has yielded a comparatively lower 1.95% annualized 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
BEP-UN.TO vs. AQN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Partners L.P (BEP-UN.TO) and Algonquin Power & Utilities Corp. (AQN.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
BEP-UN.TO vs. AQN.TO - Dividend Comparison
BEP-UN.TO's dividend yield for the trailing twelve months is around 3.95%, less than AQN.TO's 7.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEP-UN.TO Brookfield Renewable Partners L.P | 3.95% | 3.88% | 3.73% | 2.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AQN.TO Algonquin Power & Utilities Corp. | 7.85% | 6.94% | 10.66% | 4.65% | 3.91% | 3.95% | 4.82% | 4.27% | 4.82% | 4.50% | 3.83% | 4.53% |
Drawdowns
BEP-UN.TO vs. AQN.TO - Drawdown Comparison
The maximum BEP-UN.TO drawdown since its inception was -74.11%, smaller than the maximum AQN.TO drawdown of -78.58%. Use the drawdown chart below to compare losses from any high point for BEP-UN.TO and AQN.TO. For additional features, visit the drawdowns tool.
Volatility
BEP-UN.TO vs. AQN.TO - Volatility Comparison
Brookfield Renewable Partners L.P (BEP-UN.TO) has a higher volatility of 11.13% compared to Algonquin Power & Utilities Corp. (AQN.TO) at 6.82%. This indicates that BEP-UN.TO's price experiences larger fluctuations and is considered to be riskier than AQN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BEP-UN.TO vs. AQN.TO - Financials Comparison
This section allows you to compare key financial metrics between Brookfield Renewable Partners L.P and Algonquin Power & Utilities Corp.. 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