BEP-UN.TO vs. BAM.TO
Compare and contrast key facts about Brookfield Renewable Partners L.P (BEP-UN.TO) and Brookfield Asset Management Ltd (BAM.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEP-UN.TO or BAM.TO.
Key characteristics
| BEP-UN.TO | BAM.TO | |
|---|---|---|
| YTD Return | 6.83% | 54.78% |
| 1Y Return | 24.13% | 94.07% |
| Sharpe Ratio | 0.62 | 3.97 |
| Sortino Ratio | 1.22 | 4.82 |
| Omega Ratio | 1.14 | 1.62 |
| Calmar Ratio | 0.45 | 7.66 |
| Martin Ratio | 2.11 | 20.08 |
| Ulcer Index | 10.87% | 4.72% |
| Daily Std Dev | 36.80% | 23.90% |
| Max Drawdown | -74.11% | -22.26% |
| Current Drawdown | -35.10% | 0.00% |
Fundamentals
| BEP-UN.TO | BAM.TO | |
|---|---|---|
| Market Cap | CA$23.75B | CA$33.77B |
| EPS | -CA$1.13 | CA$1.51 |
| Total Revenue (TTM) | CA$4.30B | CA$1.08B |
| Gross Profit (TTM) | CA$2.43B | CA$528.00M |
| EBITDA (TTM) | CA$2.76B | CA$744.00M |
Correlation
The correlation between BEP-UN.TO and BAM.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
BEP-UN.TO vs. BAM.TO - Performance Comparison
In the year-to-date period, BEP-UN.TO achieves a 6.83% return, which is significantly lower than BAM.TO's 54.78% 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. BAM.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 Brookfield Asset Management Ltd (BAM.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. BAM.TO - Dividend Comparison
BEP-UN.TO's dividend yield for the trailing twelve months is around 3.89%, more than BAM.TO's 2.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEP-UN.TO Brookfield Renewable Partners L.P | 3.89% | 3.88% | 3.73% | 2.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BAM.TO Brookfield Asset Management Ltd | 2.12% | 3.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BEP-UN.TO vs. BAM.TO - Drawdown Comparison
The maximum BEP-UN.TO drawdown since its inception was -74.11%, which is greater than BAM.TO's maximum drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for BEP-UN.TO and BAM.TO. For additional features, visit the drawdowns tool.
Volatility
BEP-UN.TO vs. BAM.TO - Volatility Comparison
Brookfield Renewable Partners L.P (BEP-UN.TO) has a higher volatility of 14.71% compared to Brookfield Asset Management Ltd (BAM.TO) at 6.93%. This indicates that BEP-UN.TO's price experiences larger fluctuations and is considered to be riskier than BAM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BEP-UN.TO vs. BAM.TO - Financials Comparison
This section allows you to compare key financial metrics between Brookfield Renewable Partners L.P and Brookfield Asset Management Ltd. 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