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BEP-UN.TO vs. BEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BEP-UN.TOBEP
YTD Return5.35%0.54%
1Y Return9.10%8.13%
3Y Return (Ann)-6.32%-8.79%
5Y Return (Ann)4.91%5.82%
10Y Return (Ann)8.04%10.79%
Sharpe Ratio0.350.31
Sortino Ratio0.810.76
Omega Ratio1.091.08
Calmar Ratio0.240.21
Martin Ratio1.151.05
Ulcer Index10.94%10.95%
Daily Std Dev35.78%36.93%
Max Drawdown-74.11%-54.27%
Current Drawdown-36.00%-39.75%

Fundamentals


BEP-UN.TOBEP
Market CapCA$23.29B$16.73B
EPS-CA$1.13-$0.81
PEG Ratio3.523.51
Total Revenue (TTM)CA$5.77B$4.36B
Gross Profit (TTM)CA$3.28B$963.42M
EBITDA (TTM)CA$2.76B$2.35B

Correlation

-0.50.00.51.00.9

The correlation between BEP-UN.TO and BEP is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BEP-UN.TO vs. BEP - Performance Comparison

In the year-to-date period, BEP-UN.TO achieves a 5.35% return, which is significantly higher than BEP's 0.54% return. Over the past 10 years, BEP-UN.TO has underperformed BEP with an annualized return of 8.04%, while BEP has yielded a comparatively higher 10.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-7.72%
-6.94%
BEP-UN.TO
BEP

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Risk-Adjusted Performance

BEP-UN.TO vs. BEP - 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 Renewable Partners L.P. (BEP). 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-UN.TO
Sharpe ratio
The chart of Sharpe ratio for BEP-UN.TO, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23
Sortino ratio
The chart of Sortino ratio for BEP-UN.TO, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.006.000.64
Omega ratio
The chart of Omega ratio for BEP-UN.TO, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for BEP-UN.TO, currently valued at 0.16, compared to the broader market0.002.004.006.000.16
Martin ratio
The chart of Martin ratio for BEP-UN.TO, currently valued at 0.74, compared to the broader market0.0010.0020.0030.000.74
BEP
Sharpe ratio
The chart of Sharpe ratio for BEP, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.28
Sortino ratio
The chart of Sortino ratio for BEP, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.006.000.71
Omega ratio
The chart of Omega ratio for BEP, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for BEP, currently valued at 0.19, compared to the broader market0.002.004.006.000.19
Martin ratio
The chart of Martin ratio for BEP, currently valued at 0.93, compared to the broader market0.0010.0020.0030.000.93

BEP-UN.TO vs. BEP - Sharpe Ratio Comparison

The current BEP-UN.TO Sharpe Ratio is 0.35, which is comparable to the BEP Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BEP-UN.TO and BEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.23
0.28
BEP-UN.TO
BEP

Dividends

BEP-UN.TO vs. BEP - Dividend Comparison

BEP-UN.TO's dividend yield for the trailing twelve months is around 3.95%, less than BEP's 5.54% yield.


TTM20232022202120202019201820172016201520142013
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%
BEP
Brookfield Renewable Partners L.P.
5.54%5.14%5.05%3.40%2.68%6.08%7.57%5.36%7.87%8.33%6.95%10.75%

Drawdowns

BEP-UN.TO vs. BEP - Drawdown Comparison

The maximum BEP-UN.TO drawdown since its inception was -74.11%, which is greater than BEP's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for BEP-UN.TO and BEP. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-42.01%
-39.75%
BEP-UN.TO
BEP

Volatility

BEP-UN.TO vs. BEP - Volatility Comparison

Brookfield Renewable Partners L.P (BEP-UN.TO) and Brookfield Renewable Partners L.P. (BEP) have volatilities of 11.13% and 11.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
11.13%
11.42%
BEP-UN.TO
BEP

Financials

BEP-UN.TO vs. BEP - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. BEP-UN.TO values in CAD, BEP values in USD