BEP-UN.TO vs. BEP
Compare and contrast key facts about Brookfield Renewable Partners L.P (BEP-UN.TO) and Brookfield Renewable Partners L.P. (BEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEP-UN.TO or BEP.
Key characteristics
BEP-UN.TO | BEP | |
---|---|---|
YTD Return | 5.35% | 0.54% |
1Y Return | 9.10% | 8.13% |
3Y Return (Ann) | -6.32% | -8.79% |
5Y Return (Ann) | 4.91% | 5.82% |
10Y Return (Ann) | 8.04% | 10.79% |
Sharpe Ratio | 0.35 | 0.31 |
Sortino Ratio | 0.81 | 0.76 |
Omega Ratio | 1.09 | 1.08 |
Calmar Ratio | 0.24 | 0.21 |
Martin Ratio | 1.15 | 1.05 |
Ulcer Index | 10.94% | 10.95% |
Daily Std Dev | 35.78% | 36.93% |
Max Drawdown | -74.11% | -54.27% |
Current Drawdown | -36.00% | -39.75% |
Fundamentals
BEP-UN.TO | BEP | |
---|---|---|
Market Cap | CA$23.29B | $16.73B |
EPS | -CA$1.13 | -$0.81 |
PEG Ratio | 3.52 | 3.51 |
Total Revenue (TTM) | CA$5.77B | $4.36B |
Gross Profit (TTM) | CA$3.28B | $963.42M |
EBITDA (TTM) | CA$2.76B | $2.35B |
Correlation
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.
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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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities