BEP-UN.TO vs. VFV.TO
Compare and contrast key facts about Brookfield Renewable Partners L.P (BEP-UN.TO) and Vanguard S&P 500 Index ETF (VFV.TO).
VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEP-UN.TO or VFV.TO.
Key characteristics
| BEP-UN.TO | VFV.TO | |
|---|---|---|
| YTD Return | 9.20% | 33.15% |
| 1Y Return | 25.64% | 40.57% |
| 3Y Return (Ann) | -5.53% | 14.16% |
| 5Y Return (Ann) | 6.73% | 16.88% |
| 10Y Return (Ann) | 8.47% | 15.47% |
| Sharpe Ratio | 0.68 | 3.52 |
| Sortino Ratio | 1.30 | 4.89 |
| Omega Ratio | 1.14 | 1.67 |
| Calmar Ratio | 0.49 | 5.19 |
| Martin Ratio | 2.30 | 25.28 |
| Ulcer Index | 10.85% | 1.56% |
| Daily Std Dev | 36.67% | 11.22% |
| Max Drawdown | -74.11% | -27.43% |
| Current Drawdown | -33.66% | 0.00% |
Correlation
The correlation between BEP-UN.TO and VFV.TO is 0.34, 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. VFV.TO - Performance Comparison
In the year-to-date period, BEP-UN.TO achieves a 9.20% return, which is significantly lower than VFV.TO's 33.15% return. Over the past 10 years, BEP-UN.TO has underperformed VFV.TO with an annualized return of 8.47%, while VFV.TO has yielded a comparatively higher 15.47% 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. VFV.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 Vanguard S&P 500 Index ETF (VFV.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. VFV.TO - Dividend Comparison
BEP-UN.TO's dividend yield for the trailing twelve months is around 3.81%, more than VFV.TO's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEP-UN.TO Brookfield Renewable Partners L.P | 3.81% | 3.88% | 3.73% | 2.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 0.98% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
Drawdowns
BEP-UN.TO vs. VFV.TO - Drawdown Comparison
The maximum BEP-UN.TO drawdown since its inception was -74.11%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for BEP-UN.TO and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
BEP-UN.TO vs. VFV.TO - Volatility Comparison
Brookfield Renewable Partners L.P (BEP-UN.TO) has a higher volatility of 14.68% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.80%. This indicates that BEP-UN.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.