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

Correlation

The correlation between BEP and BEP-UN.TO 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.


-0.50.00.51.00.9

Performance

BEP vs. BEP-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Renewable Partners L.P. (BEP) and Brookfield Renewable Partners L.P (BEP-UN.TO). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%SeptemberOctoberNovemberDecember2025February
730.66%
200.76%
BEP
BEP-UN.TO

Key characteristics

Sharpe Ratio

BEP:

0.17

BEP-UN.TO:

0.27

Sortino Ratio

BEP:

0.54

BEP-UN.TO:

0.69

Omega Ratio

BEP:

1.06

BEP-UN.TO:

1.08

Calmar Ratio

BEP:

0.11

BEP-UN.TO:

0.19

Martin Ratio

BEP:

0.47

BEP-UN.TO:

0.77

Ulcer Index

BEP:

13.03%

BEP-UN.TO:

12.75%

Daily Std Dev

BEP:

36.40%

BEP-UN.TO:

35.51%

Max Drawdown

BEP:

-54.26%

BEP-UN.TO:

-86.24%

Current Drawdown

BEP:

-44.77%

BEP-UN.TO:

-41.44%

Fundamentals

Market Cap

BEP:

$15.18B

BEP-UN.TO:

CA$21.77B

EPS

BEP:

-$0.89

BEP-UN.TO:

-CA$1.27

PEG Ratio

BEP:

3.51

BEP-UN.TO:

3.52

Total Revenue (TTM)

BEP:

$4.38B

BEP-UN.TO:

CA$4.44B

Gross Profit (TTM)

BEP:

$1.49B

BEP-UN.TO:

CA$2.57B

EBITDA (TTM)

BEP:

$2.70B

BEP-UN.TO:

CA$2.60B

Returns By Period

In the year-to-date period, BEP achieves a 0.41% return, which is significantly higher than BEP-UN.TO's -0.70% return. Over the past 10 years, BEP has outperformed BEP-UN.TO with an annualized return of 9.10%, while BEP-UN.TO has yielded a comparatively lower 5.91% annualized return.


BEP

YTD

0.41%

1M

10.55%

6M

-5.28%

1Y

4.37%

5Y*

-0.55%

10Y*

9.10%

BEP-UN.TO

YTD

-0.70%

1M

8.73%

6M

-1.60%

1Y

6.96%

5Y*

-0.88%

10Y*

5.91%

*Annualized

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Risk-Adjusted Performance

BEP vs. BEP-UN.TO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BEP
The Risk-Adjusted Performance Rank of BEP is 5252
Overall Rank
The Sharpe Ratio Rank of BEP is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BEP is 4949
Sortino Ratio Rank
The Omega Ratio Rank of BEP is 4747
Omega Ratio Rank
The Calmar Ratio Rank of BEP is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BEP is 5353
Martin Ratio Rank

BEP-UN.TO
The Risk-Adjusted Performance Rank of BEP-UN.TO is 5555
Overall Rank
The Sharpe Ratio Rank of BEP-UN.TO is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of BEP-UN.TO is 5353
Sortino Ratio Rank
The Omega Ratio Rank of BEP-UN.TO is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BEP-UN.TO is 5757
Calmar Ratio Rank
The Martin Ratio Rank of BEP-UN.TO is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BEP vs. BEP-UN.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Partners L.P. (BEP) and Brookfield Renewable Partners L.P (BEP-UN.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.


Sharpe ratio
The chart of Sharpe ratio for BEP, currently valued at 0.13, compared to the broader market-3.00-2.00-1.000.001.002.003.000.130.01
The chart of Sortino ratio for BEP, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.470.29
The chart of Omega ratio for BEP, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.03
The chart of Calmar ratio for BEP, currently valued at 0.08, compared to the broader market0.001.002.003.004.005.006.000.080.00
The chart of Martin ratio for BEP, currently valued at 0.34, compared to the broader market-5.000.005.0010.0015.0020.0025.000.340.02
BEP
BEP-UN.TO

The current BEP Sharpe Ratio is 0.17, which is lower than the BEP-UN.TO Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of BEP and BEP-UN.TO, 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-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.13
0.01
BEP
BEP-UN.TO

Dividends

BEP vs. BEP-UN.TO - Dividend Comparison

BEP's dividend yield for the trailing twelve months is around 6.39%, more than BEP-UN.TO's 2.18% yield.


TTM20242023202220212020201920182017201620152014
BEP
Brookfield Renewable Partners L.P.
6.39%6.23%5.14%5.05%3.40%2.68%6.08%7.57%5.36%7.87%8.33%6.95%
BEP-UN.TO
Brookfield Renewable Partners L.P
2.18%3.25%3.88%3.73%2.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BEP vs. BEP-UN.TO - Drawdown Comparison

The maximum BEP drawdown since its inception was -54.26%, smaller than the maximum BEP-UN.TO drawdown of -86.24%. Use the drawdown chart below to compare losses from any high point for BEP and BEP-UN.TO. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%SeptemberOctoberNovemberDecember2025February
-44.77%
-48.43%
BEP
BEP-UN.TO

Volatility

BEP vs. BEP-UN.TO - Volatility Comparison

Brookfield Renewable Partners L.P. (BEP) and Brookfield Renewable Partners L.P (BEP-UN.TO) have volatilities of 10.23% and 10.26%, 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%SeptemberOctoberNovemberDecember2025February
10.23%
10.26%
BEP
BEP-UN.TO

Financials

BEP vs. BEP-UN.TO - 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 values in USD, BEP-UN.TO values in CAD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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