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BEP vs. BIPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BEP and BIPC is 0.40, 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.


-0.50.00.51.00.4

Performance

BEP vs. BIPC - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
22.41%
108.83%
BEP
BIPC

Key characteristics

Sharpe Ratio

BEP:

-0.26

BIPC:

0.48

Sortino Ratio

BEP:

-0.15

BIPC:

0.83

Omega Ratio

BEP:

0.98

BIPC:

1.10

Calmar Ratio

BEP:

-0.18

BIPC:

0.33

Martin Ratio

BEP:

-0.80

BIPC:

2.12

Ulcer Index

BEP:

11.82%

BIPC:

6.45%

Daily Std Dev

BEP:

35.79%

BIPC:

28.50%

Max Drawdown

BEP:

-54.27%

BIPC:

-48.51%

Current Drawdown

BEP:

-45.37%

BIPC:

-20.30%

Fundamentals

Market Cap

BEP:

$15.41B

BIPC:

$5.22B

EPS

BEP:

-$0.81

BIPC:

-$5.19

Total Revenue (TTM)

BEP:

$5.83B

BIPC:

$3.64B

Gross Profit (TTM)

BEP:

$1.81B

BIPC:

$2.29B

EBITDA (TTM)

BEP:

$3.65B

BIPC:

$1.41B

Returns By Period

In the year-to-date period, BEP achieves a -8.83% return, which is significantly lower than BIPC's 11.66% return.


BEP

YTD

-8.83%

1M

-8.13%

6M

-5.05%

1Y

-11.23%

5Y*

2.60%

10Y*

9.64%

BIPC

YTD

11.66%

1M

-12.31%

6M

13.98%

1Y

10.72%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

BEP vs. BIPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Partners L.P. (BEP) and Brookfield Infrastructure Corporation (BIPC). 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 -0.26, compared to the broader market-4.00-2.000.002.00-0.260.48
The chart of Sortino ratio for BEP, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.150.83
The chart of Omega ratio for BEP, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.10
The chart of Calmar ratio for BEP, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.180.33
The chart of Martin ratio for BEP, currently valued at -0.80, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.802.12
BEP
BIPC

The current BEP Sharpe Ratio is -0.26, which is lower than the BIPC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of BEP and BIPC, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.26
0.48
BEP
BIPC

Dividends

BEP vs. BIPC - Dividend Comparison

BEP's dividend yield for the trailing twelve months is around 4.64%, more than BIPC's 4.29% yield.


TTM20232022202120202019201820172016201520142013
BEP
Brookfield Renewable Partners L.P.
4.64%5.14%5.05%3.40%2.68%6.08%7.57%5.36%7.87%8.33%6.95%10.75%
BIPC
Brookfield Infrastructure Corporation
4.29%4.34%3.70%4.11%2.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BEP vs. BIPC - Drawdown Comparison

The maximum BEP drawdown since its inception was -54.27%, which is greater than BIPC's maximum drawdown of -48.51%. Use the drawdown chart below to compare losses from any high point for BEP and BIPC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-45.37%
-20.30%
BEP
BIPC

Volatility

BEP vs. BIPC - Volatility Comparison

The current volatility for Brookfield Renewable Partners L.P. (BEP) is 7.28%, while Brookfield Infrastructure Corporation (BIPC) has a volatility of 9.20%. This indicates that BEP experiences smaller price fluctuations and is considered to be less risky than BIPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.28%
9.20%
BEP
BIPC

Financials

BEP vs. BIPC - Financials Comparison

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


Values in USD except per share items
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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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