PortfoliosLab logoPortfoliosLab logo
BEP vs. BN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BEP vs. BN - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BEP achieves a 35.56% return, which is significantly higher than BN's -3.51% return. Over the past 10 years, BEP has underperformed BN with an annualized return of 14.49%, while BN has yielded a comparatively higher 15.46% annualized return.


BEP

1D
1.42%
1M
1.69%
YTD
35.56%
6M
33.93%
1Y
50.37%
3Y*
12.91%
5Y*
3.79%
10Y*
14.49%

BN

1D
-0.70%
1M
-2.58%
YTD
-3.51%
6M
-4.10%
1Y
13.04%
3Y*
29.19%
5Y*
11.33%
10Y*
15.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEP vs. BN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BEP
Brookfield Renewable Partners L.P.
35.56%25.65%-8.23%9.02%-26.48%-13.69%80.30%90.75%-20.95%24.51%
BN
Brookfield Corporation
-3.51%20.54%44.18%28.60%-34.80%49.30%8.99%52.68%-10.65%33.82%

Correlation

The correlation between BEP and BN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2005

0.35

The correlation between BEP and BN shifts across timeframes, from 0.30 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BEP:

$10.84B

BN:

$104.46B

EPS

BEP:

$0.66

BN:

$0.56

PE Ratio

BEP:

54.06

BN:

78.14

PEG Ratio

BEP:

0.39

BN:

171.23

PS Ratio

BEP:

1.63

BN:

1.36

PB Ratio

BEP:

2.93

BN:

2.44

Total Revenue (TTM)

BEP:

$6.37B

BN:

$76.58B

Gross Profit (TTM)

BEP:

$2.19B

BN:

$27.02B

EBITDA (TTM)

BEP:

$4.69B

BN:

$31.07B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BEP vs. BN — Risk / Return Rank

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

BEP
BEP Risk / Return Rank: 8484
Overall Rank
BEP Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BEP Sortino Ratio Rank: 8282
Sortino Ratio Rank
BEP Omega Ratio Rank: 8181
Omega Ratio Rank
BEP Calmar Ratio Rank: 8686
Calmar Ratio Rank
BEP Martin Ratio Rank: 8585
Martin Ratio Rank

BN
BN Risk / Return Rank: 5555
Overall Rank
BN Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BN Sortino Ratio Rank: 5151
Sortino Ratio Rank
BN Omega Ratio Rank: 5050
Omega Ratio Rank
BN Calmar Ratio Rank: 5656
Calmar Ratio Rank
BN Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BEP vs. BN - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BEPBNDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.31

1.10

+0.21

Calmar ratioReturn relative to maximum drawdown

3.55

0.59

+2.96

Martin ratioReturn relative to average drawdown

8.07

1.62

+6.45

BEP vs. BN - Sharpe Ratio Comparison

The current BEP Sharpe Ratio is 1.76, which is higher than the BN Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of BEP and BN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BEP vs. BN - Drawdown Comparison

The maximum BEP drawdown since its inception was -53.85%, smaller than the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for BEP and BN.


Loading charts...

Drawdown Indicators


BEPBNDifference

Max Drawdown

Largest peak-to-trough decline

-53.85%

-82.22%

+28.37%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-22.05%

+7.80%

Max Drawdown (3Y)

Largest decline over 3 years

-31.78%

-27.84%

-3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-47.46%

-41.85%

-5.61%

Max Drawdown (10Y)

Largest decline over 10 years

-53.85%

-51.42%

-2.43%

Current Drawdown

Current decline from peak

-5.47%

-9.95%

+4.48%

Average Drawdown

Average peak-to-trough decline

-13.61%

-28.50%

+14.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

8.08%

-1.82%

Volatility

BEP vs. BN - Volatility Comparison

Brookfield Renewable Partners L.P. (BEP) has a higher volatility of 7.82% compared to Brookfield Corporation (BN) at 7.00%. This indicates that BEP's price experiences larger fluctuations and is considered to be riskier than BN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BEPBNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

7.00%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

19.61%

22.54%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

28.85%

28.73%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.01%

31.29%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.02%

30.17%

-0.15%

Dividends

BEP vs. BN - Dividend Comparison

BEP's dividend yield for the trailing twelve months is around 4.28%, more than BN's 0.59% yield.


PositionTTM20252024202320222021202020192018201720162015
BEP
Brookfield Renewable Partners L.P.
4.28%5.53%6.23%5.14%5.05%4.42%2.68%4.42%7.57%5.36%5.99%6.34%
BN
Brookfield Corporation
0.59%0.52%0.56%0.70%1.44%1.12%1.55%1.11%1.56%1.29%1.58%1.50%

Financials

BEP vs. BN - Financials Comparison

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


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
1.52B
18.39B
(BEP) Total Revenue
(BN) Total Revenue
Values in USD except per share items

BEP vs. BN - Profitability Comparison

The chart below illustrates the profitability comparison between Brookfield Renewable Partners L.P. and Brookfield Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
13.8%
24.1%
Portfolio components
BEP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookfield Renewable Partners L.P. reported a gross profit of 210.05M and revenue of 1.52B. Therefore, the gross margin over that period was 13.8%.

BN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a gross profit of 4.43B and revenue of 18.39B. Therefore, the gross margin over that period was 24.1%.

BEP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookfield Renewable Partners L.P. reported an operating income of 138.06M and revenue of 1.52B, resulting in an operating margin of 9.1%.

BN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported an operating income of 4.39B and revenue of 18.39B, resulting in an operating margin of 23.9%.

BEP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookfield Renewable Partners L.P. reported a net income of -113.41M and revenue of 1.52B, resulting in a net margin of -7.5%.

BN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a net income of 100.59M and revenue of 18.39B, resulting in a net margin of 0.6%.


Frequently Asked Questions


BEP and BN have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BEP has higher volatility (7.82%) compared to BN (7.00%). In terms of maximum drawdown, BEP dropped -53.85% vs BN's -82.22%.

BEP currently has the higher Sharpe Ratio (1.76 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BEP and BN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer