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

Correlation

The correlation between BEP and BN is 0.39, 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. BN - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%SeptemberOctoberNovemberDecember2025February
730.66%
1,092.52%
BEP
BN

Key characteristics

Sharpe Ratio

BEP:

0.17

BN:

1.59

Sortino Ratio

BEP:

0.54

BN:

2.09

Omega Ratio

BEP:

1.06

BN:

1.27

Calmar Ratio

BEP:

0.11

BN:

2.02

Martin Ratio

BEP:

0.47

BN:

9.06

Ulcer Index

BEP:

13.03%

BN:

4.58%

Daily Std Dev

BEP:

36.40%

BN:

26.18%

Max Drawdown

BEP:

-54.26%

BN:

-72.49%

Current Drawdown

BEP:

-44.77%

BN:

-6.62%

Fundamentals

Market Cap

BEP:

$15.18B

BN:

$85.99B

EPS

BEP:

-$0.89

BN:

$0.31

Total Revenue (TTM)

BEP:

$4.38B

BN:

$86.13B

Gross Profit (TTM)

BEP:

$1.49B

BN:

$18.46B

EBITDA (TTM)

BEP:

$2.70B

BN:

$27.13B

Returns By Period

In the year-to-date period, BEP achieves a 0.41% return, which is significantly lower than BN's 0.85% return. Over the past 10 years, BEP has underperformed BN with an annualized return of 9.30%, while BN has yielded a comparatively higher 13.12% annualized return.


BEP

YTD

0.41%

1M

4.54%

6M

-5.28%

1Y

4.37%

5Y*

-0.54%

10Y*

9.30%

BN

YTD

0.85%

1M

-5.33%

6M

15.58%

1Y

40.44%

5Y*

13.21%

10Y*

13.12%

*Annualized

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Risk-Adjusted Performance

BEP vs. BN — 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 5454
Martin Ratio Rank

BN
The Risk-Adjusted Performance Rank of BN is 8787
Overall Rank
The Sharpe Ratio Rank of BN is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BN is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BN is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BN is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BN is 9191
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. BN - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for BEP, currently valued at 0.17, compared to the broader market-3.00-2.00-1.000.001.002.003.000.171.59
The chart of Sortino ratio for BEP, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.542.09
The chart of Omega ratio for BEP, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.27
The chart of Calmar ratio for BEP, currently valued at 0.11, compared to the broader market0.001.002.003.004.005.006.000.112.02
The chart of Martin ratio for BEP, currently valued at 0.47, compared to the broader market-5.000.005.0010.0015.0020.0025.000.479.06
BEP
BN

The current BEP Sharpe Ratio is 0.17, which is lower than the BN Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of BEP and BN, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.17
1.59
BEP
BN

Dividends

BEP vs. BN - Dividend Comparison

BEP's dividend yield for the trailing twelve months is around 6.39%, more than BN's 0.55% 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%
BN
Brookfield Corp
0.55%0.56%0.87%1.88%0.86%1.16%1.45%1.56%1.68%1.56%1.97%1.75%

Drawdowns

BEP vs. BN - Drawdown Comparison

The maximum BEP drawdown since its inception was -54.26%, smaller than the maximum BN drawdown of -72.49%. Use the drawdown chart below to compare losses from any high point for BEP and BN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-44.77%
-6.62%
BEP
BN

Volatility

BEP vs. BN - Volatility Comparison

Brookfield Renewable Partners L.P. (BEP) has a higher volatility of 10.23% compared to Brookfield Corp (BN) at 7.26%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
10.23%
7.26%
BEP
BN

Financials

BEP vs. BN - Financials Comparison

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