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BEP vs. T
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

BEP vs. T - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2025FebruaryMarch
730.66%
249.70%
BEP
T

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Risk-Adjusted Performance

BEP vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Partners L.P. (BEP) and undefined (undefined). 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 0.18, compared to the broader market-3.00-2.00-1.000.001.002.003.000.183.27
The chart of Sortino ratio for BEP, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.564.38
The chart of Omega ratio for BEP, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.58
The chart of Calmar ratio for BEP, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.000.122.45
The chart of Martin ratio for BEP, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.0025.000.5025.66
BEP
T


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.18
3.27
BEP
T

Drawdowns

BEP vs. T - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-44.77%
-2.16%
BEP
T

Volatility

BEP vs. T - Volatility Comparison

Brookfield Renewable Partners L.P. (BEP) has a higher volatility of 8.17% compared to undefined (T) at 7.19%. This indicates that BEP's price experiences larger fluctuations and is considered to be riskier than T 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%OctoberNovemberDecember2025FebruaryMarch
8.17%
7.19%
BEP
T
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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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