BEP vs. VOO
Compare and contrast key facts about Brookfield Renewable Partners L.P. (BEP) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEP or VOO.
Key characteristics
| BEP | VOO | |
|---|---|---|
| YTD Return | -17.51% | 7.31% |
| 1Y Return | -26.73% | 25.21% |
| 3Y Return (Ann) | -15.90% | 8.45% |
| 5Y Return (Ann) | 9.96% | 13.50% |
| 10Y Return (Ann) | 9.58% | 12.57% |
| Sharpe Ratio | -0.77 | 2.36 |
| Daily Std Dev | 33.94% | 11.75% |
| Max Drawdown | -54.27% | -33.99% |
| Current Drawdown | -50.57% | -2.94% |
Correlation
The correlation between BEP and VOO is 0.35, 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.
Performance
BEP vs. VOO - Performance Comparison
In the year-to-date period, BEP achieves a -17.51% return, which is significantly lower than VOO's 7.31% return. Over the past 10 years, BEP has underperformed VOO with an annualized return of 9.58%, while VOO has yielded a comparatively higher 12.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BEP vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Partners L.P. (BEP) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
BEP vs. VOO - Dividend Comparison
BEP's dividend yield for the trailing twelve months is around 6.41%, more than VOO's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEP Brookfield Renewable Partners L.P. | 6.41% | 5.14% | 5.05% | 3.39% | 2.68% | 6.08% | 7.57% | 5.36% | 7.87% | 8.33% | 6.95% | 10.75% |
VOO Vanguard S&P 500 ETF | 1.37% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BEP vs. VOO - Drawdown Comparison
The maximum BEP drawdown since its inception was -54.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BEP and VOO. For additional features, visit the drawdowns tool.
Volatility
BEP vs. VOO - Volatility Comparison
Brookfield Renewable Partners L.P. (BEP) has a higher volatility of 8.61% compared to Vanguard S&P 500 ETF (VOO) at 3.60%. This indicates that BEP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.