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BEP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Renewable Partners L.P. (BEP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%December2025FebruaryMarchAprilMay
474.41%
574.26%
BEP
VOO

Key characteristics

Sharpe Ratio

BEP:

-0.30

VOO:

0.56

Sortino Ratio

BEP:

-0.17

VOO:

0.92

Omega Ratio

BEP:

0.98

VOO:

1.13

Calmar Ratio

BEP:

-0.19

VOO:

0.58

Martin Ratio

BEP:

-0.63

VOO:

2.25

Ulcer Index

BEP:

15.40%

VOO:

4.83%

Daily Std Dev

BEP:

35.08%

VOO:

19.11%

Max Drawdown

BEP:

-54.26%

VOO:

-33.99%

Current Drawdown

BEP:

-44.28%

VOO:

-7.55%

Returns By Period

In the year-to-date period, BEP achieves a 1.30% return, which is significantly higher than VOO's -3.28% return. Over the past 10 years, BEP has underperformed VOO with an annualized return of 9.09%, while VOO has yielded a comparatively higher 12.40% annualized return.


BEP

YTD

1.30%

1M

12.65%

6M

-10.71%

1Y

-10.56%

5Y*

1.27%

10Y*

9.09%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

BEP vs. VOO — 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 3636
Overall Rank
The Sharpe Ratio Rank of BEP is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of BEP is 3232
Sortino Ratio Rank
The Omega Ratio Rank of BEP is 3333
Omega Ratio Rank
The Calmar Ratio Rank of BEP is 4040
Calmar Ratio Rank
The Martin Ratio Rank of BEP is 3939
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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. 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.


The current BEP Sharpe Ratio is -0.30, which is lower than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of BEP and VOO, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.30
0.56
BEP
VOO

Dividends

BEP vs. VOO - Dividend Comparison

BEP's dividend yield for the trailing twelve months is around 6.33%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
BEP
Brookfield Renewable Partners L.P.
6.33%6.23%5.14%5.05%3.40%2.68%6.08%7.57%5.36%7.87%8.33%6.95%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BEP vs. VOO - Drawdown Comparison

The maximum BEP drawdown since its inception was -54.26%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-44.28%
-7.55%
BEP
VOO

Volatility

BEP vs. VOO - Volatility Comparison

The current volatility for Brookfield Renewable Partners L.P. (BEP) is 9.98%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.03%. This indicates that BEP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
9.98%
11.03%
BEP
VOO