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.
Performance
BEP vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, BEP achieves a -0.77% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, BEP has underperformed VOO with an annualized return of 10.16%, while VOO has yielded a comparatively higher 13.15% annualized return.
BEP
-0.77%
-13.53%
-9.67%
8.78%
5.07%
10.16%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| BEP | VOO | |
|---|---|---|
| Sharpe Ratio | 0.20 | 2.62 |
| Sortino Ratio | 0.59 | 3.50 |
| Omega Ratio | 1.07 | 1.49 |
| Calmar Ratio | 0.14 | 3.78 |
| Martin Ratio | 0.66 | 17.12 |
| Ulcer Index | 11.07% | 1.86% |
| Daily Std Dev | 36.83% | 12.19% |
| Max Drawdown | -54.27% | -33.99% |
| Current Drawdown | -40.53% | -1.36% |
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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.
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 5.62%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEP Brookfield Renewable Partners L.P. | 5.62% | 5.14% | 5.05% | 3.40% | 2.68% | 6.08% | 7.57% | 5.36% | 7.87% | 8.33% | 6.95% | 10.75% |
VOO Vanguard S&P 500 ETF | 1.25% | 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 10.97% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. 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.