BEP vs. VTI
Compare and contrast key facts about Brookfield Renewable Partners L.P. (BEP) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEP or VTI.
Performance
BEP vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, BEP achieves a -0.02% return, which is significantly lower than VTI's 26.27% return. Over the past 10 years, BEP has underperformed VTI with an annualized return of 9.95%, while VTI has yielded a comparatively higher 12.73% annualized return.
BEP
-0.02%
-9.66%
-9.56%
8.19%
5.22%
9.95%
VTI
26.27%
4.02%
13.98%
33.61%
15.21%
12.73%
Key characteristics
| BEP | VTI | |
|---|---|---|
| Sharpe Ratio | 0.22 | 2.69 |
| Sortino Ratio | 0.63 | 3.58 |
| Omega Ratio | 1.07 | 1.49 |
| Calmar Ratio | 0.15 | 3.92 |
| Martin Ratio | 0.74 | 17.17 |
| Ulcer Index | 11.12% | 1.96% |
| Daily Std Dev | 36.87% | 12.51% |
| Max Drawdown | -54.27% | -55.45% |
| Current Drawdown | -40.08% | -0.35% |
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Correlation
The correlation between BEP and VTI is 0.37, 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Partners L.P. (BEP) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
BEP's dividend yield for the trailing twelve months is around 5.57%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEP Brookfield Renewable Partners L.P. | 5.57% | 5.14% | 5.05% | 3.40% | 2.68% | 6.08% | 7.57% | 5.36% | 7.87% | 8.33% | 6.95% | 10.75% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BEP vs. VTI - Drawdown Comparison
The maximum BEP drawdown since its inception was -54.27%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BEP and VTI. For additional features, visit the drawdowns tool.
Volatility
BEP vs. VTI - Volatility Comparison
Brookfield Renewable Partners L.P. (BEP) has a higher volatility of 11.33% compared to Vanguard Total Stock Market ETF (VTI) at 4.20%. This indicates that BEP's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.