BEPC.TO vs. PWI.TO
Compare and contrast key facts about Brookfield Renewable Corporation (BEPC.TO) and Sustainable Power & Infrastructure Split Corp. (PWI.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEPC.TO or PWI.TO.
|5Y Return (Ann)||8.58%||-6.85%|
|10Y Return (Ann)||8.58%||-6.85%|
|Daily Std Dev||28.69%||29.17%|
|Gross Profit (TTM)||CA$2.70B||CA$0.00|
The correlation between BEPC.TO and PWI.TO is 0.29, 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.
BEPC.TO vs. PWI.TO - Performance Comparison
In the year-to-date period, BEPC.TO achieves a 22.38% return, which is significantly lower than PWI.TO's -4.43% return. Over the past 10 years, BEPC.TO has underperformed PWI.TO with an annualized return of 8.58%, while PWI.TO has yielded a comparatively higher -6.85% 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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BEPC.TO vs. PWI.TO - Dividend Comparison
BEPC.TO's dividend yield for the trailing twelve months is around 4.46%, less than PWI.TO's 15.40% yield.
|Brookfield Renewable Corporation||4.46%||4.23%||2.70%||0.82%|
|Sustainable Power & Infrastructure Split Corp.||15.40%||11.04%||5.42%||0.00%|
BEPC.TO vs. PWI.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Corporation (BEPC.TO) and Sustainable Power & Infrastructure Split Corp. (PWI.TO). 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||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
|Brookfield Renewable Corporation||-0.08|
|Sustainable Power & Infrastructure Split Corp.||-0.37|
BEPC.TO vs. PWI.TO - Drawdown Comparison
The maximum BEPC.TO drawdown for the period was -37.15%, roughly equal to the maximum PWI.TO drawdown of -29.45%. The drawdown chart below compares losses from any high point along the way for BEPC.TO and PWI.TO
BEPC.TO vs. PWI.TO - Volatility Comparison
Brookfield Renewable Corporation (BEPC.TO) has a higher volatility of 10.69% compared to Sustainable Power & Infrastructure Split Corp. (PWI.TO) at 5.06%. This indicates that BEPC.TO's price experiences larger fluctuations and is considered to be riskier than PWI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.