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.
Key characteristics
| BEPC.TO | PWI.TO | |
|---|---|---|
| YTD Return | 15.05% | 69.86% |
| 1Y Return | 24.32% | 90.32% |
| 3Y Return (Ann) | -1.24% | 9.85% |
| Sharpe Ratio | 0.80 | 4.88 |
| Sortino Ratio | 1.41 | 5.98 |
| Omega Ratio | 1.16 | 1.80 |
| Calmar Ratio | 0.46 | 2.92 |
| Martin Ratio | 2.26 | 38.87 |
| Ulcer Index | 11.82% | 2.43% |
| Daily Std Dev | 33.50% | 19.36% |
| Max Drawdown | -58.33% | -46.71% |
| Current Drawdown | -38.69% | -2.30% |
Fundamentals
| BEPC.TO | PWI.TO | |
|---|---|---|
| Market Cap | CA$7.47B | CA$32.40M |
| EPS | -CA$9.86 | CA$2.92 |
Correlation
The correlation between BEPC.TO and PWI.TO is 0.30, 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
BEPC.TO vs. PWI.TO - Performance Comparison
In the year-to-date period, BEPC.TO achieves a 15.05% return, which is significantly lower than PWI.TO's 69.86% 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
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.
Dividends
BEPC.TO vs. PWI.TO - Dividend Comparison
BEPC.TO's dividend yield for the trailing twelve months is around 3.58%, less than PWI.TO's 6.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
BEPC.TO Brookfield Renewable Corporation | 3.58% | 4.50% | 4.52% | 2.61% | 0.00% |
PWI.TO Sustainable Power & Infrastructure Split Corp. | 6.81% | 11.85% | 10.60% | 4.73% | 0.00% |
Drawdowns
BEPC.TO vs. PWI.TO - Drawdown Comparison
The maximum BEPC.TO drawdown since its inception was -58.33%, which is greater than PWI.TO's maximum drawdown of -46.71%. Use the drawdown chart below to compare losses from any high point for BEPC.TO and PWI.TO. For additional features, visit the drawdowns tool.
Volatility
BEPC.TO vs. PWI.TO - Volatility Comparison
Brookfield Renewable Corporation (BEPC.TO) has a higher volatility of 13.90% compared to Sustainable Power & Infrastructure Split Corp. (PWI.TO) at 7.71%. 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.
Financials
BEPC.TO vs. PWI.TO - Financials Comparison
This section allows you to compare key financial metrics between Brookfield Renewable Corporation and Sustainable Power & Infrastructure Split Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities