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BEPC vs. BOTZ

Last updated May 31, 2023

Compare and contrast key facts about Brookfield Renewable Corporation (BEPC) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ).

BOTZ is a passively managed fund by Global X that tracks the performance of the Indxx Global Robotics & Artificial Intelligence Thematic Index. It was launched on Sep 12, 2016.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEPC or BOTZ.

Key characteristics


BEPCBOTZ
YTD Return23.60%35.18%
1Y Return-7.49%17.08%
5Y Return (Ann)9.34%4.26%
10Y Return (Ann)9.34%10.42%
Sharpe Ratio-0.230.67
Daily Std Dev31.02%29.95%
Max Drawdown-53.48%-55.54%

Correlation

0.44
-1.001.00

The correlation between BEPC and BOTZ is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

BEPC vs. BOTZ - Performance Comparison

In the year-to-date period, BEPC achieves a 23.60% return, which is significantly lower than BOTZ's 35.18% return. Over the past 10 years, BEPC has underperformed BOTZ with an annualized return of 9.34%, while BOTZ has yielded a comparatively higher 10.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%December2023FebruaryMarchAprilMay
4.38%
29.64%
BEPC
BOTZ

Compare stocks, funds, or ETFs


BEPC vs. BOTZ - Dividend Comparison

BEPC's dividend yield for the trailing twelve months is around 5.87%, more than BOTZ's 0.17% yield.


TTM2022202120202019201820172016
BEPC
Brookfield Renewable Corporation
5.87%4.75%3.50%1.08%0.00%0.00%0.00%0.00%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.17%0.23%0.17%0.19%0.84%1.46%0.01%0.06%

BEPC vs. BOTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Corporation (BEPC) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BEPC
Brookfield Renewable Corporation
-0.23
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.67

BEPC vs. BOTZ - Sharpe Ratio Comparison

The current BEPC Sharpe Ratio is -0.23, which is lower than the BOTZ Sharpe Ratio of 0.67. The chart below compares the 12-month rolling Sharpe Ratio of BEPC and BOTZ.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
-0.23
0.67
BEPC
BOTZ

BEPC vs. BOTZ - Drawdown Comparison

The maximum BEPC drawdown for the period was -53.48%, roughly equal to the maximum BOTZ drawdown of -49.55%. The drawdown chart below compares losses from any high point along the way for BEPC and BOTZ


-50.00%-45.00%-40.00%-35.00%-30.00%December2023FebruaryMarchAprilMay
-41.81%
-30.10%
BEPC
BOTZ

BEPC vs. BOTZ - Volatility Comparison

Brookfield Renewable Corporation (BEPC) has a higher volatility of 10.67% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 5.63%. This indicates that BEPC's price experiences larger fluctuations and is considered to be riskier than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2023FebruaryMarchAprilMay
10.67%
5.63%
BEPC
BOTZ