BEPC vs. BOTZ
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
| BEPC | BOTZ | |
|---|---|---|
| YTD Return | 23.60% | 35.18% |
| 1Y Return | -7.49% | 17.08% |
| 5Y Return (Ann) | 9.34% | 4.26% |
| 10Y Return (Ann) | 9.34% | 10.42% |
| Sharpe Ratio | -0.23 | 0.67 |
| Daily Std Dev | 31.02% | 29.95% |
| Max Drawdown | -53.48% | -55.54% |
Correlation
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.
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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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BEPC Brookfield Renewable Corporation | -0.23 | ||||
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.67 |
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
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.