BEPC vs. COST

Last updated Jun 13, 2026

BEPC (Brookfield Renewable Corporation) and COST (Costco Wholesale Corporation) are both stocks. BEPC operates in Utilities - Renewable (Utilities), while COST operates in Discount Stores (Consumer Defensive). Over the past year, BEPC returned 17.48% vs -0.24% for COST. At a correlation of -0.00, they often move in opposite directions.

Performance

BEPC vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Renewable Corporation (BEPC) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BEPC achieves a -3.02% return, which is significantly lower than COST's 14.24% return.

BEPC

• 1D: -3.16%
• 1M: 0.77%
• YTD: -3.02%
• 6M: -4.04%
• 1Y: 17.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COST

• 1D: 0.68%
• 1M: -5.66%
• YTD: 14.24%
• 6M: 11.38%
• 1Y: -0.24%
• 3Y*: 25.12%
• 5Y*: 22.12%
• 10Y*: 22.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BEPC vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BEPC Brookfield Renewable Corporation	-3.02%	45.18%	-2.74%
COST Costco Wholesale Corporation	14.24%	-5.39%	-3.54%

Correlation

The correlation between BEPC and COST is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (All Time) Calculated using the full available price history since Dec 24, 2024	-0.00

Fundamentals

EPS BEPC : -$29.65 COST : $26.51
PS Ratio BEPC : 1.63 COST : 1.12
Total Revenue (TTM) BEPC : $4.03B COST : $293.59B
Gross Profit (TTM) BEPC : $1.93B COST : $11.12B
EBITDA (TTM) BEPC : $563.03M COST : $12.48B

Return for Risk

BEPC vs. COST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BEPC

BEPC Risk / Return Rank: 59
BEPC Sharpe Ratio Rank: 62
BEPC Sortino Ratio Rank: 54
BEPC Omega Ratio Rank: 54
BEPC Calmar Ratio Rank: 63
BEPC Martin Ratio Rank: 63

COST

COST Risk / Return Rank: 37
COST Sharpe Ratio Rank: 40
COST Sortino Ratio Rank: 32
COST Omega Ratio Rank: 32
COST Calmar Ratio Rank: 40
COST Martin Ratio Rank: 39

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BEPC vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Corporation (BEPC) and Costco Wholesale Corporation (COST). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BEPC	COST	Difference
Sharpe ratio: Return per unit of total volatility	0.54	-0.08	+0.62
Sortino ratio: Return per unit of downside risk	0.93	0.02	+0.91
Omega ratio: Gain probability vs. loss probability	1.12	1.00	+0.12
Calmar ratio: Return relative to maximum drawdown	0.92	-0.10	+1.02
Martin ratio: Return relative to average drawdown	2.16	-0.22	+2.38

BEPC vs. COST - Sharpe Ratio Comparison

The current BEPC Sharpe Ratio is 0.54, which is higher than the COST Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of BEPC and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BEPC vs. COST - Drawdown Comparison

The maximum BEPC drawdown since its inception was -19.92%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for BEPC and COST.

Drawdown Indicators

	BEPC	COST	Difference
Max Drawdown Largest peak-to-trough decline	-19.92%	-53.39%	+33.47%
Max Drawdown (1Y) Largest decline over 1 year	-19.92%	-15.14%	-4.78%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.40%	—
Current Drawdown Current decline from peak	-16.16%	-10.23%	-5.93%
Average Drawdown Average peak-to-trough decline	-6.36%	-13.36%	+7.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.48%	6.67%	+1.81%

Volatility

BEPC vs. COST - Volatility Comparison

Brookfield Renewable Corporation (BEPC) has a higher volatility of 8.63% compared to Costco Wholesale Corporation (COST) at 7.44%. This indicates that BEPC's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BEPC	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.63%	7.44%	+1.19%
Volatility (6M) Calculated over the trailing 6-month period	26.73%	14.53%	+12.20%
Volatility (1Y) Calculated over the trailing 1-year period	33.73%	18.80%	+14.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.32%	22.72%	+12.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.32%	21.95%	+13.37%

Dividends

BEPC vs. COST - Dividend Comparison

BEPC's dividend yield for the trailing twelve months is around 4.19%, more than COST's 0.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BEPC Brookfield Renewable Corporation	4.19%	3.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%

Financials

Frequently Asked Questions

Can I hold both BEPC and COST in my portfolio?

BEPC and COST have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BEPC or COST?

BEPC has higher volatility (8.63%) compared to COST (7.44%). In terms of maximum drawdown, BEPC dropped -19.92% vs COST's -53.39%.

Which has better risk-adjusted returns?

BEPC currently has the higher Sharpe Ratio (0.54 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.