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BEPC vs. PIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEPC vs. PIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, BEPC achieves a 2.51% return, which is significantly lower than PIT's 41.36% return.


BEPC

1D
-2.03%
1M
9.70%
YTD
2.51%
6M
-0.55%
1Y
31.34%
3Y*
5Y*
10Y*

PIT

1D
0.58%
1M
-2.84%
YTD
41.36%
6M
42.58%
1Y
62.93%
3Y*
24.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEPC vs. PIT - Yearly Performance Comparison


2026 (YTD)20252024
BEPC
Brookfield Renewable Corporation
2.51%45.18%-3.49%
PIT
VanEck Commodity Strategy ETF
41.36%21.63%0.74%

Correlation

The correlation between BEPC and PIT is -0.07, 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

-0.07

Correlation (All Time)
Calculated using the full available price history since Dec 26, 2024

-0.02

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Return for Risk

BEPC vs. PIT — Risk / Return Rank

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

BEPC
BEPC Risk / Return Rank: 6666
Overall Rank
BEPC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BEPC Sortino Ratio Rank: 6262
Sortino Ratio Rank
BEPC Omega Ratio Rank: 6363
Omega Ratio Rank
BEPC Calmar Ratio Rank: 6969
Calmar Ratio Rank
BEPC Martin Ratio Rank: 7070
Martin Ratio Rank

PIT
PIT Risk / Return Rank: 8787
Overall Rank
PIT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 7777
Sortino Ratio Rank
PIT Omega Ratio Rank: 8484
Omega Ratio Rank
PIT Calmar Ratio Rank: 9393
Calmar Ratio Rank
PIT Martin Ratio Rank: 9292
Martin Ratio Rank
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. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Corporation (BEPC) and VanEck Commodity Strategy ETF (PIT). 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.


BEPCPITDifference
Sharpe ratioReturn per unit of total volatility

-2.05

Sortino ratioReturn per unit of downside risk

-2.15

Omega ratioGain probability vs. loss probability

1.19

1.52

-0.33

Calmar ratioReturn relative to maximum drawdown

1.58

6.83

-5.24

Martin ratioReturn relative to average drawdown

3.82

23.27

-19.44

BEPC vs. PIT - Sharpe Ratio Comparison

The current BEPC Sharpe Ratio is 0.92, which is lower than the PIT Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of BEPC and PIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BEPCPITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

2.97

-2.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.07

-0.26

Drawdowns

BEPC vs. PIT - Drawdown Comparison

The maximum BEPC drawdown since its inception was -19.92%, which is greater than PIT's maximum drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for BEPC and PIT.


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Drawdown Indicators


BEPCPITDifference

Max Drawdown

Largest peak-to-trough decline

-19.92%

-12.27%

-7.65%

Max Drawdown (1Y)

Largest decline over 1 year

-19.92%

-9.27%

-10.65%

Max Drawdown (3Y)

Largest decline over 3 years

-12.27%

Current Drawdown

Current decline from peak

-11.38%

-4.56%

-6.82%

Average Drawdown

Average peak-to-trough decline

-6.26%

-3.99%

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.22%

2.71%

+5.51%

Volatility

BEPC vs. PIT - Volatility Comparison

Brookfield Renewable Corporation (BEPC) has a higher volatility of 8.16% compared to VanEck Commodity Strategy ETF (PIT) at 6.08%. This indicates that BEPC's price experiences larger fluctuations and is considered to be riskier than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEPCPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

6.08%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

26.44%

19.02%

+7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

34.80%

21.30%

+13.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.46%

17.47%

+17.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.46%

17.47%

+17.99%

Dividends

BEPC vs. PIT - Dividend Comparison

BEPC's dividend yield for the trailing twelve months is around 3.97%, less than PIT's 6.31% yield.


PositionTTM202520242023
BEPC
Brookfield Renewable Corporation
3.97%3.89%0.00%0.00%
PIT
VanEck Commodity Strategy ETF
6.31%8.92%3.59%6.44%

Frequently Asked Questions


BEPC and PIT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BEPC has higher volatility (8.16%) compared to PIT (6.08%). In terms of maximum drawdown, BEPC dropped -19.92% vs PIT's -12.27%.

PIT currently has the higher Sharpe Ratio (2.97 vs 0.92), 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.

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