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BEPC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BEPCSCHD
YTD Return7.18%1.65%
1Y Return-3.88%8.53%
3Y Return (Ann)-5.80%3.41%
Sharpe Ratio-0.130.90
Daily Std Dev35.23%11.09%
Max Drawdown-61.04%-33.37%
Current Drawdown-44.74%-4.76%

Correlation

-0.50.00.51.00.3

The correlation between BEPC and SCHD is 0.35, 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 vs. SCHD - Performance Comparison

In the year-to-date period, BEPC achieves a 7.18% return, which is significantly higher than SCHD's 1.65% 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%0.00%20.00%40.00%60.00%80.00%2024FebruaryMarchAprilMayJune
22.39%
62.15%
BEPC
SCHD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Brookfield Renewable Corporation

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

BEPC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Corporation (BEPC) and Schwab US Dividend Equity ETF (SCHD). 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.


BEPC
Sharpe ratio
The chart of Sharpe ratio for BEPC, currently valued at -0.13, compared to the broader market-2.00-1.000.001.002.003.00-0.13
Sortino ratio
The chart of Sortino ratio for BEPC, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.006.000.07
Omega ratio
The chart of Omega ratio for BEPC, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for BEPC, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07
Martin ratio
The chart of Martin ratio for BEPC, currently valued at -0.24, compared to the broader market-10.000.0010.0020.00-0.24
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.000.90
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.006.001.35
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.75, compared to the broader market0.002.004.006.000.75
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 2.83, compared to the broader market-10.000.0010.0020.002.83

BEPC vs. SCHD - Sharpe Ratio Comparison

The current BEPC Sharpe Ratio is -0.13, which is lower than the SCHD Sharpe Ratio of 0.90. The chart below compares the 12-month rolling Sharpe Ratio of BEPC and SCHD.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502024FebruaryMarchAprilMayJune
-0.13
0.90
BEPC
SCHD

Dividends

BEPC vs. SCHD - Dividend Comparison

BEPC's dividend yield for the trailing twelve months is around 4.61%, more than SCHD's 3.48% yield.


TTM20232022202120202019201820172016201520142013
BEPC
Brookfield Renewable Corporation
4.61%4.69%4.65%3.30%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.48%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

BEPC vs. SCHD - Drawdown Comparison

The maximum BEPC drawdown since its inception was -61.04%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BEPC and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-44.74%
-4.76%
BEPC
SCHD

Volatility

BEPC vs. SCHD - Volatility Comparison

Brookfield Renewable Corporation (BEPC) has a higher volatility of 9.45% compared to Schwab US Dividend Equity ETF (SCHD) at 3.18%. This indicates that BEPC's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
9.45%
3.18%
BEPC
SCHD