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

Correlation

The correlation between BEPC and SCHD is 0.41, 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.


Performance

BEPC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Renewable Corporation (BEPC) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BEPC:

0.01

SCHD:

0.22

Sortino Ratio

BEPC:

0.33

SCHD:

0.45

Omega Ratio

BEPC:

1.04

SCHD:

1.06

Calmar Ratio

BEPC:

0.04

SCHD:

0.25

Martin Ratio

BEPC:

0.13

SCHD:

0.78

Ulcer Index

BEPC:

14.47%

SCHD:

5.12%

Daily Std Dev

BEPC:

35.99%

SCHD:

16.37%

Max Drawdown

BEPC:

-61.04%

SCHD:

-33.37%

Current Drawdown

BEPC:

-42.79%

SCHD:

-8.26%

Returns By Period

In the year-to-date period, BEPC achieves a 9.90% return, which is significantly higher than SCHD's -1.76% return.


BEPC

YTD

9.90%

1M

10.42%

6M

2.13%

1Y

1.79%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-1.76%

1M

4.64%

6M

-5.38%

1Y

3.48%

5Y*

13.16%

10Y*

10.65%

*Annualized

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Risk-Adjusted Performance

BEPC vs. SCHD — Risk-Adjusted Performance Rank

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

BEPC
The Risk-Adjusted Performance Rank of BEPC is 4949
Overall Rank
The Sharpe Ratio Rank of BEPC is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of BEPC is 4545
Sortino Ratio Rank
The Omega Ratio Rank of BEPC is 4545
Omega Ratio Rank
The Calmar Ratio Rank of BEPC is 5252
Calmar Ratio Rank
The Martin Ratio Rank of BEPC is 5252
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2727
Overall Rank
The Sharpe Ratio Rank of SCHD is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BEPC Sharpe Ratio is 0.01, which is lower than the SCHD Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of BEPC and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BEPC vs. SCHD - Dividend Comparison

BEPC's dividend yield for the trailing twelve months is around 4.79%, more than SCHD's 3.91% yield.


TTM20242023202220212020201920182017201620152014
BEPC
Brookfield Renewable Corporation
4.79%5.13%4.69%4.65%3.30%0.99%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.91%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


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Volatility

BEPC vs. SCHD - Volatility Comparison

Brookfield Renewable Corporation (BEPC) has a higher volatility of 7.08% compared to Schwab US Dividend Equity ETF (SCHD) at 4.90%. 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.


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