BEPC vs. SCHD
Compare and contrast key facts about Brookfield Renewable Corporation (BEPC) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEPC or SCHD.
Key characteristics
| BEPC | SCHD | |
|---|---|---|
| YTD Return | 30.17% | -4.91% |
| 1Y Return | -0.41% | -6.00% |
| 5Y Return (Ann) | 11.30% | 11.05% |
| 10Y Return (Ann) | 11.30% | 11.26% |
| Sharpe Ratio | 0.10 | -0.29 |
| Daily Std Dev | 30.86% | 17.70% |
| Max Drawdown | -53.48% | -33.37% |
Correlation
The correlation between BEPC and SCHD is 0.31, 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.
BEPC vs. SCHD - Performance Comparison
In the year-to-date period, BEPC achieves a 30.17% return, which is significantly lower than SCHD's -4.91% return. Both investments have delivered pretty close results over the past 10 years, with BEPC having a 11.30% annualized return and SCHD not far behind at 11.26%. 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. SCHD - Dividend Comparison
BEPC's dividend yield for the trailing twelve months is around 5.58%, more than SCHD's 4.43% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEPC Brookfield Renewable Corporation | 5.58% | 4.75% | 3.50% | 1.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 4.43% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BEPC Brookfield Renewable Corporation | 0.10 | ||||
SCHD Schwab US Dividend Equity ETF | -0.29 |
BEPC vs. SCHD - Drawdown Comparison
The maximum BEPC drawdown for the period was -53.48%, lower than the maximum SCHD drawdown of -11.87%. The drawdown chart below compares losses from any high point along the way for BEPC and SCHD
BEPC vs. SCHD - Volatility Comparison
Brookfield Renewable Corporation (BEPC) has a higher volatility of 10.67% compared to Schwab US Dividend Equity ETF (SCHD) at 4.04%. 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.