BEPC vs. SCHD
BEPC (Brookfield Renewable Corporation) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past year, BEPC returned 2.39% vs 31.54% for SCHD. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
BEPC vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, BEPC achieves a -11.36% return, which is significantly lower than SCHD's 24.03% return.
BEPC
- 1D
- 0.63%
- 1M
- -8.61%
- 6M
- -18.39%
- YTD
- -11.36%
- 1Y
- 2.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.07%
SCHD
- 1D
- 0.18%
- 1M
- 3.33%
- 6M
- 14.09%
- YTD
- 24.03%
- 1Y
- 31.54%
- 3Y*
- 14.19%
- 5Y*
- 9.54%
- 10Y*
- 12.76%
- ALL TIME*
- 13.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $76.02M | $58.90M | $57.55M | |
| $786.88M | $715.86M | $685.58M |
BEPC vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BEPC Brookfield Renewable Corporation | -11.36% | 45.18% | -2.74% |
SCHD Schwab U.S. Dividend Equity ETF | 24.03% | 4.34% | -0.18% |
Correlation
The correlation between BEPC and SCHD is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2024 | 0.15 |
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Return for Risk
BEPC vs. SCHD — Risk / Return Rank
BEPC
SCHD
BEPC vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Corporation (BEPC) and Schwab U.S. 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.
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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.97 | ||
| Sortino ratioReturn per unit of downside risk | -4.36 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.51 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 6.74 | -6.94 |
| Martin ratioReturn relative to average drawdown | -0.51 | 17.01 | -17.52 |
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Drawdowns
BEPC vs. SCHD - Drawdown Comparison
The maximum BEPC drawdown since its inception was -26.20%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BEPC and SCHD.
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Drawdown Indicators
| BEPC | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.20% | -33.37% | +7.17% |
Max Drawdown (1Y)Largest decline over 1 year | -26.20% | -4.61% | -21.59% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -23.37% | -1.24% | -22.13% |
Average DrawdownAverage peak-to-trough decline | -7.39% | -3.30% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.89% | 1.82% | +9.07% |
Volatility
BEPC vs. SCHD - Volatility Comparison
Brookfield Renewable Corporation (BEPC) has a higher volatility of 8.77% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. 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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Volatility by Period
| BEPC | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.77% | 4.11% | +4.66% |
Volatility (6M)Calculated over the trailing 6-month period | 26.71% | 8.11% | +18.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.89% | 11.13% | +22.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.76% | 14.39% | +20.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.76% | 16.72% | +18.04% |
Dividends
BEPC vs. SCHD - Dividend Comparison
BEPC's dividend yield for the trailing twelve months is around 4.59%, more than SCHD's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEPC Brookfield Renewable Corporation | 4.59% | 3.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.13% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
BEPC and SCHD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BEPC has higher volatility (8.77%) compared to SCHD (4.11%). In terms of maximum drawdown, BEPC dropped -26.20% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.81 vs -0.16), 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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