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BEPC vs. VTI

Last updated May 27, 2023

Compare and contrast key facts about Brookfield Renewable Corporation (BEPC) and Vanguard Total Stock Market ETF (VTI).

VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEPC or VTI.

Key characteristics


BEPCVTI
YTD Return23.15%9.42%
1Y Return-7.45%4.44%
5Y Return (Ann)9.21%10.04%
10Y Return (Ann)9.21%11.29%
Sharpe Ratio-0.230.30
Daily Std Dev30.97%21.63%
Max Drawdown-53.48%-55.45%

Correlation

0.45
-1.001.00

The correlation between BEPC and VTI is 0.45, 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.

BEPC vs. VTI - Performance Comparison

In the year-to-date period, BEPC achieves a 23.15% return, which is significantly higher than VTI's 9.42% return. Over the past 10 years, BEPC has underperformed VTI with an annualized return of 9.21%, while VTI has yielded a comparatively higher 11.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%December2023FebruaryMarchAprilMay
7.43%
6.02%
BEPC
VTI

Compare stocks, funds, or ETFs


Brookfield Renewable Corporation

Vanguard Total Stock Market ETF

BEPC vs. VTI - Dividend Comparison

BEPC's dividend yield for the trailing twelve months is around 4.83%, more than VTI's 1.91% yield.


TTM20222021202020192018201720162015201420132012
BEPC
Brookfield Renewable Corporation
4.83%4.70%3.46%1.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.91%1.67%1.24%1.47%1.87%2.19%1.87%2.14%2.25%2.04%2.06%2.57%

BEPC vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Corporation (BEPC) and Vanguard Total Stock Market ETF (VTI). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BEPC
Brookfield Renewable Corporation
-0.23
VTI
Vanguard Total Stock Market ETF
0.30

BEPC vs. VTI - Sharpe Ratio Comparison

The current BEPC Sharpe Ratio is -0.23, which is lower than the VTI Sharpe Ratio of 0.30. The chart below compares the 12-month rolling Sharpe Ratio of BEPC and VTI.


-1.00-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
-0.23
0.30
BEPC
VTI

BEPC vs. VTI - Drawdown Comparison

The maximum BEPC drawdown for the period was -53.48%, lower than the maximum VTI drawdown of -21.27%. The drawdown chart below compares losses from any high point along the way for BEPC and VTI


-50.00%-40.00%-30.00%-20.00%-10.00%December2023FebruaryMarchAprilMay
-42.02%
-12.50%
BEPC
VTI

BEPC vs. VTI - Volatility Comparison

Brookfield Renewable Corporation (BEPC) has a higher volatility of 10.68% compared to Vanguard Total Stock Market ETF (VTI) at 3.87%. This indicates that BEPC's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2023FebruaryMarchAprilMay
10.68%
3.87%
BEPC
VTI