BEPC vs. VTI
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.
Performance
BEPC vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, BEPC achieves a 8.63% return, which is significantly lower than VTI's 23.63% return.
BEPC
8.63%
-9.39%
-0.33%
22.15%
N/A
N/A
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| BEPC | VTI | |
|---|---|---|
| Sharpe Ratio | 0.59 | 2.58 |
| Sortino Ratio | 1.14 | 3.45 |
| Omega Ratio | 1.13 | 1.48 |
| Calmar Ratio | 0.35 | 3.76 |
| Martin Ratio | 1.75 | 16.56 |
| Ulcer Index | 12.13% | 1.95% |
| Daily Std Dev | 35.74% | 12.51% |
| Max Drawdown | -61.04% | -55.45% |
| Current Drawdown | -43.99% | -2.43% |
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Correlation
The correlation between BEPC and VTI is 0.43, 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.
Risk-Adjusted Performance
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.
Dividends
BEPC vs. VTI - Dividend Comparison
BEPC's dividend yield for the trailing twelve months is around 4.66%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEPC Brookfield Renewable Corporation | 4.66% | 4.69% | 4.65% | 3.30% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BEPC vs. VTI - Drawdown Comparison
The maximum BEPC drawdown since its inception was -61.04%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BEPC and VTI. For additional features, visit the drawdowns tool.
Volatility
BEPC vs. VTI - Volatility Comparison
Brookfield Renewable Corporation (BEPC) has a higher volatility of 13.87% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. 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.