CAE vs. BEPC

Last updated Jun 27, 2026

CAE (CAE Inc.) and BEPC (Brookfield Renewable Corporation) are both stocks. CAE operates in Aerospace & Defense (Industrials), while BEPC operates in Utilities - Renewable (Utilities). Over the past year, CAE returned -4.85% vs 20.18% for BEPC. At a 0.21 correlation, their price movements are largely independent.

Performance

CAE vs. BEPC - Performance Comparison

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

Returns By Period

In the year-to-date period, CAE achieves a -16.17% return, which is significantly lower than BEPC's 0.23% return.

CAE

• 1D: 3.49%
• 1M: 3.36%
• YTD: -16.17%
• 6M: -18.82%
• 1Y: -4.85%
• 3Y*: 6.05%
• 5Y*: -4.27%
• 10Y*: 8.63%

BEPC

• 1D: 0.24%
• 1M: -2.77%
• YTD: 0.23%
• 6M: -1.52%
• 1Y: 20.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CAE vs. BEPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CAE CAE Inc.	-16.17%	19.86%	3.38%
BEPC Brookfield Renewable Corporation	0.23%	45.18%	-2.74%

Correlation

The correlation between CAE and BEPC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (All Time) Calculated using the full available price history since Dec 24, 2024	0.21

Fundamentals

Market Cap CAE : $8.24B BEPC : $6.88B
EPS CAE : CA$0.97 BEPC : -$29.65
PS Ratio CAE : 2.37 BEPC : 1.69
Total Revenue (TTM) CAE : CA$4.92B BEPC : $4.03B
Gross Profit (TTM) CAE : CA$1.39B BEPC : $1.93B
EBITDA (TTM) CAE : CA$1.08B BEPC : $563.03M

Return for Risk

CAE vs. BEPC — Risk / Return Rank

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

CAE

CAE Risk / Return Rank: 36
CAE Sharpe Ratio Rank: 37
CAE Sortino Ratio Rank: 33
CAE Omega Ratio Rank: 33
CAE Calmar Ratio Rank: 39
CAE Martin Ratio Rank: 38

BEPC

BEPC Risk / Return Rank: 61
BEPC Sharpe Ratio Rank: 63
BEPC Sortino Ratio Rank: 57
BEPC Omega Ratio Rank: 57
BEPC Calmar Ratio Rank: 65
BEPC Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAE vs. BEPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CAE Inc. (CAE) and Brookfield Renewable Corporation (BEPC). 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.

	CAE	BEPC	Difference
Sharpe ratio: Return per unit of total volatility	-0.15	0.60	-0.75
Sortino ratio: Return per unit of downside risk	0.01	1.00	-0.99
Omega ratio: Gain probability vs. loss probability	1.00	1.13	-0.13
Calmar ratio: Return relative to maximum drawdown	-0.15	1.02	-1.17
Martin ratio: Return relative to average drawdown	-0.34	2.27	-2.61

CAE vs. BEPC - Sharpe Ratio Comparison

The current CAE Sharpe Ratio is -0.15, which is lower than the BEPC Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of CAE and BEPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CAE vs. BEPC - Drawdown Comparison

The maximum CAE drawdown since its inception was -79.29%, which is greater than BEPC's maximum drawdown of -19.92%. Use the drawdown chart below to compare losses from any high point for CAE and BEPC.

Drawdown Indicators

	CAE	BEPC	Difference
Max Drawdown Largest peak-to-trough decline	-79.29%	-19.92%	-59.37%
Max Drawdown (1Y) Largest decline over 1 year	-31.98%	-19.92%	-12.06%
Max Drawdown (3Y) Largest decline over 3 years	-34.58%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-54.98%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-68.01%	—	—
Current Drawdown Current decline from peak	-25.11%	-13.36%	-11.75%
Average Drawdown Average peak-to-trough decline	-22.94%	-6.55%	-16.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.40%	8.91%	+5.49%

Volatility

CAE vs. BEPC - Volatility Comparison

CAE Inc. (CAE) and Brookfield Renewable Corporation (BEPC) have volatilities of 7.66% and 8.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAE	BEPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.66%	8.03%	-0.37%
Volatility (6M) Calculated over the trailing 6-month period	26.53%	26.64%	-0.11%
Volatility (1Y) Calculated over the trailing 1-year period	31.89%	33.81%	-1.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.49%	35.08%	+1.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.43%	35.08%	+2.35%

Dividends

CAE vs. BEPC - Dividend Comparison

CAE has not paid dividends to shareholders, while BEPC's dividend yield for the trailing twelve months is around 4.06%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BEPC Brookfield Renewable Corporation	4.06%	3.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CAE CAE Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.29%	1.19%	1.69%	1.83%	2.22%	2.61%

Financials

Frequently Asked Questions

Can I hold both CAE and BEPC in my portfolio?

CAE and BEPC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CAE or BEPC?

BEPC has higher volatility (8.03%) compared to CAE (7.66%). In terms of maximum drawdown, CAE dropped -79.29% vs BEPC's -19.92%.

Which has better risk-adjusted returns?

BEPC currently has the higher Sharpe Ratio (0.60 vs -0.15), 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.