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FTS vs. BEPC.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FTS and BEPC.TO is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FTS vs. BEPC.TO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
48.03%
9.62%
FTS
BEPC.TO

Key characteristics

Sharpe Ratio

FTS:

2.23

BEPC.TO:

0.82

Sortino Ratio

FTS:

3.08

BEPC.TO:

1.38

Omega Ratio

FTS:

1.39

BEPC.TO:

1.16

Calmar Ratio

FTS:

1.67

BEPC.TO:

0.53

Martin Ratio

FTS:

9.18

BEPC.TO:

2.37

Ulcer Index

FTS:

3.82%

BEPC.TO:

12.59%

Daily Std Dev

FTS:

15.69%

BEPC.TO:

36.44%

Max Drawdown

FTS:

-34.36%

BEPC.TO:

-58.33%

Current Drawdown

FTS:

0.00%

BEPC.TO:

-44.85%

Fundamentals

Market Cap

FTS:

$24.17B

BEPC.TO:

CA$6.58B

EPS

FTS:

$2.32

BEPC.TO:

CA$1.83

PE Ratio

FTS:

20.77

BEPC.TO:

20.52

PEG Ratio

FTS:

2.79

BEPC.TO:

2.24

PS Ratio

FTS:

2.10

BEPC.TO:

1.44

PB Ratio

FTS:

1.52

BEPC.TO:

3.60

Total Revenue (TTM)

FTS:

$8.39B

BEPC.TO:

CA$3.02B

Gross Profit (TTM)

FTS:

$4.93B

BEPC.TO:

CA$1.73B

EBITDA (TTM)

FTS:

$4.04B

BEPC.TO:

CA$283.00M

Returns By Period

In the year-to-date period, FTS achieves a 17.03% return, which is significantly higher than BEPC.TO's -4.30% return.


FTS

YTD

17.03%

1M

6.71%

6M

9.36%

1Y

31.81%

5Y*

8.56%

10Y*

N/A

BEPC.TO

YTD

-4.30%

1M

-9.54%

6M

-16.30%

1Y

27.90%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FTS vs. BEPC.TO — Risk-Adjusted Performance Rank

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

FTS
The Risk-Adjusted Performance Rank of FTS is 9494
Overall Rank
The Sharpe Ratio Rank of FTS is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FTS is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FTS is 9393
Omega Ratio Rank
The Calmar Ratio Rank of FTS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FTS is 9494
Martin Ratio Rank

BEPC.TO
The Risk-Adjusted Performance Rank of BEPC.TO is 7676
Overall Rank
The Sharpe Ratio Rank of BEPC.TO is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BEPC.TO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of BEPC.TO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BEPC.TO is 7575
Calmar Ratio Rank
The Martin Ratio Rank of BEPC.TO is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTS vs. BEPC.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortis Inc (FTS) and Brookfield Renewable Corporation (BEPC.TO). 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
The chart of Sharpe ratio for FTS, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.00
FTS: 1.81
BEPC.TO: 0.53
The chart of Sortino ratio for FTS, currently valued at 2.56, compared to the broader market-6.00-4.00-2.000.002.004.00
FTS: 2.56
BEPC.TO: 1.02
The chart of Omega ratio for FTS, currently valued at 1.32, compared to the broader market0.501.001.502.00
FTS: 1.32
BEPC.TO: 1.12
The chart of Calmar ratio for FTS, currently valued at 1.52, compared to the broader market0.001.002.003.004.00
FTS: 1.52
BEPC.TO: 0.34
The chart of Martin ratio for FTS, currently valued at 7.19, compared to the broader market-5.000.005.0010.0015.0020.00
FTS: 7.19
BEPC.TO: 1.42

The current FTS Sharpe Ratio is 2.23, which is higher than the BEPC.TO Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FTS and BEPC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.81
0.53
FTS
BEPC.TO

Dividends

FTS vs. BEPC.TO - Dividend Comparison

FTS's dividend yield for the trailing twelve months is around 3.61%, less than BEPC.TO's 4.27% yield.


TTM202420232022202120202019201820172016
FTS
Fortis Inc
3.61%4.19%4.11%4.18%3.40%3.54%3.31%4.01%3.41%3.72%
BEPC.TO
Brookfield Renewable Corporation
4.27%3.57%4.50%4.52%2.61%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTS vs. BEPC.TO - Drawdown Comparison

The maximum FTS drawdown since its inception was -34.36%, smaller than the maximum BEPC.TO drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for FTS and BEPC.TO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril0
-49.44%
FTS
BEPC.TO

Volatility

FTS vs. BEPC.TO - Volatility Comparison

The current volatility for Fortis Inc (FTS) is 6.44%, while Brookfield Renewable Corporation (BEPC.TO) has a volatility of 15.63%. This indicates that FTS experiences smaller price fluctuations and is considered to be less risky than BEPC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
6.44%
15.63%
FTS
BEPC.TO

Financials

FTS vs. BEPC.TO - Financials Comparison

This section allows you to compare key financial metrics between Fortis Inc and Brookfield Renewable Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. FTS values in USD, BEPC.TO values in CAD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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