H.TO vs. BEP
Compare and contrast key facts about Hydro One Limited (H.TO) and Brookfield Renewable Partners L.P. (BEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: H.TO or BEP.
Key characteristics
| H.TO | BEP | |
|---|---|---|
| YTD Return | 15.04% | 6.58% |
| 1Y Return | 22.03% | 23.07% |
| 3Y Return (Ann) | 17.66% | -8.05% |
| 5Y Return (Ann) | 17.55% | 7.97% |
| Sharpe Ratio | 1.83 | 0.62 |
| Sortino Ratio | 2.67 | 1.24 |
| Omega Ratio | 1.33 | 1.14 |
| Calmar Ratio | 2.53 | 0.43 |
| Martin Ratio | 6.59 | 2.14 |
| Ulcer Index | 3.48% | 10.80% |
| Daily Std Dev | 12.57% | 37.35% |
| Max Drawdown | -27.68% | -54.27% |
| Current Drawdown | -6.78% | -36.13% |
Fundamentals
| H.TO | BEP | |
|---|---|---|
| Market Cap | CA$26.62B | $17.35B |
| EPS | CA$1.87 | -$0.63 |
| PEG Ratio | 3.14 | 3.51 |
| Total Revenue (TTM) | CA$6.18B | $4.36B |
| Gross Profit (TTM) | CA$1.35B | $963.42M |
| EBITDA (TTM) | CA$2.11B | $2.35B |
Correlation
The correlation between H.TO and BEP is 0.39, 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.
Performance
H.TO vs. BEP - Performance Comparison
In the year-to-date period, H.TO achieves a 15.04% return, which is significantly higher than BEP's 6.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
H.TO vs. BEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hydro One Limited (H.TO) and Brookfield Renewable Partners L.P. (BEP). 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
H.TO vs. BEP - Dividend Comparison
H.TO's dividend yield for the trailing twelve months is around 2.73%, less than BEP's 5.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H.TO Hydro One Limited | 2.73% | 2.94% | 3.78% | 3.20% | 3.50% | 3.81% | 4.49% | 3.88% | 4.11% | 0.00% | 0.00% | 0.00% |
BEP Brookfield Renewable Partners L.P. | 5.23% | 5.14% | 5.05% | 3.40% | 2.68% | 6.08% | 7.57% | 5.36% | 7.87% | 8.33% | 6.95% | 10.75% |
Drawdowns
H.TO vs. BEP - Drawdown Comparison
The maximum H.TO drawdown since its inception was -27.68%, smaller than the maximum BEP drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for H.TO and BEP. For additional features, visit the drawdowns tool.
Volatility
H.TO vs. BEP - Volatility Comparison
The current volatility for Hydro One Limited (H.TO) is 4.34%, while Brookfield Renewable Partners L.P. (BEP) has a volatility of 13.02%. This indicates that H.TO experiences smaller price fluctuations and is considered to be less risky than BEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
H.TO vs. BEP - Financials Comparison
This section allows you to compare key financial metrics between Hydro One Limited and Brookfield Renewable Partners L.P.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities