PHK vs. BEP
PHK (PIMCO High Income Fund) and BEP (Brookfield Renewable Partners L.P.) are both stocks. PHK operates in Asset Management (Financial Services), while BEP operates in Utilities - Renewable (Utilities). Over the past 10 years, PHK returned 4.02%/yr vs 14.00%/yr for BEP. At a 0.19 correlation, their price movements are largely independent.
Performance
PHK vs. BEP - Performance Comparison
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Returns By Period
In the year-to-date period, PHK achieves a -0.93% return, which is significantly lower than BEP's 30.18% return. Over the past 10 years, PHK has underperformed BEP with an annualized return of 4.02%, while BEP has yielded a comparatively higher 14.00% annualized return.
PHK
- 1D
- 0.44%
- 1M
- 0.19%
- YTD
- -0.93%
- 6M
- -0.31%
- 1Y
- 7.06%
- 3Y*
- 11.12%
- 5Y*
- 2.84%
- 10Y*
- 4.02%
BEP
- 1D
- -3.00%
- 1M
- 0.62%
- YTD
- 30.18%
- 6M
- 25.88%
- 1Y
- 38.52%
- 3Y*
- 10.65%
- 5Y*
- 1.90%
- 10Y*
- 14.00%
PHK vs. BEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHK PIMCO High Income Fund | -0.93% | 12.63% | 9.46% | 18.84% | -14.41% | 10.97% | -10.10% | 3.44% | 20.86% | -8.66% |
BEP Brookfield Renewable Partners L.P. | 30.18% | 25.65% | -8.23% | 9.02% | -26.48% | -13.69% | 80.30% | 90.75% | -20.95% | 24.51% |
Correlation
The correlation between PHK and BEP is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2005 | 0.19 |
The correlation between PHK and BEP shifts across timeframes, from 0.11 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PHK:
$793.52M
BEP:
$10.41B
PHK:
$1.07
BEP:
$0.66
PHK:
4.24
BEP:
51.91
PHK:
0.18
BEP:
0.38
PHK:
4.80
BEP:
1.56
PHK:
0.94
BEP:
2.81
PHK:
$167.83M
BEP:
$6.37B
PHK:
$163.06M
BEP:
$2.19B
PHK:
$88.91M
BEP:
$4.69B
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Return for Risk
PHK vs. BEP — Risk / Return Rank
PHK
BEP
PHK vs. BEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO High Income Fund (PHK) 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.
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.
| PHK | BEP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.72 | -1.95 |
| Martin ratioReturn relative to average drawdown | 2.60 | 6.19 | -3.59 |
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Drawdowns
PHK vs. BEP - Drawdown Comparison
The maximum PHK drawdown since its inception was -75.29%, which is greater than BEP's maximum drawdown of -53.85%. Use the drawdown chart below to compare losses from any high point for PHK and BEP.
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Drawdown Indicators
| PHK | BEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -53.85% | -21.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | -14.25% | +5.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.41% | -31.78% | +15.37% |
Max Drawdown (5Y)Largest decline over 5 years | -26.76% | -47.46% | +20.70% |
Max Drawdown (10Y)Largest decline over 10 years | -51.30% | -53.85% | +2.55% |
Current DrawdownCurrent decline from peak | -4.41% | -9.23% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -9.78% | -13.62% | +3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 6.24% | -3.52% |
Volatility
PHK vs. BEP - Volatility Comparison
The current volatility for PIMCO High Income Fund (PHK) is 3.16%, while Brookfield Renewable Partners L.P. (BEP) has a volatility of 7.52%. This indicates that PHK 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.
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Volatility by Period
| PHK | BEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 7.52% | -4.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 19.88% | -10.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.08% | 28.82% | -17.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 30.98% | -16.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 29.99% | -9.44% |
Dividends
PHK vs. BEP - Dividend Comparison
PHK's dividend yield for the trailing twelve months is around 12.72%, more than BEP's 4.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEP Brookfield Renewable Partners L.P. | 4.46% | 5.53% | 6.23% | 5.14% | 5.05% | 4.42% | 2.68% | 4.42% | 7.57% | 5.36% | 5.99% | 6.34% |
PHK PIMCO High Income Fund | 12.72% | 11.85% | 11.85% | 11.54% | 12.18% | 9.37% | 10.62% | 10.57% | 12.09% | 13.29% | 13.54% | 16.98% |
Financials
PHK vs. BEP - Financials Comparison
This section allows you to compare key financial metrics between PIMCO High Income Fund 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
Frequently Asked Questions
PHK and BEP have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BEP has higher volatility (7.52%) compared to PHK (3.16%). In terms of maximum drawdown, PHK dropped -75.29% vs BEP's -53.85%.
BEP currently has the higher Sharpe Ratio (1.34 vs 0.64), 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.
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