PWI.TO vs. BEP
Compare and contrast key facts about Sustainable Power & Infrastructure Split Corp. (PWI.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: PWI.TO or BEP.
Key characteristics
| PWI.TO | BEP | |
|---|---|---|
| YTD Return | 69.86% | 0.54% |
| 1Y Return | 90.32% | 8.13% |
| 3Y Return (Ann) | 9.85% | -8.79% |
| Sharpe Ratio | 4.88 | 0.31 |
| Sortino Ratio | 5.98 | 0.76 |
| Omega Ratio | 1.80 | 1.08 |
| Calmar Ratio | 2.92 | 0.21 |
| Martin Ratio | 38.87 | 1.05 |
| Ulcer Index | 2.43% | 10.95% |
| Daily Std Dev | 19.36% | 36.93% |
| Max Drawdown | -46.71% | -54.27% |
| Current Drawdown | -2.30% | -39.75% |
Fundamentals
| PWI.TO | BEP | |
|---|---|---|
| Market Cap | CA$32.40M | $16.73B |
| EPS | CA$2.92 | -$0.81 |
Correlation
The correlation between PWI.TO and BEP is 0.28, 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
PWI.TO vs. BEP - Performance Comparison
In the year-to-date period, PWI.TO achieves a 69.86% return, which is significantly higher than BEP's 0.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PWI.TO vs. BEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sustainable Power & Infrastructure Split Corp. (PWI.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
PWI.TO vs. BEP - Dividend Comparison
PWI.TO's dividend yield for the trailing twelve months is around 6.81%, more than BEP's 5.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWI.TO Sustainable Power & Infrastructure Split Corp. | 6.81% | 11.85% | 10.60% | 4.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BEP Brookfield Renewable Partners L.P. | 5.54% | 5.14% | 5.05% | 3.40% | 2.68% | 6.08% | 7.57% | 5.36% | 7.87% | 8.33% | 6.95% | 10.75% |
Drawdowns
PWI.TO vs. BEP - Drawdown Comparison
The maximum PWI.TO drawdown since its inception was -46.71%, smaller than the maximum BEP drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for PWI.TO and BEP. For additional features, visit the drawdowns tool.
Volatility
PWI.TO vs. BEP - Volatility Comparison
The current volatility for Sustainable Power & Infrastructure Split Corp. (PWI.TO) is 7.71%, while Brookfield Renewable Partners L.P. (BEP) has a volatility of 11.42%. This indicates that PWI.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
PWI.TO vs. BEP - Financials Comparison
This section allows you to compare key financial metrics between Sustainable Power & Infrastructure Split Corp. 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