Brookfield Renewable Partners L.P

10-Year Study

BEP-UN.TO · Utilities · CA · Common Stock

Executive Summary: Brookfield Renewable Partners L.P has compounded at 15.4% annually over the last 10 years, with a maximum drawdown of 44.3% and an annualized volatility of 48.3%.

1Y CAGR
+55.5%
3Y CAGR
+10.4%
5Y CAGR
+4.4%
10Y CAGR
+15.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
44.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +84.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.58.14.64.8————————29.8%
2025-3.04.0-2.0-0.54.56.510.0-7.43.019.2-5.4-8.218.8%
20240.1-11.33.5-8.333.4-11.0-0.6-0.315.4-6.12.9-10.0-0.4%
202313.0-6.719.4-1.9-0.6-4.9-1.6-9.9-13.6-2.017.73.86.9%
2022-6.08.112.6-11.80.4-0.68.12.0-11.7-8.4-2.8-9.7-21.2%
20215.6-6.3-0.6-9.90.5-0.52.54.9-8.56.0-5.6-2.4-14.7%
20207.15.1-11.711.04.0-3.611.13.718.43.115.2-0.179.3%
20196.87.37.5-0.95.24.14.37.48.04.212.2-2.784.0%
2018-6.2-1.41.1-2.74.8-1.40.13.7-2.4-8.38.4-7.1-12.1%
2017-1.61.61.05.83.7-2.51.84.7-3.44.0-0.43.118.8%
2016———-7.56.61.45.6-0.92.11.5-2.72.07.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 48.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.3% of variance. Idiosyncratic stock-specific factors contribute 14.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019253.714630259701
2016-05-019860.88978853525
2016-06-019998.62181833843
2016-07-0110557.560618459021
2016-08-0110466.686765149232
2016-09-0110686.679012877385
2016-10-0110851.113312373485
2016-11-0110559.283345535983
2016-12-0110775.571730048667
2017-01-0110599.853568198456
2017-02-0110765.924458417676
2017-03-0110876.351264050993
2017-04-0111502.907101942374
2017-05-0111929.88500796761
2017-06-0111634.437314268487
2017-07-0111845.471381196432
2017-08-0112402.68745424006
2017-09-0111984.150910891942
2017-10-0112468.58176493389
2017-11-0112416.21086179422
2017-12-0112801.929454326197
2018-01-0112004.13454498471
2018-02-0111832.895473534603
2018-03-0111958.223868383651
2018-04-0111638.830268314741
2018-05-0112195.357250527586
2018-06-0112027.7359059391
2018-07-0112033.851587062318
2018-08-0112485.119944872733
2018-09-0112183.125888281147
2018-10-0111168.43963995004
2018-11-0112110.857487402558
2018-12-0111254.489857444334
2019-01-0112021.792497523578
2019-02-0112900.727852190017
2019-03-0113874.499332443258
2019-04-0113747.534346871098
2019-05-0114459.27903871829
2019-06-0115057.582152547484
2019-07-0115709.031396700979
2019-08-0116863.86149274301
2019-09-0118211.120203281793
2019-10-0118969.292389853137
2019-11-0121282.656445152676
2019-12-0120712.433782677977
2020-01-0122192.85929626599
2020-02-0123334.33825746156
2020-03-0120608.208794521724
2020-04-0122881.691717989575
2020-05-0123801.369568026188
2020-06-0122953.78784616047
2020-07-0125501.270511219256
2020-08-0126449.201085318058
2020-09-0131306.08553339937
2020-10-0132289.934967052846
2020-11-0137189.71531935053
2020-12-0137137.86123433395
2021-01-0139233.04190533615
2021-02-0136752.48718721736
2021-03-0136548.17175588957
2021-04-0132923.98466772902
2021-05-0133086.69624014815
2021-06-0132914.85421422111
2021-07-0133753.21934622507
2021-08-0135418.1489297558
2021-09-0132425.08290624058
2021-10-0134371.93677591627
2021-11-0132452.215857702744
2021-12-0131683.104354192685
2022-01-0129781.127524871867
2022-02-0132183.814979111932
2022-03-0136245.6608811749
2022-04-0131950.730005598863
2022-05-0132087.08385374047
2022-06-0131901.632283905423
2022-07-0134476.33403678022
2022-08-0135179.03441147336
2022-09-0131055.170334639733
2022-10-0128449.80403979499
2022-11-0127642.18958611482
2022-12-0124955.855118652828
2023-01-0128210.00043068177
2023-02-0126307.67905594556
2023-03-0131418.75188423274
2023-04-0130836.125586803908
2023-05-0130646.108790214912
2023-06-0129132.090098626126
2023-07-0128654.72242559972
2023-08-0125812.395021318745
2023-09-0122298.720875145355
2023-10-0121845.385244842586
2023-11-0125707.308669624013
2023-12-0126672.81105990783
2024-01-0126711.141737370257
2024-02-0123703.26026099315
2024-03-0124528.618803566045
2024-04-0122504.06994271932
2024-05-0130022.309315646668
2024-06-0126708.471510400967
2024-07-0126542.74516559714
2024-08-0126458.417675179808
2024-09-0130542.486756535596
2024-10-0128684.61174038503
2024-11-0129519.70369094276
2024-12-0126573.40970756708
2025-01-0125769.929798871613
2025-02-0126808.131271803264
2025-03-0126272.104741806274
2025-04-0126131.874757741505
2025-05-0127318.230759291957
2025-06-0129085.83487660967
2025-07-0131992.678409922908
2025-08-0129617.210043498857
2025-09-0130492.78608036521
2025-10-0136341.444506654036
2025-11-0134385.63245617813
2025-12-0131562.255049743744
2026-01-0134566.088117489984
2026-02-0137357.33666393901
2026-03-0139088.67737628666
2026-04-0140957.836254791335
Annual Return Matrix
YearAnnual Return
20170.1880510635576622
2018-0.12087549790074281
20190.8403707360380839
20200.7930225691484276
2021-0.1468785950198539
2022-0.2123292326513967
20230.06879972387608935
2024-0.0037266920279792615
20250.18773824650571802
20260.29768409102073545
Total Factor Risk
0.4830124345831774
VTI.US Exposure
-0.026113893995710888
VEA.US Exposure
0.011835236298597028
VWO.US Exposure
-0.0030269840411556704
QQQ.US Exposure
0.10228430810747666
VTV.US Exposure
0.004669334418254265
IJR.US Exposure
0.008218311679796033
QUAL.US Exposure
-0.020776620552740543
SHV.US Exposure
0.6325555046195541
TLT.US Exposure
-0.020409559935932336
LQD.US Exposure
0.05229567841561918
HYG.US Exposure
0.0019732338856836614
GLD.US Exposure
0.021698395791175627
USO.US Exposure
-0.0006196568112300535
VNQ.US Exposure
0.031020064477111215
BTC-USD.CC Exposure
0.004620270275100325
CPER.US Exposure
-0.002739878219717213
VIX.INDX Exposure
0.0020595848773563383
UUP.US Exposure
-0.001749622777658905
TIP.US Exposure
0.05746609562896865
Idiosyncratic Exposure
0.1447401978594527
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
48.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.24%
Market Cap$30.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$461
Avg Yield on Cost
4.61%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$460.674.61%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+22.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brookfield Renewable Partners L.P a high-risk investment?

Brookfield Renewable Partners L.P (BEP-UN.TO) has an annualized volatility of 48.3% and experienced a maximum drawdown of 44.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BEP-UN.TO?

Over the past 10 years, BEP-UN.TO has generated a Compound Annual Growth Rate (CAGR) of 15.4%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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