Brookfield Renewable Partners LP

10-Year Study

BEP.US · Utilities · US · Common Stock

Executive Summary: Brookfield Renewable Partners LP has compounded at 14.1% annually over the last 10 years, with a maximum drawdown of 48.6% and an annualized volatility of 46.6%.

1Y CAGR
+55.2%
3Y CAGR
+10.0%
5Y CAGR
+1.7%
10Y CAGR
+14.1%

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 →
48.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +93.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.5%
% 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.
202610.66.52.76.3————————28.6%
2025-3.94.5-1.64.05.17.08.0-6.51.618.4-4.8-6.025.7%
2024-1.0-12.53.7-9.634.4-11.1-1.72.115.1-8.92.8-12.4-8.2%
202315.0-9.220.6-1.6-1.1-2.7-1.2-11.7-14.5-3.619.86.19.0%
2022-6.38.114.3-14.32.0-2.28.5-0.6-15.9-6.8-2.0-10.4-26.5%
20215.0-6.20.9-7.82.0-3.01.93.8-8.98.6-8.7-1.4-14.5%
20204.53.4-14.810.45.3-1.912.66.415.63.218.01.880.3%
201911.46.16.2-1.33.77.53.65.98.44.712.00.493.5%
2018-4.2-6.30.9-2.63.5-2.81.02.9-1.7-9.96.8-9.5-20.9%
20171.8-2.12.12.54.51.85.84.1-3.40.7-0.95.924.5%
2016———-3.23.03.24.2-1.72.3-0.7-3.42.25.7%

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 46.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.6% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019682.874139343827
2016-05-019975.523842969491
2016-06-0110293.50104821803
2016-07-0110725.345592695463
2016-08-0110538.688290819313
2016-09-0110784.088369568688
2016-10-0110706.935265885557
2016-11-0110347.455011759197
2016-12-0110571.67789377348
2017-01-0110756.738924538944
2017-02-0110530.706935265885
2017-03-0110747.586970171013
2017-04-0111015.122008321892
2017-05-0111509.221126116057
2017-06-0111718.332641615852
2017-07-0112393.448903361748
2017-08-0112897.125647820027
2017-09-0112462.194979195265
2017-10-0112543.92406006236
2017-11-0112432.078664240333
2017-12-0113163.59650523045
2018-01-0112609.26475752642
2018-02-0111817.088614330258
2018-03-0111920.526982302672
2018-04-0111614.149347125116
2018-05-0112025.135949089592
2018-06-0111686.832891698325
2018-07-0111807.4045695921
2018-08-0112153.156892166564
2018-09-0111943.832540518679
2018-10-0110762.911172833594
2018-11-0111499.004991007672
2018-12-0110406.091370558375
2019-01-0111587.331992465599
2019-02-0112297.779054794666
2019-03-0113057.923357703072
2019-04-0112882.227117453629
2019-05-0113364.513829028721
2019-06-0114360.906256318573
2019-07-0114884.057508327212
2019-08-0115768.81737594313
2019-09-0117099.043301514328
2019-10-0117907.28857389139
2019-11-0120054.273217763304
2019-12-0120131.95841181666
2020-01-0121042.897125647818
2020-02-0121751.00299034788
2020-03-0118535.900137279314
2020-04-0120455.36293884153
2020-05-0121549.44715810533
2020-06-0121130.372782513383
2020-07-0123783.69462269472
2020-08-0125312.39025636114
2020-09-0129273.05813619385
2020-10-0130220.0725771265
2020-11-0135663.46348263789
2020-12-0136305.69655950367
2021-01-0138114.69740020645
2021-02-0135768.81737594313
2021-03-0136099.35191392906
2021-04-0133294.38431823261
2021-05-0133956.30473879684
2021-06-0132931.71152188487
2021-07-0133572.13549149187
2021-08-0134856.28239100129
2021-09-0131750.89657227383
2021-10-0134494.99302961615
2021-11-0131493.15199693516
2021-12-0131050.665645053155
2022-01-0129107.258776830655
2022-02-0131456.437761389396
2022-03-0135966.43573944599
2022-04-0130825.910672668644
2022-05-0131429.833242877972
2022-06-0130740.776213432087
2022-07-0133346.74201066309
2022-08-0133149.01722908619
2022-09-0127883.98301567538
2022-10-0125995.38145558642
2022-11-0125484.57470016708
2022-12-0122827.102555097954
2023-01-0126259.298279219744
2023-02-0123831.689174089326
2023-03-0128749.481211889022
2023-04-0128284.221392161242
2023-05-0127971.352254466896
2023-06-0127205.567793634073
2023-07-0126891.953729421406
2023-08-0123751.13069203673
2023-09-0120312.656301546253
2023-10-0119583.905330481324
2023-11-0123461.14144026221
2023-12-0124891.293937362323
2024-01-0124635.571305430512
2024-02-0121561.259564324402
2024-03-0122350.136747225148
2024-04-0120214.219583053986
2024-05-0127164.59683512648
2024-06-0124143.068458747035
2024-07-0123723.887665081034
2024-08-0124215.00707680192
2024-09-0127863.550745458604
2024-10-0125371.771541678638
2024-11-0126089.24219689472
2024-12-0122841.89466739031
2025-01-0121939.89507177899
2025-02-0122935.648990624562
2025-03-0122579.04202449744
2025-04-0123475.72071640647
2025-05-0124663.984931200714
2025-06-0126402.749843033343
2025-07-0128514.084432099946
2025-08-0126652.193808596447
2025-09-0127082.761336185336
2025-10-0132070.7893028552
2025-11-0130541.987251114726
2025-12-0128700.954570124188
2026-01-0131744.51148783109
2026-02-0133819.66393172216
2026-03-0134734.85936851515
2026-04-0136905.78807904734
Annual Return Matrix
YearAnnual Return
20170.24517570791516086
2018-0.20947961551209815
20190.9346321010379917
20200.8033862288426774
2021-0.14474397718379306
2022-0.2648433751456578
20230.0904272181404544
2024-0.08233397890560534
20250.25650498735108984
20260.28587319243604004
Total Factor Risk
0.46641535239013715
VTI.US Exposure
-0.04646561289006062
VEA.US Exposure
0.012602044141785642
VWO.US Exposure
-0.006574561333785162
QQQ.US Exposure
0.14351504532594359
VTV.US Exposure
0.021317499561739284
IJR.US Exposure
0.011806950511478847
QUAL.US Exposure
-0.036869877583950515
SHV.US Exposure
0.5661733097323474
TLT.US Exposure
-0.026066127504552415
LQD.US Exposure
0.06748623490342592
HYG.US Exposure
-0.0007510372746340224
GLD.US Exposure
0.03084957931711556
USO.US Exposure
-0.0011899934861616453
VNQ.US Exposure
0.042679497713170776
BTC-USD.CC Exposure
0.00484088580703061
CPER.US Exposure
-0.004185680758321621
VIX.INDX Exposure
0.007863588210271595
UUP.US Exposure
-0.0015461870731511816
TIP.US Exposure
0.0666124004931185
Idiosyncratic Exposure
0.14790204218718964
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.6%

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 →4.67%
Market Cap$21.7B
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
$417
Avg Yield on Cost
4.17%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$417.164.17%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 →
+9.3%
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 →
+23.3%
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 →
2.0% 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 LP a high-risk investment?

Brookfield Renewable Partners LP (BEP.US) has an annualized volatility of 46.6% and experienced a maximum drawdown of 48.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BEP.US?

Over the past 10 years, BEP.US has generated a Compound Annual Growth Rate (CAGR) of 14.1%. 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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