Brookfield Renewable Corp

10-Year Study

BEPC.TO · Utilities · CA · Common Stock

Executive Summary: Brookfield Renewable Corp has compounded at 11.4% annually over the last 10 years, with a maximum drawdown of 53.1% and an annualized volatility of 61.7%.

1Y CAGR
+56.7%
3Y CAGR
+14.4%
5Y CAGR
+7.4%
10Y CAGR
+11.4%

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 →
53.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.82
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +38.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -35.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.72.6-4.87.9————————13.6%
2025-2.75.5-0.4-2.24.110.513.5-7.63.526.7-3.5-9.338.6%
2024-1.5-12.93.2-3.835.9-9.80.10.314.9-3.55.8-10.89.6%
202312.4-8.224.4-4.21.7-8.3-1.7-7.1-13.8-3.015.65.97.2%
2022-6.610.214.9-15.5-0.40.69.31.6-10.6-6.24.6-14.9-17.0%
2021-3.5-17.3-0.1-13.51.11.81.75.2-11.04.2-6.6-2.0-35.5%
2020———————11.417.814.015.19.388.2%

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 61.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.3% of variance. Idiosyncratic stock-specific factors contribute 24.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-07-0110000
2020-08-0111139.470518198988
2020-09-0113125.401287861314
2020-10-0114956.801166929514
2020-11-0117214.984322501416
2020-12-0118818.234520418147
2021-01-0118166.979385491923
2021-02-0115031.2303252068
2021-03-0115015.92684249568
2021-04-0112995.773620660635
2021-05-0113138.27366741262
2021-06-0113377.176304847868
2021-07-0113598.063844509135
2021-08-0114300.527985737528
2021-09-0112725.360146115532
2021-10-0113258.176921974054
2021-11-0112388.216006632547
2021-12-0112140.46166025645
2022-01-0111342.405296064728
2022-02-0112501.7609913914
2022-03-0114370.468953565927
2022-04-0112141.209691997927
2022-05-0112093.179820597054
2022-06-0112170.16475399106
2022-07-0113298.258956121705
2022-08-0113505.96243633938
2022-09-0112079.621745282724
2022-10-0111327.662837159722
2022-11-0111845.425474220954
2022-12-0110074.834342137252
2023-01-0111329.096564664227
2023-02-0110396.706166898348
2023-03-0112930.196171324202
2023-04-0112385.75373548351
2023-05-0112591.306624444429
2023-06-0111549.391912530156
2023-07-0111358.706154431153
2023-08-0110546.56185910822
2023-09-019089.832378553929
2023-10-018821.41365531944
2023-11-0110194.893436644827
2023-12-0110800.892651211498
2024-01-0110636.66851596736
2024-02-019260.009599740682
2024-03-019553.144538433247
2024-04-019191.034839578359
2024-05-0112491.195043042992
2024-06-0111267.35277800288
2024-07-0111281.908228972516
2024-08-0111314.821625597646
2024-09-0112998.51640371273
2024-10-0112548.170127352403
2024-11-0113277.937427144823
2024-12-0111837.6646449031
2025-01-0111522.213425923039
2025-02-0112161.687060920949
2025-03-0112116.462308550625
2025-04-0111851.00454429283
2025-05-0112342.804246326852
2025-06-0113635.153751690863
2025-07-0115480.454553954905
2025-08-0114297.130674911637
2025-09-0114797.501573983454
2025-10-0118753.997294618533
2025-11-0118102.368143821568
2025-12-0116409.946328722548
2026-01-0117675.366691393272
2026-02-0118142.886529818414
2026-03-0117279.533228193315
2026-04-0118638.457558549067
Annual Return Matrix
YearAnnual Return
2021-0.3548565011726358
2022-0.1701440501954986
20230.07206652580256945
20240.09598947301594651
20250.38624862428317885
20260.1358024691358024
Total Factor Risk
0.6169205863758666
VTI.US Exposure
0.05299358907351898
VEA.US Exposure
0.028093032594863104
VWO.US Exposure
0.01489496240904335
QQQ.US Exposure
0.17046059508460684
VTV.US Exposure
0.03975684729038591
IJR.US Exposure
0.018811368110463716
QUAL.US Exposure
-0.013139224897024487
SHV.US Exposure
0.2830956342781663
TLT.US Exposure
-0.025604090369301252
LQD.US Exposure
0.04233555537985107
HYG.US Exposure
0.009944277389632952
GLD.US Exposure
0.004447260658110667
USO.US Exposure
0.0004159764089047875
VNQ.US Exposure
0.04273404354056428
BTC-USD.CC Exposure
0.00660071133044837
CPER.US Exposure
-0.004025169865065519
VIX.INDX Exposure
-0.0032738187025924794
UUP.US Exposure
0.02430819168760072
TIP.US Exposure
0.06741947474522204
Idiosyncratic Exposure
0.23973078385260066
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
61.7%

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 →2.69%
Market Cap$10.4B
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
$167
Avg Yield on Cost
1.67%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$167.061.67%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 →
+5.0%
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 →
+13.3%
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 →
3.7% 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 →
1.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brookfield Renewable Corp a high-risk investment?

Brookfield Renewable Corp (BEPC.TO) has an annualized volatility of 61.7% and experienced a maximum drawdown of 53.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BEPC.TO?

Over the past 10 years, BEPC.TO has generated a Compound Annual Growth Rate (CAGR) of 11.4%. It has had a positive return in 67% 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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