Brookfield Renewable Corp

10-Year Study

BEPC.US · Utilities · US · Common Stock

Executive Summary: Brookfield Renewable Corp has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 56.9% and an annualized volatility of 41.7%.

1Y CAGR
+57.2%
3Y CAGR
+14.0%
5Y CAGR
+4.5%
10Y CAGR
+10.9%

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 →
56.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +45.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -34.9%
% 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.
20268.62.6-6.89.5————————13.7%
2025-3.55.80.31.94.611.511.7-7.02.125.7-3.2-7.645.2%
2024-3.0-13.83.6-5.437.3-10.0-1.02.714.6-6.45.5-13.31.0%
202314.5-10.625.5-4.41.5-6.1-1.1-9.3-14.3-4.918.18.59.5%
2022-7.110.217.2-18.01.6-1.69.9-1.1-14.9-5.06.2-15.5-22.5%
2021-4.0-16.91.3-11.43.7-1.81.23.9-11.46.7-9.8-0.5-34.9%
2020———————14.215.113.919.210.497.1%

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 41.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.3% of variance. Idiosyncratic stock-specific factors contribute 19.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-07-0110000
2020-08-0111422.192444381559
2020-09-0113144.969995588808
2020-10-0114977.611132843387
2020-11-0117852.250122764235
2020-12-0119714.188216298095
2021-01-0118929.246185985736
2021-02-0115726.056812790783
2021-03-0115937.16968097945
2021-04-0114125.502501061183
2021-05-0114649.851434468867
2021-06-0114382.350248441515
2021-07-0114553.845641661603
2021-08-0115128.299028706022
2021-09-0113401.692897985
2021-10-0114299.536408958875
2021-11-0112893.823502484414
2021-12-0112824.201616326394
2022-01-0111915.371746747787
2022-02-0113131.486737301184
2022-03-0115390.931260351728
2022-04-0112614.919807905186
2022-05-0112822.328941564225
2022-06-0112620.32975721812
2022-07-0113864.285179235783
2022-08-0113716.760022971477
2022-09-0111676.584907073715
2022-10-0111087.025276947788
2022-11-0111769.677650250938
2022-12-019939.824717642261
2023-01-0111376.291105211028
2023-02-0110173.659372945258
2023-03-0112767.31391855113
2023-04-0112204.762419995172
2023-05-0112392.487661154066
2023-06-0111632.264937702352
2023-07-0111503.091994107315
2023-08-0110434.793464781229
2023-09-018937.735644907572
2023-10-018497.157695860973
2023-11-0110034.956595560512
2023-12-0110885.691932517126
2024-01-0110556.767014290588
2024-02-019101.990029047265
2024-03-019428.168357622619
2024-04-018917.80206243914
2024-05-0112241.342000349567
2024-06-0111014.906491106874
2024-07-0110906.208124911567
2024-08-0111196.43109805325
2024-09-0112835.187974931127
2024-10-0112017.786248741144
2024-11-0112682.169639364456
2024-12-0110989.60457432022
2025-01-0110604.20810826557
2025-02-0111215.698840606248
2025-03-0111243.87219202823
2025-04-0111461.352154408276
2025-05-0111988.447677467144
2025-06-0113371.272336848411
2025-07-0114941.697392404432
2025-08-0113897.119410065834
2025-09-0114194.042397356614
2025-10-0117839.474319386758
2025-11-0117266.061307210213
2025-12-0115955.188973691002
2026-01-0117328.483799282556
2026-02-0117782.08724167492
2026-03-0116575.25239494294
2026-04-0118148.299195166
Annual Return Matrix
YearAnnual Return
2021-0.34949380235071603
2022-0.22491668370310514
20230.09515934553614791
20240.009545800344826327
20250.45184377343057736
20260.13745435576421472
Total Factor Risk
0.41668791617878703
VTI.US Exposure
-0.05697471985706065
VEA.US Exposure
0.02171965018531705
VWO.US Exposure
0.0011905895138583855
QQQ.US Exposure
0.20530432900230589
VTV.US Exposure
0.03925721154040159
IJR.US Exposure
0.009618500533508047
QUAL.US Exposure
-0.050181942448383435
SHV.US Exposure
0.3529012297816677
TLT.US Exposure
-0.033982017066629615
LQD.US Exposure
0.06294919643708494
HYG.US Exposure
0.0009182443374325283
GLD.US Exposure
0.04460673057980028
USO.US Exposure
0.002596749188710094
VNQ.US Exposure
0.03822366410057391
BTC-USD.CC Exposure
0.003019704275826713
CPER.US Exposure
-0.006625915867017597
VIX.INDX Exposure
0.01920751967472838
UUP.US Exposure
-0.00546909382066148
TIP.US Exposure
0.15337711445439725
Idiosyncratic Exposure
0.19834325545414
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.7%

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 →3.79%
Market Cap$7.4B
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
$163
Avg Yield on Cost
1.63%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$163.131.63%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 →
+5.2%
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 →
+13.9%
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 →
0.9% 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.US) has an annualized volatility of 41.7% and experienced a maximum drawdown of 56.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BEPC.US has generated a Compound Annual Growth Rate (CAGR) of 10.9%. 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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