BEPC vs VST: returns, Sharpe ratio and drawdown

Over the past year, VST returned -21.74% against -29.05% for BEPC. Over five years, VST averaged +51.06% a year, compared with -7.13% for BEPC. VST had the higher Sharpe ratio over the past year (-0.34 vs -1.01), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -33.14% for VST and -37.05% for BEPC.