Using atomistic simulations we investigate the thermodynamical properties of a single atomic layer of hexagonal boron nitride (h-BN). The thermal induced ripples, heat capacity, and thermal lattice expansion of large scale h-BN sheets are determined and compared to those found for graphene (GE) for temperatures up to 1000 K. By analyzing the mean square height fluctuations \(< h^2>\) and the height-height correlation function \(H(q)\) we found that the h-BN sheet is a less stiff material as compared to graphene. The bending rigidity of h-BN: i) is about 16% smaller than the one of GE at room temperature (300 K), and ii) increases with temperature as in GE. The difference in stiffness between h-BN and GE results in unequal responses to external uniaxial and shear stress and different buckling transitions. In contrast to a GE sheet, the buckling transition of a h-BN sheet depends strongly on the direction of the applied compression. The molar heat capacity, thermal expansion coefficient and the Gruneisen parameter are estimated to be 25.2 J\,mol\(^{-1}\)\,K\(^{-1}\), 7.2\(\times10^{-6}\)K\(^{-1}\) and 0.89, respectively.