NEE NextEra Ener...

Fundamental Data

Get detailed Fundamental insights of NextEra Energy Inc. and compare it to the S&P500.
YTD Return
NEE +32.25%
vs.
SPY +15.63%
1-Year Return
NEE +20.13%
vs.
SPY +21.81%
3-Year Return
NEE +0.29%
vs.
SPY +6.05%

Worst 10 Drawdowns of NEE

Started Recovered Drawdown Days
Jan 3, 2022 Sep 5, 2024 -47.17% 977
Mar 5, 2020 Jul 29, 2020 -35.63% 147
Jan 26, 2021 Nov 12, 2021 -18.61% 291
Jan 30, 2015 Jan 28, 2016 -15.26% 364
Jul 7, 2016 Feb 23, 2017 -13.69% 232
Feb 19, 2020 Mar 3, 2020 -10.38% 14
Dec 12, 2017 Mar 15, 2018 -8.77% 94
Dec 12, 2018 Feb 11, 2019 -8.15% 62
Sep 16, 2020 Oct 6, 2020 -7.57% 21
Nov 1, 2019 Dec 13, 2019 -6.83% 43

NEE vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 5, 2024

Annual Return (%)

NEE
S&P500
Metric NEE S&P500
Cumulative Return +201.2% +167.54%
Compound Annual Growth Rate (CAGR) +8.19% +7.28%
Sharpe 0.59 0.66
Sortino 0.84 0.92
Max Drawdown -47.17% -34.1%
Longest Drawdown Days 977 745
Volatility (ann.) 24.39% 17.85%
Correlation 49.7% -
R^2 0.25 -
Calmar 0.17 0.21
Skew -0.21 -0.55
Kurtosis 10.63 12.49
Expected Daily +0.05% +0.04%
Expected Monthly +0.95% +0.84%
Expected Yearly +11.66% +10.34%
Kelly Criterion 3.16% 2.58%
Risk of Ruin 0% 0%
Daily Value-at-Risk -2.47% -1.80%
Expected Shortfall (cVaR) -2.47% -1.80%
Max Consecutive Wins 12 10
Max Consecutive Losses 7 8
Gain/Pain Ratio 0.12 0.13
Gain/Pain (1M) 0.68 0.75
Payoff Ratio 0.89 0.88
Profit Factor 1.12 1.13
Outlier Win Ratio 3.49 4.79
Outlier Loss Ratio 3.46 4.91
MTD -0.22% -2.50%
3M +4.12% +4.02%
6M +46.13% +7.28%
Best Day +13.67% +9.06%
Worst Day -13.43% -10.94%
Best Month +19.49% +12.70%
Worst Month -16.32% -13.00%
Best Year +39.30% +28.79%
Worst Year -27.34% -19.48%
Avg. Drawdown -2.88% -1.83%
Avg. Drawdown Days 27 21
Recovery Factor 2.95 3.34
Ulcer Index 0.14 0.08
Avg. Up Month +4.96% +3.60%
Avg. Down Month -6.07% -5.36%
Win Days 54.40% 54.28%
Win Month 63.25% 66.67%
Win Quarter 64.10% 76.92%
Win Year 70.00% 70.00%

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