NEE NextEra Ener...

Fundamental Data

Get detailed Fundamental insights of NextEra Energy Inc. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.05 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of NEE

Started Recovered Drawdown Days
Jan 3, 2022 Jul 19, 2024 -47.17% 929
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 - July 19, 2024

Annual Return (%)

NEE
S&P500
Metric NEE S&P500
Cumulative Return +169.97% +167.24%
Compound Annual Growth Rate (CAGR) +7.45% +7.37%
Sharpe 0.55 0.67
Sortino 0.78 0.93
Max Drawdown -47.17% -34.1%
Longest Drawdown Days 929 745
Volatility (ann.) 24.4% 17.83%
Correlation 50.25% -
R^2 0.25 -
Calmar 0.16 0.22
Skew -0.22 -0.55
Kurtosis 10.73 12.70
Expected Daily +0.04% +0.04%
Expected Monthly +0.87% +0.86%
Expected Yearly +10.44% +10.33%
Kelly Criterion 3.13% 2.59%
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 0.11 0.14
Gain/Pain (1M) 0.62 0.76
Payoff Ratio 0.89 0.88
Profit Factor 1.11 1.14
Outlier Win Ratio 3.48 4.77
Outlier Loss Ratio 3.49 4.99
MTD +1.68% +0.88%
3M +12.48% +9.90%
6M +24.89% +15.22%
YTD +18.54% +15.50%
1Y -0.07% +20.87%
3Y (ann.) -3.70% +5.42%
Best Day +13.67% +9.06%
Worst Day -13.43% -10.94%
Best Month -13.43% -10.94%
Worst Month -16.32% -13.00%
Best Year +39.30% +28.79%
Worst Year -27.34% -19.48%
Avg. Drawdown -2.88% -1.80%
Avg. Drawdown Days 26 21
Recovery Factor 2.71 3.33
Ulcer Index 0.14 0.08
Avg. Up Month +4.84% +3.62%
Avg. Down Month -6.41% -5.53%
Win Days 54.35% 54.28%
Win Month 63.48% 66.96%
Win Quarter 64.10% 76.92%
Win Year 70.00% 70.00%