0HIT.L vs. NEE

Last updated Jun 5, 2026

0HIT.L (Iberdrola) and NEE (NextEra Energy, Inc.) are both stocks. Both are in the Utilities sector — 0HIT.L in Utilities - Diversified, NEE in Utilities - Regulated Electric. Over the past 10 years, 0HIT.L returned 16.03%/yr vs 13.69%/yr for NEE. At a 0.18 correlation, their price movements are largely independent.

Performance

0HIT.L vs. NEE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Iberdrola (0HIT.L) and NextEra Energy, Inc. (NEE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

0HIT.L is traded in EUR, while NEE is traded in USD. To make them comparable, the NEE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0HIT.L achieves a 5.43% return, which is significantly lower than NEE's 10.57% return. Over the past 10 years, 0HIT.L has outperformed NEE with an annualized return of 16.03%, while NEE has yielded a comparatively lower 13.69% annualized return.

0HIT.L

• 1D: -1.28%
• 1M: -2.51%
• YTD: 5.43%
• 6M: 8.91%
• 1Y: 24.75%
• 3Y*: 22.79%
• 5Y*: 16.68%
• 10Y*: 16.03%

NEE

• 1D: 1.73%
• 1M: -7.56%
• YTD: 10.57%
• 6M: 5.82%
• 1Y: 22.71%
• 3Y*: 5.86%
• 5Y*: 7.40%
• 10Y*: 13.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

0HIT.L vs. NEE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
0HIT.L Iberdrola	5.43%	44.01%	15.99%	12.81%	8.81%	-8.42%	31.77%	35.84%	12.61%	6.70%
NEE NextEra Energy, Inc.	10.57%	1.77%	29.48%	-27.54%	-2.88%	32.62%	19.34%	45.91%	19.67%	17.88%

Correlation

The correlation between 0HIT.L and NEE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007	0.18

Return for Risk

0HIT.L vs. NEE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0HIT.L

0HIT.L Risk / Return Rank: 71
0HIT.L Sharpe Ratio Rank: 65
0HIT.L Sortino Ratio Rank: 60
0HIT.L Omega Ratio Rank: 71
0HIT.L Calmar Ratio Rank: 75
0HIT.L Martin Ratio Rank: 82

NEE

NEE Risk / Return Rank: 69
NEE Sharpe Ratio Rank: 72
NEE Sortino Ratio Rank: 65
NEE Omega Ratio Rank: 65
NEE Calmar Ratio Rank: 70
NEE Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

0HIT.L vs. NEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iberdrola (0HIT.L) and NextEra Energy, Inc. (NEE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	0HIT.L	NEE	Difference
Sharpe ratio: Return per unit of total volatility	0.72	0.95	-0.23
Sortino ratio: Return per unit of downside risk	1.25	1.43	-0.18
Omega ratio: Gain probability vs. loss probability	1.24	1.18	+0.05
Calmar ratio: Return relative to maximum drawdown	2.00	1.65	+0.35
Martin ratio: Return relative to average drawdown	7.22	4.71	+2.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

0HIT.L vs. NEE - Sharpe Ratio Comparison

The current 0HIT.L Sharpe Ratio is 0.72, which is comparable to the NEE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of 0HIT.L and NEE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	0HIT.L	NEE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	0.95	-0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.28	+0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.53	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.58	-0.27

Drawdowns

0HIT.L vs. NEE - Drawdown Comparison

The maximum 0HIT.L drawdown since its inception was -72.74%, which is greater than NEE's maximum drawdown of -47.01%. Use the drawdown chart below to compare losses from any high point for 0HIT.L and NEE.

Drawdown Indicators

	0HIT.L	NEE	Difference
Max Drawdown Largest peak-to-trough decline	-72.74%	-47.01%	-25.73%
Max Drawdown (1Y) Largest decline over 1 year	-12.43%	-13.80%	+1.37%
Max Drawdown (3Y) Largest decline over 3 years	-15.95%	-32.34%	+16.39%
Max Drawdown (5Y) Largest decline over 5 years	-19.47%	-47.01%	+27.54%
Max Drawdown (10Y) Largest decline over 10 years	-28.38%	-47.01%	+18.63%
Current Drawdown Current decline from peak	-5.37%	-10.02%	+4.65%
Average Drawdown Average peak-to-trough decline	-25.36%	-10.10%	-15.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	4.83%	-1.38%

Volatility

0HIT.L vs. NEE - Volatility Comparison

The current volatility for Iberdrola (0HIT.L) is 5.94%, while NextEra Energy, Inc. (NEE) has a volatility of 8.86%. This indicates that 0HIT.L experiences smaller price fluctuations and is considered to be less risky than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	0HIT.L	NEE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.94%	8.86%	-2.92%
Volatility (6M) Calculated over the trailing 6-month period	32.11%	16.79%	+15.32%
Volatility (1Y) Calculated over the trailing 1-year period	34.39%	24.03%	+10.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.44%	26.74%	-3.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.08%	25.71%	+1.37%

Dividends

0HIT.L vs. NEE - Dividend Comparison

0HIT.L's dividend yield for the trailing twelve months is around 2.80%, more than NEE's 2.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
0HIT.L Iberdrola	2.80%	2.82%	3.40%	3.41%	3.34%	3.28%	2.76%	3.09%	3.77%	2.06%	2.05%	0.37%
NEE NextEra Energy, Inc.	2.77%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%

Financials

Frequently Asked Questions

Can I hold both 0HIT.L and NEE in my portfolio?

0HIT.L and NEE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.