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CQP vs. NEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CQP and NEP is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CQP vs. NEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cheniere Energy Partners, L.P. (CQP) and NextEra Energy Partners, LP (NEP). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.07%
-33.16%
CQP
NEP

Key characteristics

Sharpe Ratio

CQP:

0.24

NEP:

-0.73

Sortino Ratio

CQP:

0.50

NEP:

-0.88

Omega Ratio

CQP:

1.06

NEP:

0.89

Calmar Ratio

CQP:

0.24

NEP:

-0.45

Martin Ratio

CQP:

0.75

NEP:

-1.47

Ulcer Index

CQP:

7.54%

NEP:

23.24%

Daily Std Dev

CQP:

23.71%

NEP:

46.91%

Max Drawdown

CQP:

-78.46%

NEP:

-76.65%

Current Drawdown

CQP:

-9.53%

NEP:

-74.27%

Fundamentals

Market Cap

CQP:

$26.50B

NEP:

$1.67B

EPS

CQP:

$4.63

NEP:

$0.61

PE Ratio

CQP:

11.83

NEP:

29.28

PEG Ratio

CQP:

6.16

NEP:

3.64

Total Revenue (TTM)

CQP:

$8.93B

NEP:

$1.15B

Gross Profit (TTM)

CQP:

$4.72B

NEP:

$223.00M

EBITDA (TTM)

CQP:

$4.28B

NEP:

$549.00M

Returns By Period

In the year-to-date period, CQP achieves a 14.63% return, which is significantly higher than NEP's -33.78% return. Over the past 10 years, CQP has outperformed NEP with an annualized return of 13.02%, while NEP has yielded a comparatively lower -0.91% annualized return.


CQP

YTD

14.63%

1M

-2.53%

6M

13.36%

1Y

9.65%

5Y*

13.43%

10Y*

13.02%

NEP

YTD

-33.78%

1M

4.23%

6M

-32.76%

1Y

-33.65%

5Y*

-14.48%

10Y*

-0.91%

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Risk-Adjusted Performance

CQP vs. NEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy Partners, L.P. (CQP) and NextEra Energy Partners, LP (NEP). 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.


Sharpe ratio
The chart of Sharpe ratio for CQP, currently valued at 0.24, compared to the broader market-4.00-2.000.002.000.24-0.73
The chart of Sortino ratio for CQP, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.50-0.88
The chart of Omega ratio for CQP, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.89
The chart of Calmar ratio for CQP, currently valued at 0.24, compared to the broader market0.002.004.006.000.24-0.45
The chart of Martin ratio for CQP, currently valued at 0.75, compared to the broader market-5.000.005.0010.0015.0020.0025.000.75-1.47
CQP
NEP

The current CQP Sharpe Ratio is 0.24, which is higher than the NEP Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of CQP and NEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
0.24
-0.73
CQP
NEP

Dividends

CQP vs. NEP - Dividend Comparison

CQP's dividend yield for the trailing twelve months is around 6.51%, less than NEP's 20.56% yield.


TTM20232022202120202019201820172016201520142013
CQP
Cheniere Energy Partners, L.P.
6.51%8.36%6.82%6.30%7.28%6.08%6.07%5.79%5.90%6.52%5.31%5.93%
NEP
NextEra Energy Partners, LP
20.56%11.11%4.27%3.08%3.38%3.74%3.98%3.46%5.08%3.03%0.56%0.00%

Drawdowns

CQP vs. NEP - Drawdown Comparison

The maximum CQP drawdown since its inception was -78.46%, roughly equal to the maximum NEP drawdown of -76.65%. Use the drawdown chart below to compare losses from any high point for CQP and NEP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.53%
-74.27%
CQP
NEP

Volatility

CQP vs. NEP - Volatility Comparison

The current volatility for Cheniere Energy Partners, L.P. (CQP) is 9.64%, while NextEra Energy Partners, LP (NEP) has a volatility of 15.26%. This indicates that CQP experiences smaller price fluctuations and is considered to be less risky than NEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.64%
15.26%
CQP
NEP

Financials

CQP vs. NEP - Financials Comparison

This section allows you to compare key financial metrics between Cheniere Energy Partners, L.P. and NextEra Energy Partners, LP. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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