CTAS vs. NEE
Compare and contrast key facts about Cintas Corporation (CTAS) and NextEra Energy, Inc. (NEE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTAS or NEE.
Correlation
The correlation between CTAS and NEE is 0.36, 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.
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CTAS vs. NEE - Performance Comparison
Key characteristics
CTAS:
1.09
NEE:
0.78
CTAS:
1.50
NEE:
1.14
CTAS:
1.25
NEE:
1.15
CTAS:
1.23
NEE:
0.52
CTAS:
5.84
NEE:
2.71
CTAS:
4.12%
NEE:
7.26%
CTAS:
21.96%
NEE:
25.31%
CTAS:
-65.32%
NEE:
-47.81%
CTAS:
-19.60%
NEE:
-17.11%
Fundamentals
CTAS:
$73.72B
NEE:
$147.42B
CTAS:
$4.15
NEE:
$3.37
CTAS:
44.02
NEE:
21.27
CTAS:
3.78
NEE:
2.92
CTAS:
$9.94B
NEE:
$19.41B
CTAS:
$4.89B
NEE:
$10.53B
CTAS:
$2.46B
NEE:
$11.85B
Returns By Period
In the year-to-date period, CTAS achieves a -0.33% return, which is significantly lower than NEE's -0.11% return. Over the past 10 years, CTAS has outperformed NEE with an annualized return of 26.54%, while NEE has yielded a comparatively lower 13.39% annualized return.
CTAS
-0.33%
-18.22%
4.06%
26.53%
23.18%
26.54%
NEE
-0.11%
-6.13%
1.01%
18.88%
6.05%
13.39%
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Risk-Adjusted Performance
CTAS vs. NEE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cintas Corporation (CTAS) 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.
Dividends
CTAS vs. NEE - Dividend Comparison
CTAS's dividend yield for the trailing twelve months is around 0.80%, less than NEE's 2.88% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Cintas Corporation | 0.80% | 0.80% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% |
NextEra Energy, Inc. | 2.88% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
Drawdowns
CTAS vs. NEE - Drawdown Comparison
The maximum CTAS drawdown since its inception was -65.32%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for CTAS and NEE. For additional features, visit the drawdowns tool.
Volatility
CTAS vs. NEE - Volatility Comparison
Cintas Corporation (CTAS) has a higher volatility of 13.52% compared to NextEra Energy, Inc. (NEE) at 4.83%. This indicates that CTAS's price experiences larger fluctuations and is considered to be riskier than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CTAS vs. NEE - Financials Comparison
This section allows you to compare key financial metrics between Cintas Corporation and NextEra Energy, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
User Portfolios with CTAS or NEE
5%
YTD
Recent discussions
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Bee Zee
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Hi Guys,
Is there a way to upload or view and analyse broker portfolios in Portfolio Lab ? It would be a very useful feature.
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How is Sharpe ratio calculated?
The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???
Addendum:
Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!
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