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CWEN vs. NEE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CWEN and NEE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

CWEN vs. NEE - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
114.84%
265.12%
CWEN
NEE

Key characteristics

Sharpe Ratio

CWEN:

1.32

NEE:

0.68

Sortino Ratio

CWEN:

1.89

NEE:

1.05

Omega Ratio

CWEN:

1.24

NEE:

1.13

Calmar Ratio

CWEN:

0.92

NEE:

0.60

Martin Ratio

CWEN:

4.41

NEE:

1.74

Ulcer Index

CWEN:

8.82%

NEE:

10.32%

Daily Std Dev

CWEN:

29.48%

NEE:

26.48%

Max Drawdown

CWEN:

-58.71%

NEE:

-47.81%

Current Drawdown

CWEN:

-13.62%

NEE:

-15.80%

Fundamentals

Market Cap

CWEN:

$6.04B

NEE:

$144.98B

EPS

CWEN:

$0.75

NEE:

$3.37

PE Ratio

CWEN:

40.80

NEE:

20.91

PEG Ratio

CWEN:

1.51

NEE:

2.70

Total Revenue (TTM)

CWEN:

$1.11B

NEE:

$19.07B

Gross Profit (TTM)

CWEN:

$416.00M

NEE:

$10.10B

EBITDA (TTM)

CWEN:

$832.00M

NEE:

$9.72B

Returns By Period

In the year-to-date period, CWEN achieves a 20.27% return, which is significantly higher than NEE's 1.46% return.


CWEN

YTD

20.27%

1M

14.97%

6M

8.65%

1Y

37.97%

5Y*

16.66%

10Y*

N/A

NEE

YTD

1.46%

1M

1.82%

6M

-13.91%

1Y

18.58%

5Y*

8.02%

10Y*

13.48%

*Annualized

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Risk-Adjusted Performance

CWEN vs. NEE — Risk-Adjusted Performance Rank

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

CWEN
The Risk-Adjusted Performance Rank of CWEN is 8484
Overall Rank
The Sharpe Ratio Rank of CWEN is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of CWEN is 8383
Sortino Ratio Rank
The Omega Ratio Rank of CWEN is 8181
Omega Ratio Rank
The Calmar Ratio Rank of CWEN is 8282
Calmar Ratio Rank
The Martin Ratio Rank of CWEN is 8484
Martin Ratio Rank

NEE
The Risk-Adjusted Performance Rank of NEE is 7171
Overall Rank
The Sharpe Ratio Rank of NEE is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of NEE is 6767
Sortino Ratio Rank
The Omega Ratio Rank of NEE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of NEE is 7676
Calmar Ratio Rank
The Martin Ratio Rank of NEE is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CWEN vs. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clearway Energy, Inc. (CWEN) 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.


Sharpe ratio
The chart of Sharpe ratio for CWEN, currently valued at 1.32, compared to the broader market-2.00-1.000.001.002.003.00
CWEN: 1.32
NEE: 0.68
The chart of Sortino ratio for CWEN, currently valued at 1.89, compared to the broader market-6.00-4.00-2.000.002.004.00
CWEN: 1.89
NEE: 1.05
The chart of Omega ratio for CWEN, currently valued at 1.24, compared to the broader market0.501.001.502.00
CWEN: 1.24
NEE: 1.13
The chart of Calmar ratio for CWEN, currently valued at 0.92, compared to the broader market0.001.002.003.004.005.00
CWEN: 0.92
NEE: 0.60
The chart of Martin ratio for CWEN, currently valued at 4.41, compared to the broader market-5.000.005.0010.0015.0020.00
CWEN: 4.41
NEE: 1.74

The current CWEN Sharpe Ratio is 1.32, which is higher than the NEE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of CWEN and NEE, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.32
0.68
CWEN
NEE

Dividends

CWEN vs. NEE - Dividend Comparison

CWEN's dividend yield for the trailing twelve months is around 5.46%, more than NEE's 2.93% yield.


TTM20242023202220212020201920182017201620152014
CWEN
Clearway Energy, Inc.
5.46%6.36%5.62%4.48%3.69%3.29%4.01%7.29%5.81%5.98%4.23%0.00%
NEE
NextEra Energy, Inc.
2.93%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%

Drawdowns

CWEN vs. NEE - Drawdown Comparison

The maximum CWEN drawdown since its inception was -58.71%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for CWEN and NEE. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-13.62%
-15.80%
CWEN
NEE

Volatility

CWEN vs. NEE - Volatility Comparison

The current volatility for Clearway Energy, Inc. (CWEN) is 4.91%, while NextEra Energy, Inc. (NEE) has a volatility of 8.67%. This indicates that CWEN 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
4.91%
8.67%
CWEN
NEE

Financials

CWEN vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between Clearway Energy, Inc. 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.


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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