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

Performance

EVRG vs. NEE - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
22.87%
1.17%
EVRG
NEE

Returns By Period

The year-to-date returns for both stocks are quite close, with EVRG having a 28.85% return and NEE slightly lower at 28.77%.


EVRG

YTD

28.85%

1M

4.80%

6M

22.87%

1Y

32.32%

5Y (annualized)

4.12%

10Y (annualized)

N/A

NEE

YTD

28.77%

1M

-9.95%

6M

1.17%

1Y

36.09%

5Y (annualized)

8.07%

10Y (annualized)

14.36%

Fundamentals


EVRGNEE
Market Cap$14.80B$158.10B
EPS$3.72$3.37
PE Ratio17.3022.81
PEG Ratio1.713.14
Total Revenue (TTM)$5.78B$26.29B
Gross Profit (TTM)$2.53B$13.29B
EBITDA (TTM)$2.59B$15.46B

Key characteristics


EVRGNEE
Sharpe Ratio1.911.40
Sortino Ratio2.661.85
Omega Ratio1.321.25
Calmar Ratio1.150.95
Martin Ratio8.476.06
Ulcer Index3.81%5.96%
Daily Std Dev16.92%25.77%
Max Drawdown-38.79%-47.81%
Current Drawdown-0.51%-12.02%

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Correlation

-0.50.00.51.00.6

The correlation between EVRG and NEE is 0.64, 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.

Risk-Adjusted Performance

EVRG vs. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evergy, Inc. (EVRG) 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 EVRG, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.911.40
The chart of Sortino ratio for EVRG, currently valued at 2.66, compared to the broader market-4.00-2.000.002.004.002.661.85
The chart of Omega ratio for EVRG, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.25
The chart of Calmar ratio for EVRG, currently valued at 1.15, compared to the broader market0.002.004.006.001.150.95
The chart of Martin ratio for EVRG, currently valued at 8.47, compared to the broader market0.0010.0020.0030.008.476.06
EVRG
NEE

The current EVRG Sharpe Ratio is 1.91, which is higher than the NEE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of EVRG 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 Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.91
1.40
EVRG
NEE

Dividends

EVRG vs. NEE - Dividend Comparison

EVRG's dividend yield for the trailing twelve months is around 4.04%, more than NEE's 2.71% yield.


TTM20232022202120202019201820172016201520142013
EVRG
Evergy, Inc.
4.04%4.75%3.71%3.17%3.69%2.97%1.65%0.00%0.00%0.00%0.00%0.00%
NEE
NextEra Energy, Inc.
2.71%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%

Drawdowns

EVRG vs. NEE - Drawdown Comparison

The maximum EVRG drawdown since its inception was -38.79%, smaller than the maximum NEE drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for EVRG and NEE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.51%
-12.02%
EVRG
NEE

Volatility

EVRG vs. NEE - Volatility Comparison

The current volatility for Evergy, Inc. (EVRG) is 4.82%, while NextEra Energy, Inc. (NEE) has a volatility of 9.14%. This indicates that EVRG 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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
4.82%
9.14%
EVRG
NEE

Financials

EVRG vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between Evergy, 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