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FIE.DE vs. NEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FIE.DE vs. NEE - Performance Comparison

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

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Different Trading Currencies

FIE.DE 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, FIE.DE achieves a -4.02% return, which is significantly lower than NEE's 7.35% return. Over the past 10 years, FIE.DE has underperformed NEE with an annualized return of -1.90%, while NEE has yielded a comparatively higher 13.30% annualized return.


FIE.DE

1D
-4.57%
1M
-1.30%
YTD
-4.02%
6M
-2.56%
1Y
-24.67%
3Y*
-1.83%
5Y*
-6.93%
10Y*
-1.90%

NEE

1D
-1.07%
1M
-10.81%
YTD
7.35%
6M
0.79%
1Y
19.34%
3Y*
4.65%
5Y*
6.76%
10Y*
13.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIE.DE vs. NEE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIE.DE
Fielmann Aktiengesellschaft
-4.02%7.30%-12.91%33.37%-35.00%-9.32%-4.80%37.30%-24.13%20.13%
NEE
NextEra Energy, Inc.
7.35%1.77%29.48%-27.54%-2.88%32.62%19.34%45.91%19.67%17.88%

Correlation

The correlation between FIE.DE and NEE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.11

The correlation between FIE.DE and NEE shifts across timeframes, from -0.06 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FIE.DE vs. NEE — Risk / Return Rank

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

FIE.DE
FIE.DE Risk / Return Rank: 88
Overall Rank
FIE.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FIE.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
FIE.DE Omega Ratio Rank: 77
Omega Ratio Rank
FIE.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
FIE.DE Martin Ratio Rank: 1414
Martin Ratio Rank

NEE
NEE Risk / Return Rank: 6767
Overall Rank
NEE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NEE Sortino Ratio Rank: 6262
Sortino Ratio Rank
NEE Omega Ratio Rank: 6262
Omega Ratio Rank
NEE Calmar Ratio Rank: 6868
Calmar Ratio Rank
NEE Martin Ratio Rank: 7373
Martin Ratio Rank
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.

FIE.DE vs. NEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fielmann Aktiengesellschaft (FIE.DE) 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.


FIE.DENEEDifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-2.79

Omega ratioGain probability vs. loss probability

0.82

1.16

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.78

1.40

-2.18

Martin ratioReturn relative to average drawdown

-1.21

4.10

-5.31

FIE.DE vs. NEE - Sharpe Ratio Comparison

The current FIE.DE Sharpe Ratio is -1.06, which is lower than the NEE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of FIE.DE 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.


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Sharpe Ratios by Period


FIE.DENEEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.06

0.81

-1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.25

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.52

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.56

-0.23

Drawdowns

FIE.DE vs. NEE - Drawdown Comparison

The maximum FIE.DE drawdown since its inception was -59.73%, which is greater than NEE's maximum drawdown of -47.01%. Use the drawdown chart below to compare losses from any high point for FIE.DE and NEE.


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Drawdown Indicators


FIE.DENEEDifference

Max Drawdown

Largest peak-to-trough decline

-59.73%

-47.01%

-12.72%

Max Drawdown (1Y)

Largest decline over 1 year

-31.51%

-13.88%

-17.63%

Max Drawdown (3Y)

Largest decline over 3 years

-31.51%

-32.34%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-56.07%

-47.01%

-9.06%

Max Drawdown (10Y)

Largest decline over 10 years

-59.73%

-47.01%

-12.72%

Current Drawdown

Current decline from peak

-36.00%

-12.64%

-23.36%

Average Drawdown

Average peak-to-trough decline

-14.88%

-10.10%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.33%

4.74%

+15.59%

Volatility

FIE.DE vs. NEE - Volatility Comparison

The current volatility for Fielmann Aktiengesellschaft (FIE.DE) is 7.72%, while NextEra Energy, Inc. (NEE) has a volatility of 8.66%. This indicates that FIE.DE 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.


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Volatility by Period


FIE.DENEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

8.66%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

18.58%

16.71%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

23.26%

24.12%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.78%

26.74%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.55%

25.71%

-1.16%

Dividends

FIE.DE vs. NEE - Dividend Comparison

FIE.DE's dividend yield for the trailing twelve months is around 2.75%, more than NEE's 2.08% yield.


PositionTTM20252024202320222021202020192018201720162015
FIE.DE
Fielmann Aktiengesellschaft
2.75%2.64%2.42%1.54%4.05%2.03%2.93%2.64%3.43%2.45%2.79%2.35%
NEE
NextEra Energy, Inc.
2.08%2.82%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%

Financials

FIE.DE vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between Fielmann Aktiengesellschaft 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


Please note, different currencies. FIE.DE values in EUR, NEE values in USD

Frequently Asked Questions


FIE.DE and NEE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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