FRE.DE vs. NEE
FRE.DE (Fresenius SE & Co. KGaA) and NEE (NextEra Energy, Inc.) are both stocks. FRE.DE operates in Medical Care Facilities (Healthcare), while NEE operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, FRE.DE returned -3.97%/yr vs 13.30%/yr for NEE. At a 0.10 correlation, their price movements are largely independent.
Performance
FRE.DE vs. NEE - Performance Comparison
Loading charts...
Different Trading Currencies
FRE.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, FRE.DE achieves a -24.54% return, which is significantly lower than NEE's 7.35% return. Over the past 10 years, FRE.DE has underperformed NEE with an annualized return of -3.97%, while NEE has yielded a comparatively higher 13.30% annualized return.
FRE.DE
- 1D
- -1.34%
- 1M
- -9.43%
- YTD
- -24.54%
- 6M
- -22.01%
- 1Y
- -15.01%
- 3Y*
- 12.99%
- 5Y*
- -2.14%
- 10Y*
- -3.97%
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%
FRE.DE vs. NEE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRE.DE Fresenius SE & Co. KGaA | -24.54% | 49.50% | 19.49% | 10.62% | -23.79% | -4.64% | -21.47% | 20.37% | -34.16% | -11.69% |
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 FRE.DE and NEE is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.10 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FRE.DE vs. NEE — Risk / Return Rank
FRE.DE
NEE
FRE.DE vs. NEE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresenius SE & Co. KGaA (FRE.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.
| FRE.DE | NEE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.16 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 1.40 | -1.90 |
| Martin ratioReturn relative to average drawdown | -1.43 | 4.10 | -5.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FRE.DE | NEE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.67 | 0.81 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.25 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.52 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.56 | -0.16 |
Drawdowns
FRE.DE vs. NEE - Drawdown Comparison
The maximum FRE.DE drawdown since its inception was -81.25%, which is greater than NEE's maximum drawdown of -47.01%. Use the drawdown chart below to compare losses from any high point for FRE.DE and NEE.
Loading charts...
Drawdown Indicators
| FRE.DE | NEE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.25% | -47.01% | -34.24% |
Max Drawdown (1Y)Largest decline over 1 year | -30.09% | -13.88% | -16.21% |
Max Drawdown (3Y)Largest decline over 3 years | -30.09% | -32.34% | +2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -56.59% | -47.01% | -9.58% |
Max Drawdown (10Y)Largest decline over 10 years | -71.79% | -47.01% | -24.78% |
Current DrawdownCurrent decline from peak | -44.90% | -12.64% | -32.26% |
Average DrawdownAverage peak-to-trough decline | -23.27% | -10.10% | -13.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.46% | 4.74% | +5.72% |
Volatility
FRE.DE vs. NEE - Volatility Comparison
Fresenius SE & Co. KGaA (FRE.DE) and NextEra Energy, Inc. (NEE) have volatilities of 8.35% and 8.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FRE.DE | NEE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.35% | 8.66% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 18.91% | 16.71% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.31% | 24.12% | -1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.39% | 26.74% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.41% | 25.71% | +1.70% |
Dividends
FRE.DE vs. NEE - Dividend Comparison
FRE.DE's dividend yield for the trailing twelve months is around 2.92%, more than NEE's 2.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRE.DE Fresenius SE & Co. KGaA | 2.92% | 2.04% | 0.00% | 3.28% | 3.50% | 2.49% | 4.44% | 1.59% | 1.77% | 0.95% | 0.74% | 0.58% |
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
FRE.DE vs. NEE - Financials Comparison
This section allows you to compare key financial metrics between Fresenius SE & Co. KGaA 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
Frequently Asked Questions
FRE.DE and NEE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for FRE.DE and NEE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer