PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSLR vs. NEE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FSLR vs. NEE - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%1,100.00%JuneJulyAugustSeptemberOctoberNovember
652.02%
885.89%
FSLR
NEE

Returns By Period

In the year-to-date period, FSLR achieves a 7.99% return, which is significantly lower than NEE's 28.77% return. Both investments have delivered pretty close results over the past 10 years, with FSLR having a 13.84% annualized return and NEE not far ahead at 14.36%.


FSLR

YTD

7.99%

1M

-3.31%

6M

-32.77%

1Y

16.49%

5Y (annualized)

27.94%

10Y (annualized)

13.84%

NEE

YTD

28.77%

1M

-9.95%

6M

1.17%

1Y

36.09%

5Y (annualized)

8.07%

10Y (annualized)

14.36%

Fundamentals


FSLRNEE
Market Cap$19.79B$158.10B
EPS$11.61$3.37
PE Ratio15.9222.81
PEG Ratio0.273.14
Total Revenue (TTM)$3.85B$26.29B
Gross Profit (TTM)$1.79B$13.29B
EBITDA (TTM)$1.74B$15.46B

Key characteristics


FSLRNEE
Sharpe Ratio0.311.40
Sortino Ratio0.871.85
Omega Ratio1.101.25
Calmar Ratio0.300.95
Martin Ratio0.856.06
Ulcer Index19.48%5.96%
Daily Std Dev53.64%25.77%
Max Drawdown-96.22%-47.81%
Current Drawdown-40.20%-12.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between FSLR and NEE is 0.24, 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.

Risk-Adjusted Performance

FSLR vs. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Solar, Inc. (FSLR) 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 FSLR, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.311.40
The chart of Sortino ratio for FSLR, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.871.85
The chart of Omega ratio for FSLR, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.25
The chart of Calmar ratio for FSLR, currently valued at 0.30, compared to the broader market0.002.004.006.000.300.95
The chart of Martin ratio for FSLR, currently valued at 0.85, compared to the broader market0.0010.0020.0030.000.856.06
FSLR
NEE

The current FSLR Sharpe Ratio is 0.31, which is lower than the NEE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FSLR 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.31
1.40
FSLR
NEE

Dividends

FSLR vs. NEE - Dividend Comparison

FSLR has not paid dividends to shareholders, while NEE's dividend yield for the trailing twelve months is around 2.71%.


TTM20232022202120202019201820172016201520142013
FSLR
First Solar, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%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

FSLR vs. NEE - Drawdown Comparison

The maximum FSLR drawdown since its inception was -96.22%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for FSLR and NEE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-40.20%
-12.02%
FSLR
NEE

Volatility

FSLR vs. NEE - Volatility Comparison

First Solar, Inc. (FSLR) has a higher volatility of 17.99% compared to NextEra Energy, Inc. (NEE) at 9.14%. This indicates that FSLR'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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
17.99%
9.14%
FSLR
NEE

Financials

FSLR vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between First Solar, 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