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

Correlation

The correlation between GPC and NEE is 0.32, 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.


-0.50.00.51.00.3

Performance

GPC vs. NEE - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-16.90%
-0.26%
GPC
NEE

Key characteristics

Sharpe Ratio

GPC:

-0.41

NEE:

0.92

Sortino Ratio

GPC:

-0.34

NEE:

1.30

Omega Ratio

GPC:

0.94

NEE:

1.17

Calmar Ratio

GPC:

-0.35

NEE:

0.61

Martin Ratio

GPC:

-0.94

NEE:

3.41

Ulcer Index

GPC:

13.81%

NEE:

6.82%

Daily Std Dev

GPC:

31.64%

NEE:

25.33%

Max Drawdown

GPC:

-54.89%

NEE:

-47.81%

Current Drawdown

GPC:

-34.76%

NEE:

-17.04%

Fundamentals

Market Cap

GPC:

$16.47B

NEE:

$148.62B

EPS

GPC:

$7.76

NEE:

$3.37

PE Ratio

GPC:

15.27

NEE:

21.45

PEG Ratio

GPC:

4.76

NEE:

2.94

Total Revenue (TTM)

GPC:

$23.30B

NEE:

$26.29B

Gross Profit (TTM)

GPC:

$8.30B

NEE:

$14.94B

EBITDA (TTM)

GPC:

$1.89B

NEE:

$15.46B

Returns By Period

In the year-to-date period, GPC achieves a -13.99% return, which is significantly lower than NEE's 21.43% return. Over the past 10 years, GPC has underperformed NEE with an annualized return of 3.62%, while NEE has yielded a comparatively higher 13.31% annualized return.


GPC

YTD

-13.99%

1M

-3.39%

6M

-16.90%

1Y

-13.97%

5Y*

4.66%

10Y*

3.62%

NEE

YTD

21.43%

1M

-6.15%

6M

-0.26%

1Y

23.75%

5Y*

5.86%

10Y*

13.31%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

GPC vs. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genuine Parts Company (GPC) 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 GPC, currently valued at -0.41, compared to the broader market-4.00-2.000.002.00-0.410.92
The chart of Sortino ratio for GPC, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.341.30
The chart of Omega ratio for GPC, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.17
The chart of Calmar ratio for GPC, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.350.61
The chart of Martin ratio for GPC, currently valued at -0.94, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.943.41
GPC
NEE

The current GPC Sharpe Ratio is -0.41, which is lower than the NEE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of GPC 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.41
0.92
GPC
NEE

Dividends

GPC vs. NEE - Dividend Comparison

GPC's dividend yield for the trailing twelve months is around 3.46%, more than NEE's 2.87% yield.


TTM20232022202120202019201820172016201520142013
GPC
Genuine Parts Company
3.46%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
NEE
NextEra Energy, Inc.
2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%

Drawdowns

GPC vs. NEE - Drawdown Comparison

The maximum GPC drawdown since its inception was -54.89%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for GPC and NEE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.76%
-17.04%
GPC
NEE

Volatility

GPC vs. NEE - Volatility Comparison

Genuine Parts Company (GPC) has a higher volatility of 6.88% compared to NextEra Energy, Inc. (NEE) at 5.59%. This indicates that GPC'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%JulyAugustSeptemberOctoberNovemberDecember
6.88%
5.59%
GPC
NEE

Financials

GPC vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between Genuine Parts Company 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab