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

Correlation

The correlation between HES and NEE is 0.20, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

HES vs. NEE - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%NovemberDecember2025FebruaryMarchApril
870.15%
1,651.94%
HES
NEE

Key characteristics

Sharpe Ratio

HES:

-0.51

NEE:

0.36

Sortino Ratio

HES:

-0.51

NEE:

0.65

Omega Ratio

HES:

0.93

NEE:

1.09

Calmar Ratio

HES:

-0.57

NEE:

0.33

Martin Ratio

HES:

-1.11

NEE:

0.96

Ulcer Index

HES:

11.97%

NEE:

10.40%

Daily Std Dev

HES:

25.87%

NEE:

27.47%

Max Drawdown

HES:

-74.83%

NEE:

-47.81%

Current Drawdown

HES:

-17.97%

NEE:

-21.91%

Fundamentals

Market Cap

HES:

$41.18B

NEE:

$137.74B

EPS

HES:

$8.98

NEE:

$3.37

PE Ratio

HES:

14.87

NEE:

19.85

PEG Ratio

HES:

2.19

NEE:

2.55

Total Revenue (TTM)

HES:

$9.53B

NEE:

$19.07B

Gross Profit (TTM)

HES:

$6.47B

NEE:

$10.10B

EBITDA (TTM)

HES:

$5.21B

NEE:

$9.72B

Returns By Period

In the year-to-date period, HES achieves a 0.75% return, which is significantly higher than NEE's -5.90% return. Over the past 10 years, HES has underperformed NEE with an annualized return of 8.12%, while NEE has yielded a comparatively higher 12.76% annualized return.


HES

YTD

0.75%

1M

-5.18%

6M

-4.17%

1Y

-13.25%

5Y*

33.80%

10Y*

8.12%

NEE

YTD

-5.90%

1M

-5.07%

6M

-19.01%

1Y

7.95%

5Y*

6.39%

10Y*

12.76%

*Annualized

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

HES vs. NEE — Risk-Adjusted Performance Rank

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

HES
The Risk-Adjusted Performance Rank of HES is 2626
Overall Rank
The Sharpe Ratio Rank of HES is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of HES is 2828
Sortino Ratio Rank
The Omega Ratio Rank of HES is 2626
Omega Ratio Rank
The Calmar Ratio Rank of HES is 2020
Calmar Ratio Rank
The Martin Ratio Rank of HES is 2929
Martin Ratio Rank

NEE
The Risk-Adjusted Performance Rank of NEE is 6565
Overall Rank
The Sharpe Ratio Rank of NEE is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of NEE is 5959
Sortino Ratio Rank
The Omega Ratio Rank of NEE is 5959
Omega Ratio Rank
The Calmar Ratio Rank of NEE is 7070
Calmar Ratio Rank
The Martin Ratio Rank of NEE is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HES vs. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hess Corporation (HES) 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 HES, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.00
HES: -0.51
NEE: 0.36
The chart of Sortino ratio for HES, currently valued at -0.51, compared to the broader market-6.00-4.00-2.000.002.004.00
HES: -0.51
NEE: 0.65
The chart of Omega ratio for HES, currently valued at 0.93, compared to the broader market0.501.001.502.00
HES: 0.93
NEE: 1.09
The chart of Calmar ratio for HES, currently valued at -0.57, compared to the broader market0.001.002.003.004.00
HES: -0.57
NEE: 0.33
The chart of Martin ratio for HES, currently valued at -1.11, compared to the broader market-10.000.0010.0020.00
HES: -1.11
NEE: 0.96

The current HES Sharpe Ratio is -0.51, which is lower than the NEE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of HES 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.51
0.36
HES
NEE

Dividends

HES vs. NEE - Dividend Comparison

HES's dividend yield for the trailing twelve months is around 1.45%, less than NEE's 3.16% yield.


TTM20242023202220212020201920182017201620152014
HES
Hess Corporation
1.45%1.41%1.22%1.06%1.35%1.89%1.50%2.47%2.11%1.61%2.06%1.35%
NEE
NextEra Energy, Inc.
3.16%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%

Drawdowns

HES vs. NEE - Drawdown Comparison

The maximum HES drawdown since its inception was -74.83%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for HES and NEE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.97%
-21.91%
HES
NEE

Volatility

HES vs. NEE - Volatility Comparison

Hess Corporation (HES) has a higher volatility of 14.71% compared to NextEra Energy, Inc. (NEE) at 11.55%. This indicates that HES'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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.71%
11.55%
HES
NEE

Financials

HES vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between Hess Corporation 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 © 2025 PortfoliosLab