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

Correlation

The correlation between NEE and AWK is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

NEE vs. AWK - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
592.74%
975.14%
NEE
AWK

Key characteristics

Sharpe Ratio

NEE:

0.53

AWK:

1.04

Sortino Ratio

NEE:

0.87

AWK:

1.59

Omega Ratio

NEE:

1.11

AWK:

1.20

Calmar Ratio

NEE:

0.47

AWK:

0.62

Martin Ratio

NEE:

1.38

AWK:

2.74

Ulcer Index

NEE:

10.23%

AWK:

8.42%

Daily Std Dev

NEE:

26.40%

AWK:

22.08%

Max Drawdown

NEE:

-47.81%

AWK:

-37.10%

Current Drawdown

NEE:

-17.23%

AWK:

-16.89%

Fundamentals

Market Cap

NEE:

$145.88B

AWK:

$28.67B

EPS

NEE:

$3.37

AWK:

$5.38

PE Ratio

NEE:

21.04

AWK:

27.32

PEG Ratio

NEE:

2.70

AWK:

3.83

Total Revenue (TTM)

NEE:

$19.07B

AWK:

$3.67B

Gross Profit (TTM)

NEE:

$10.10B

AWK:

$2.03B

EBITDA (TTM)

NEE:

$9.72B

AWK:

$2.08B

Returns By Period

In the year-to-date period, NEE achieves a -0.26% return, which is significantly lower than AWK's 18.81% return. Over the past 10 years, NEE has outperformed AWK with an annualized return of 13.38%, while AWK has yielded a comparatively lower 12.54% annualized return.


NEE

YTD

-0.26%

1M

1.07%

6M

-15.58%

1Y

15.05%

5Y*

7.19%

10Y*

13.38%

AWK

YTD

18.81%

1M

8.11%

6M

2.11%

1Y

25.02%

5Y*

6.52%

10Y*

12.54%

*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

NEE vs. AWK — Risk-Adjusted Performance Rank

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

NEE
The Risk-Adjusted Performance Rank of NEE is 6868
Overall Rank
The Sharpe Ratio Rank of NEE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NEE is 6363
Sortino Ratio Rank
The Omega Ratio Rank of NEE is 6262
Omega Ratio Rank
The Calmar Ratio Rank of NEE is 7373
Calmar Ratio Rank
The Martin Ratio Rank of NEE is 6868
Martin Ratio Rank

AWK
The Risk-Adjusted Performance Rank of AWK is 7979
Overall Rank
The Sharpe Ratio Rank of AWK is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of AWK is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AWK is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AWK is 7777
Calmar Ratio Rank
The Martin Ratio Rank of AWK is 7777
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.

NEE vs. AWK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NextEra Energy, Inc. (NEE) and American Water Works Company, Inc. (AWK). 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 NEE, currently valued at 0.53, compared to the broader market-2.00-1.000.001.002.003.00
NEE: 0.53
AWK: 1.04
The chart of Sortino ratio for NEE, currently valued at 0.87, compared to the broader market-6.00-4.00-2.000.002.004.00
NEE: 0.87
AWK: 1.59
The chart of Omega ratio for NEE, currently valued at 1.11, compared to the broader market0.501.001.502.00
NEE: 1.11
AWK: 1.20
The chart of Calmar ratio for NEE, currently valued at 0.47, compared to the broader market0.001.002.003.004.005.00
NEE: 0.47
AWK: 0.62
The chart of Martin ratio for NEE, currently valued at 1.38, compared to the broader market-5.000.005.0010.0015.0020.00
NEE: 1.38
AWK: 2.74

The current NEE Sharpe Ratio is 0.53, which is lower than the AWK Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of NEE and AWK, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.53
1.04
NEE
AWK

Dividends

NEE vs. AWK - Dividend Comparison

NEE's dividend yield for the trailing twelve months is around 2.98%, more than AWK's 2.08% yield.


TTM20242023202220212020201920182017201620152014
NEE
NextEra Energy, Inc.
2.98%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
AWK
American Water Works Company, Inc.
2.08%2.41%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%

Drawdowns

NEE vs. AWK - Drawdown Comparison

The maximum NEE drawdown since its inception was -47.81%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for NEE and AWK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.23%
-16.89%
NEE
AWK

Volatility

NEE vs. AWK - Volatility Comparison

NextEra Energy, Inc. (NEE) and American Water Works Company, Inc. (AWK) have volatilities of 8.42% and 8.56%, 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.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.42%
8.56%
NEE
AWK

Financials

NEE vs. AWK - Financials Comparison

This section allows you to compare key financial metrics between NextEra Energy, Inc. and American Water Works Company, 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