PortfoliosLab logoPortfoliosLab logo
NEE vs. CWEN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NEE vs. CWEN - Performance Comparison

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

Loading graphics...

NEE vs. CWEN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEE
NextEra Energy, Inc.
16.45%15.47%21.46%-25.30%-8.54%23.39%30.06%42.69%14.30%34.39%
CWEN
Clearway Energy, Inc.
21.45%35.48%0.87%-8.93%-7.89%17.83%67.04%21.37%-2.11%26.92%

Fundamentals

EPS

NEE:

$3.30

CWEN:

$0.94

PE Ratio

NEE:

28.13

CWEN:

42.43

PEG Ratio

NEE:

1.43

CWEN:

0.16

PS Ratio

NEE:

7.00

CWEN:

2.81

Total Revenue (TTM)

NEE:

$27.48B

CWEN:

$1.12B

Gross Profit (TTM)

NEE:

$17.26B

CWEN:

$738.00M

EBITDA (TTM)

NEE:

$15.53B

CWEN:

$878.00M

Returns By Period

In the year-to-date period, NEE achieves a 16.45% return, which is significantly lower than CWEN's 21.45% return. Over the past 10 years, NEE has underperformed CWEN with an annualized return of 14.98%, while CWEN has yielded a comparatively higher 16.81% annualized return.


NEE

1D
-0.03%
1M
0.15%
YTD
16.45%
6M
19.63%
1Y
34.81%
3Y*
9.55%
5Y*
6.88%
10Y*
14.98%

CWEN

1D
1.58%
1M
4.81%
YTD
21.45%
6M
37.07%
1Y
38.24%
3Y*
14.96%
5Y*
12.40%
10Y*
16.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

NEE vs. CWEN — Risk / Return Rank

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

NEE
NEE Risk / Return Rank: 8080
Overall Rank
NEE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NEE Sortino Ratio Rank: 7474
Sortino Ratio Rank
NEE Omega Ratio Rank: 7575
Omega Ratio Rank
NEE Calmar Ratio Rank: 8686
Calmar Ratio Rank
NEE Martin Ratio Rank: 8282
Martin Ratio Rank

CWEN
CWEN Risk / Return Rank: 7878
Overall Rank
CWEN Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CWEN Sortino Ratio Rank: 7474
Sortino Ratio Rank
CWEN Omega Ratio Rank: 7575
Omega Ratio Rank
CWEN Calmar Ratio Rank: 8383
Calmar Ratio Rank
CWEN Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NEE vs. CWEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NextEra Energy, Inc. (NEE) and Clearway Energy, Inc. (CWEN). 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.


NEECWENDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.31

+0.05

Sortino ratio

Return per unit of downside risk

1.82

1.83

0.00

Omega ratio

Gain probability vs. loss probability

1.25

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

3.13

2.77

+0.37

Martin ratio

Return relative to average drawdown

6.93

6.21

+0.72

NEE vs. CWEN - Sharpe Ratio Comparison

The current NEE Sharpe Ratio is 1.36, which is comparable to the CWEN Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of NEE and CWEN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NEECWENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.31

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.42

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.54

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.23

+0.41

Correlation

The correlation between NEE and CWEN is 0.41, 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.


Dividends

NEE vs. CWEN - Dividend Comparison

NEE's dividend yield for the trailing twelve months is around 2.50%, less than CWEN's 4.50% yield.


TTM20252024202320222021202020192018201720162015
NEE
NextEra Energy, Inc.
2.50%2.82%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%
CWEN
Clearway Energy, Inc.
4.50%5.32%6.36%5.62%4.48%3.68%3.29%4.01%7.29%5.81%5.98%6.88%

Drawdowns

NEE vs. CWEN - Drawdown Comparison

The maximum NEE drawdown since its inception was -47.81%, smaller than the maximum CWEN drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for NEE and CWEN.


Loading graphics...

Drawdown Indicators


NEECWENDifference

Max Drawdown

Largest peak-to-trough decline

-47.81%

-79.41%

+31.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-14.15%

+3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-44.97%

-52.09%

+7.12%

Max Drawdown (10Y)

Largest decline over 10 years

-44.97%

-52.09%

+7.12%

Current Drawdown

Current decline from peak

-2.30%

-0.94%

-1.36%

Average Drawdown

Average peak-to-trough decline

-8.95%

-35.88%

+26.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

6.31%

-1.28%

Volatility

NEE vs. CWEN - Volatility Comparison

The current volatility for NextEra Energy, Inc. (NEE) is 5.20%, while Clearway Energy, Inc. (CWEN) has a volatility of 8.44%. This indicates that NEE experiences smaller price fluctuations and is considered to be less risky than CWEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NEECWENDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

8.44%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

21.39%

-6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

25.78%

29.43%

-3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.53%

29.81%

-3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.24%

31.19%

-5.95%

Financials

NEE vs. CWEN - Financials Comparison

This section allows you to compare key financial metrics between NextEra Energy, Inc. and Clearway 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


0.002.00B4.00B6.00B8.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
6.56B
0
(NEE) Total Revenue
(CWEN) Total Revenue
Values in USD except per share items