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NEE vs. EGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NEE vs. EGLN.L

Last updated Jun 9, 2026

NEE (NextEra Energy, Inc.) is a stock, while EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, NEE returned 13.35%/yr vs 11.49%/yr for EGLN.L. At a 0.12 correlation, their price movements are largely independent.

Performance

NEE vs. EGLN.L - Performance Comparison

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

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Different Trading Currencies

NEE is traded in USD, while EGLN.L is traded in EUR. To make them comparable, the EGLN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NEE achieves a 6.13% return, which is significantly higher than EGLN.L's 0.45% return. Over the past 10 years, NEE has outperformed EGLN.L with an annualized return of 13.35%, while EGLN.L has yielded a comparatively lower 11.49% annualized return.

NEE

1D
-2.13%
1M
-9.10%
YTD
6.13%
6M
5.78%
1Y
19.79%
3Y*
7.41%
5Y*
5.75%
10Y*
13.35%

EGLN.L

1D
-0.22%
1M
-8.17%
YTD
0.45%
6M
3.04%
1Y
29.80%
3Y*
30.05%
5Y*
17.89%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEE vs. EGLN.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
NEE
NextEra Energy, Inc.		6.13%15.47%21.46%-25.30%-8.54%23.39%30.06%42.69%14.30%34.39%
EGLN.L
iShares Physical Gold ETC		0.45%65.63%26.01%12.82%-0.37%-3.23%23.75%18.25%-1.44%13.61%

Correlation

The correlation between NEE and EGLN.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.12

Compare stocks, funds, or ETFs

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

NextEra Energy, Inc.

iShares Physical Gold ETC

Often compared with NEE:
NEE vs. CEGNEE vs. DUKNEE vs. VSTNEE vs. FSLRNEE vs. NRGNEE vs. SPYNEE vs. BEPC
Often compared with EGLN.L:
EGLN.L vs. 4GLD.DEEGLN.L vs. XAUUSD=XEGLN.L vs. SPGP.LEGLN.L vs. GDXEGLN.L vs. VWRD.LEGLN.L vs. SGLN.LEGLN.L vs. IQQ0.DE

Return for Risk

NEE vs. EGLN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NEE
NEE Risk / Return Rank: 6767
Overall Rank
NEE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NEE Sortino Ratio Rank: 6262
Sortino Ratio Rank
NEE Omega Ratio Rank: 6262
Omega Ratio Rank
NEE Calmar Ratio Rank: 6868
Calmar Ratio Rank
NEE Martin Ratio Rank: 7272
Martin Ratio Rank
EGLN.L
EGLN.L Risk / Return Rank: 3636
Overall Rank
EGLN.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 4242
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 3131
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. EGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NextEra Energy, Inc. (NEE) and iShares Physical Gold ETC (EGLN.L). 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.

NEEEGLN.LDifference
Sharpe ratioReturn per unit of total volatility
0.84
1.21

-0.38

Sortino ratioReturn per unit of downside risk
1.29
1.64

-0.34

Omega ratioGain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratioReturn relative to maximum drawdown

1.37

1.62

-0.25

Martin ratioReturn relative to average drawdown

3.95

4.27

-0.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NEE vs. EGLN.L - Sharpe Ratio Comparison

The current NEE Sharpe Ratio is 0.84, which is lower than the EGLN.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of NEE and EGLN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

NEEEGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.21

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.98

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.67

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.24

+0.37

Drawdowns

NEE vs. EGLN.L - Drawdown Comparison

The maximum NEE drawdown since its inception was -47.81%, smaller than the maximum EGLN.L drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for NEE and EGLN.L.

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Drawdown Indicators

NEEEGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.81%

-59.11%

+11.30%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-18.36%

+3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-34.57%

-18.36%

-16.21%

Max Drawdown (5Y)

Largest decline over 5 years

-44.97%

-21.26%

-23.71%

Max Drawdown (10Y)

Largest decline over 10 years

-44.97%

-26.49%

-18.48%

Current Drawdown

Current decline from peak

-13.54%

-18.36%

+4.82%

Average Drawdown

Average peak-to-trough decline

-8.92%

-33.86%

+24.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

6.96%

-1.94%

Volatility

NEE vs. EGLN.L - Volatility Comparison

NextEra Energy, Inc. (NEE) has a higher volatility of 8.52% compared to iShares Physical Gold ETC (EGLN.L) at 5.88%. This indicates that NEE's price experiences larger fluctuations and is considered to be riskier than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

NEEEGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.52%

5.88%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

17.13%

21.15%

-4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

23.81%

24.47%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.92%

18.32%

+8.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.49%

17.05%

+8.44%

Dividends

NEE vs. EGLN.L - Dividend Comparison

NEE's dividend yield for the trailing twelve months is around 2.83%, while EGLN.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EGLN.L
iShares Physical Gold ETC		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.		2.83%2.82%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%

Frequently Asked Questions

NEE and EGLN.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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