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

Performance

NEE vs. FLRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NextEra Energy, Inc. (NEE) and SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NEE achieves a 8.44% return, which is significantly higher than FLRN's 1.84% return. Over the past 10 years, NEE has outperformed FLRN with an annualized return of 13.85%, while FLRN has yielded a comparatively lower 3.04% annualized return.


NEE

1D
0.92%
1M
-9.35%
YTD
8.44%
6M
4.73%
1Y
23.53%
3Y*
8.52%
5Y*
6.24%
10Y*
13.85%

FLRN

1D
0.00%
1M
0.35%
YTD
1.84%
6M
2.12%
1Y
4.85%
3Y*
5.59%
5Y*
4.19%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEE vs. FLRN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEE
NextEra Energy, Inc.
8.44%15.47%21.46%-25.30%-8.54%23.39%30.06%42.69%14.30%34.39%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
1.84%5.01%6.32%6.54%1.31%0.39%0.77%4.02%1.39%1.81%

Correlation

The correlation between NEE and FLRN is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

-0.02

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

0.04

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

0.04

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2011

0.03

The correlation between NEE and FLRN shifts across timeframes, from -0.07 (1 year) to 0.04 (5 years), reflecting how their relationship changes across market environments.

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. FLRN — Risk / Return Rank

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

NEE
NEE Risk / Return Rank: 6969
Overall Rank
NEE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
NEE Sortino Ratio Rank: 6565
Sortino Ratio Rank
NEE Omega Ratio Rank: 6565
Omega Ratio Rank
NEE Calmar Ratio Rank: 7070
Calmar Ratio Rank
NEE Martin Ratio Rank: 7474
Martin Ratio Rank

FLRN
FLRN Risk / Return Rank: 9999
Overall Rank
FLRN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLRN Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLRN Omega Ratio Rank: 9999
Omega Ratio Rank
FLRN Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLRN Martin Ratio Rank: 9999
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. FLRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NextEra Energy, Inc. (NEE) and SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). 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.


NEEFLRNDifference
Sharpe ratioReturn per unit of total volatility

-6.12

Sortino ratioReturn per unit of downside risk

-11.55

Omega ratioGain probability vs. loss probability

1.19

3.38

-2.19

Calmar ratioReturn relative to maximum drawdown

1.63

21.39

-19.76

Martin ratioReturn relative to average drawdown

4.77

128.78

-124.00

NEE vs. FLRN - Sharpe Ratio Comparison

The current NEE Sharpe Ratio is 1.00, which is lower than the FLRN Sharpe Ratio of 7.12. The chart below compares the historical Sharpe Ratios of NEE and FLRN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NEEFLRNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

7.12

-6.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

2.49

-2.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.72

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.50

+0.12

Drawdowns

NEE vs. FLRN - Drawdown Comparison

The maximum NEE drawdown since its inception was -47.81%, which is greater than FLRN's maximum drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for NEE and FLRN.


Loading charts...

Drawdown Indicators


NEEFLRNDifference

Max Drawdown

Largest peak-to-trough decline

-47.81%

-14.64%

-33.17%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-0.23%

-14.30%

Max Drawdown (3Y)

Largest decline over 3 years

-34.57%

-1.43%

-33.14%

Max Drawdown (5Y)

Largest decline over 5 years

-44.97%

-2.16%

-42.81%

Max Drawdown (10Y)

Largest decline over 10 years

-44.97%

-14.64%

-30.33%

Current Drawdown

Current decline from peak

-11.66%

-0.03%

-11.63%

Average Drawdown

Average peak-to-trough decline

-8.92%

-1.83%

-7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

0.04%

+4.90%

Volatility

NEE vs. FLRN - Volatility Comparison

NextEra Energy, Inc. (NEE) has a higher volatility of 8.52% compared to SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) at 0.16%. This indicates that NEE's price experiences larger fluctuations and is considered to be riskier than FLRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NEEFLRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.52%

0.16%

+8.36%

Volatility (6M)

Calculated over the trailing 6-month period

17.10%

0.53%

+16.57%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

0.68%

+23.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

1.69%

+25.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.48%

4.20%

+21.28%

Dividends

NEE vs. FLRN - Dividend Comparison

NEE's dividend yield for the trailing twelve months is around 2.77%, less than FLRN's 4.51% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
4.51%4.89%5.67%5.68%1.95%0.39%1.22%2.76%2.39%1.64%1.06%0.63%
NEE
NextEra Energy, Inc.
2.77%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 FLRN have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEE has higher volatility (8.52%) compared to FLRN (0.16%). In terms of maximum drawdown, NEE dropped -47.81% vs FLRN's -14.64%.

FLRN currently has the higher Sharpe Ratio (7.12 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NEE and FLRN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer