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NEE vs. FSLR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NEE vs. FSLR - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.17%
-32.77%
NEE
FSLR

Returns By Period

In the year-to-date period, NEE achieves a 28.77% return, which is significantly higher than FSLR's 7.99% return. Both investments have delivered pretty close results over the past 10 years, with NEE having a 14.36% annualized return and FSLR not far behind at 13.84%.


NEE

YTD

28.77%

1M

-9.95%

6M

1.17%

1Y

36.09%

5Y (annualized)

8.07%

10Y (annualized)

14.36%

FSLR

YTD

7.99%

1M

-3.31%

6M

-32.77%

1Y

16.49%

5Y (annualized)

27.94%

10Y (annualized)

13.84%

Fundamentals


NEEFSLR
Market Cap$158.10B$19.79B
EPS$3.37$11.61
PE Ratio22.8115.92
PEG Ratio3.140.27
Total Revenue (TTM)$26.29B$3.85B
Gross Profit (TTM)$13.29B$1.79B
EBITDA (TTM)$15.46B$1.74B

Key characteristics


NEEFSLR
Sharpe Ratio1.400.31
Sortino Ratio1.850.87
Omega Ratio1.251.10
Calmar Ratio0.950.30
Martin Ratio6.060.85
Ulcer Index5.96%19.48%
Daily Std Dev25.77%53.64%
Max Drawdown-47.81%-96.22%
Current Drawdown-12.02%-40.20%

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Correlation

-0.50.00.51.00.2

The correlation between NEE and FSLR is 0.24, 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.

Risk-Adjusted Performance

NEE vs. FSLR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NextEra Energy, Inc. (NEE) and First Solar, Inc. (FSLR). 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 1.40, compared to the broader market-4.00-2.000.002.004.001.400.31
The chart of Sortino ratio for NEE, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.850.87
The chart of Omega ratio for NEE, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.10
The chart of Calmar ratio for NEE, currently valued at 0.95, compared to the broader market0.002.004.006.000.950.30
The chart of Martin ratio for NEE, currently valued at 6.06, compared to the broader market0.0010.0020.0030.006.060.85
NEE
FSLR

The current NEE Sharpe Ratio is 1.40, which is higher than the FSLR Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of NEE and FSLR, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.40
0.31
NEE
FSLR

Dividends

NEE vs. FSLR - Dividend Comparison

NEE's dividend yield for the trailing twelve months is around 2.71%, while FSLR has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NEE
NextEra Energy, Inc.
2.71%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
FSLR
First Solar, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NEE vs. FSLR - Drawdown Comparison

The maximum NEE drawdown since its inception was -47.81%, smaller than the maximum FSLR drawdown of -96.22%. Use the drawdown chart below to compare losses from any high point for NEE and FSLR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.02%
-40.20%
NEE
FSLR

Volatility

NEE vs. FSLR - Volatility Comparison

The current volatility for NextEra Energy, Inc. (NEE) is 9.14%, while First Solar, Inc. (FSLR) has a volatility of 17.99%. This indicates that NEE experiences smaller price fluctuations and is considered to be less risky than FSLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
9.14%
17.99%
NEE
FSLR

Financials

NEE vs. FSLR - Financials Comparison

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