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

Performance

NEE vs. OWNS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NextEra Energy, Inc. (NEE) and CCM Affordable Housing MBS ETF (OWNS). 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 8.63% return, which is significantly higher than OWNS's 0.42% return.


NEE

1D
1.36%
1M
-9.47%
YTD
8.63%
6M
6.81%
1Y
18.32%
3Y*
8.11%
5Y*
5.94%
10Y*
13.51%

OWNS

1D
-0.40%
1M
0.23%
YTD
0.42%
6M
0.95%
1Y
6.10%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEE vs. OWNS - Yearly Performance Comparison


2026 (YTD)20252024
NEE
NextEra Energy, Inc.
8.63%15.47%21.69%
OWNS
CCM Affordable Housing MBS ETF
0.42%7.75%3.65%

Correlation

The correlation between NEE and OWNS is 0.06, 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

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.19

The correlation between NEE and OWNS shifts across timeframes, from 0.06 (1 year) to 0.19 (all time), 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. OWNS — Risk / Return Rank

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

NEE
NEE Risk / Return Rank: 6868
Overall Rank
NEE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NEE Sortino Ratio Rank: 6363
Sortino Ratio Rank
NEE Omega Ratio Rank: 6363
Omega Ratio Rank
NEE Calmar Ratio Rank: 6969
Calmar Ratio Rank
NEE Martin Ratio Rank: 7373
Martin Ratio Rank

OWNS
OWNS Risk / Return Rank: 4040
Overall Rank
OWNS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
OWNS Sortino Ratio Rank: 4141
Sortino Ratio Rank
OWNS Omega Ratio Rank: 4040
Omega Ratio Rank
OWNS Calmar Ratio Rank: 4242
Calmar Ratio Rank
OWNS Martin Ratio Rank: 3737
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. OWNS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NextEra Energy, Inc. (NEE) and CCM Affordable Housing MBS ETF (OWNS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NEEOWNSDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.17

1.23

-0.07

Calmar ratioReturn relative to maximum drawdown

1.37

1.88

-0.51

Martin ratioReturn relative to average drawdown

3.78

5.29

-1.51

NEE vs. OWNS - Sharpe Ratio Comparison

The current NEE Sharpe Ratio is 0.84, which is lower than the OWNS Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of NEE and OWNS, 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...

Drawdowns

NEE vs. OWNS - Drawdown Comparison

The maximum NEE drawdown since its inception was -47.81%, which is greater than OWNS's maximum drawdown of -5.39%. Use the drawdown chart below to compare losses from any high point for NEE and OWNS.


Loading charts...

Drawdown Indicators


NEEOWNSDifference

Max Drawdown

Largest peak-to-trough decline

-47.81%

-5.39%

-42.42%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-3.03%

-11.50%

Max Drawdown (3Y)

Largest decline over 3 years

-34.57%

Max Drawdown (5Y)

Largest decline over 5 years

-44.97%

Max Drawdown (10Y)

Largest decline over 10 years

-44.97%

Current Drawdown

Current decline from peak

-11.50%

-1.61%

-9.89%

Average Drawdown

Average peak-to-trough decline

-8.93%

-1.55%

-7.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

1.07%

+4.18%

Volatility

NEE vs. OWNS - Volatility Comparison

NextEra Energy, Inc. (NEE) has a higher volatility of 8.52% compared to CCM Affordable Housing MBS ETF (OWNS) at 1.47%. This indicates that NEE's price experiences larger fluctuations and is considered to be riskier than OWNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NEEOWNSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.52%

1.47%

+7.05%

Volatility (6M)

Calculated over the trailing 6-month period

16.75%

3.13%

+13.62%

Volatility (1Y)

Calculated over the trailing 1-year period

23.78%

4.45%

+19.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.91%

5.38%

+21.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.49%

5.38%

+20.11%

Dividends

NEE vs. OWNS - Dividend Comparison

NEE's dividend yield for the trailing twelve months is around 2.77%, less than OWNS's 4.31% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
OWNS
CCM Affordable Housing MBS ETF
4.31%4.12%3.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NEE and OWNS have a correlation of 0.06, 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 OWNS (1.47%). In terms of maximum drawdown, NEE dropped -47.81% vs OWNS's -5.39%.

OWNS currently has the higher Sharpe Ratio (1.28 vs 0.84), 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 OWNS

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