NEE vs. PEXL
NEE (NextEra Energy, Inc.) is a stock, while PEXL (Pacer US Export Leaders ETF) is Mid Cap Blend Equities fund tracking the Pacer US Export Leaders Index. Over the past 5 years, NEE returned 5.94%/yr vs 12.54%/yr for PEXL. At a 0.25 correlation, their price movements are largely independent.
Performance
NEE vs. PEXL - Performance Comparison
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Returns By Period
In the year-to-date period, NEE achieves a 8.63% return, which is significantly lower than PEXL's 20.11% 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%
PEXL
- 1D
- 1.23%
- 1M
- 3.86%
- YTD
- 20.11%
- 6M
- 20.78%
- 1Y
- 48.63%
- 3Y*
- 20.23%
- 5Y*
- 12.54%
- 10Y*
- —
NEE vs. PEXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NEE NextEra Energy, Inc. | 8.63% | 15.47% | 21.46% | -25.30% | -8.54% | 23.39% | 30.06% | 42.69% | 4.28% |
PEXL Pacer US Export Leaders ETF | 20.11% | 27.33% | 5.79% | 24.40% | -20.41% | 30.12% | 25.02% | 39.86% | -17.19% |
Correlation
The correlation between NEE and PEXL is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2018 | 0.25 |
The correlation between NEE and PEXL shifts across timeframes, from 0.08 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NEE vs. PEXL — Risk / Return Rank
NEE
PEXL
NEE vs. PEXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NextEra Energy, Inc. (NEE) and Pacer US Export Leaders ETF (PEXL). 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.
| NEE | PEXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.42 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 4.07 | -2.70 |
| Martin ratioReturn relative to average drawdown | 3.78 | 16.91 | -13.12 |
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Drawdowns
NEE vs. PEXL - Drawdown Comparison
The maximum NEE drawdown since its inception was -47.81%, which is greater than PEXL's maximum drawdown of -36.76%. Use the drawdown chart below to compare losses from any high point for NEE and PEXL.
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Drawdown Indicators
| NEE | PEXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.81% | -36.76% | -11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -11.43% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -34.57% | -24.72% | -9.85% |
Max Drawdown (5Y)Largest decline over 5 years | -44.97% | -30.44% | -14.53% |
Max Drawdown (10Y)Largest decline over 10 years | -44.97% | — | — |
Current DrawdownCurrent decline from peak | -11.50% | -2.44% | -9.06% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -6.71% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.25% | 2.75% | +2.50% |
Volatility
NEE vs. PEXL - Volatility Comparison
NextEra Energy, Inc. (NEE) has a higher volatility of 8.52% compared to Pacer US Export Leaders ETF (PEXL) at 7.58%. This indicates that NEE's price experiences larger fluctuations and is considered to be riskier than PEXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEE | PEXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.52% | 7.58% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 16.75% | 14.39% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.78% | 18.75% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.91% | 22.01% | +4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.49% | 24.10% | +1.39% |
Dividends
NEE vs. PEXL - Dividend Comparison
NEE's dividend yield for the trailing twelve months is around 2.77%, more than PEXL's 0.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PEXL Pacer US Export Leaders ETF | 0.30% | 0.44% | 0.48% | 0.48% | 0.60% | 0.22% | 0.48% | 0.49% | 0.29% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NEE and PEXL have a correlation of 0.08, 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 PEXL (7.58%). In terms of maximum drawdown, NEE dropped -47.81% vs PEXL's -36.76%.
PEXL currently has the higher Sharpe Ratio (2.48 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.
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