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NEE vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NEESCHD
YTD Return18.56%10.13%
1Y Return1.46%15.84%
3Y Return (Ann)-0.70%6.65%
5Y Return (Ann)8.73%12.81%
10Y Return (Ann)14.05%11.32%
Sharpe Ratio0.021.50
Daily Std Dev30.12%11.16%
Max Drawdown-47.81%-33.37%
Current Drawdown-19.00%0.00%

Correlation

-0.50.00.51.00.4

The correlation between NEE and SCHD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

NEE vs. SCHD - Performance Comparison

In the year-to-date period, NEE achieves a 18.56% return, which is significantly higher than SCHD's 10.13% return. Over the past 10 years, NEE has outperformed SCHD with an annualized return of 14.05%, while SCHD has yielded a comparatively lower 11.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%FebruaryMarchAprilMayJuneJuly
633.04%
388.57%
NEE
SCHD

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.

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

NEE vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NextEra Energy, Inc. (NEE) and Schwab US Dividend Equity ETF (SCHD). 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.


NEE
Sharpe ratio
The chart of Sharpe ratio for NEE, currently valued at 0.02, compared to the broader market-2.00-1.000.001.002.003.000.02
Sortino ratio
The chart of Sortino ratio for NEE, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23
Omega ratio
The chart of Omega ratio for NEE, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for NEE, currently valued at 0.01, compared to the broader market0.002.004.006.000.01
Martin ratio
The chart of Martin ratio for NEE, currently valued at 0.03, compared to the broader market-5.000.005.0010.0015.0020.0025.000.03
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.50, compared to the broader market-2.00-1.000.001.002.003.001.50
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 2.21, compared to the broader market-4.00-2.000.002.004.002.21
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.27, compared to the broader market0.002.004.006.001.27
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 4.68, compared to the broader market-5.000.005.0010.0015.0020.0025.004.68

NEE vs. SCHD - Sharpe Ratio Comparison

The current NEE Sharpe Ratio is 0.02, which is lower than the SCHD Sharpe Ratio of 1.50. The chart below compares the 12-month rolling Sharpe Ratio of NEE and SCHD.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50FebruaryMarchAprilMayJuneJuly
0.02
1.50
NEE
SCHD

Dividends

NEE vs. SCHD - Dividend Comparison

NEE's dividend yield for the trailing twelve months is around 2.77%, less than SCHD's 3.44% yield.


TTM20232022202120202019201820172016201520142013
NEE
NextEra Energy, Inc.
2.77%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
SCHD
Schwab US Dividend Equity ETF
3.44%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

NEE vs. SCHD - Drawdown Comparison

The maximum NEE drawdown since its inception was -47.81%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NEE and SCHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-19.00%
0
NEE
SCHD

Volatility

NEE vs. SCHD - Volatility Comparison

NextEra Energy, Inc. (NEE) has a higher volatility of 10.38% compared to Schwab US Dividend Equity ETF (SCHD) at 3.15%. This indicates that NEE's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
10.38%
3.15%
NEE
SCHD