NEE vs. USD
NEE (NextEra Energy, Inc.) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, NEE returned 13.54%/yr vs 62.16%/yr for USD. At a 0.23 correlation, their price movements are largely independent.
Performance
NEE vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, NEE achieves a 6.07% return, which is significantly lower than USD's 114.00% return. Over the past 10 years, NEE has underperformed USD with an annualized return of 13.54%, while USD has yielded a comparatively higher 62.16% annualized return.
NEE
- 1D
- -1.28%
- 1M
- -11.44%
- YTD
- 6.07%
- 6M
- 0.24%
- 1Y
- 21.77%
- 3Y*
- 7.50%
- 5Y*
- 5.77%
- 10Y*
- 13.54%
USD
- 1D
- -1.14%
- 1M
- 44.53%
- YTD
- 114.00%
- 6M
- 111.06%
- 1Y
- 274.62%
- 3Y*
- 127.67%
- 5Y*
- 69.52%
- 10Y*
- 62.16%
NEE vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEE NextEra Energy, Inc. | 6.07% | 15.47% | 21.46% | -25.30% | -8.54% | 23.39% | 30.06% | 42.69% | 14.30% | 34.39% |
USD ProShares Ultra Semiconductors | 114.00% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between NEE and USD is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.23 |
The correlation between NEE and USD shifts across timeframes, from -0.05 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NEE vs. USD — Risk / Return Rank
NEE
USD
NEE vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NextEra Energy, Inc. (NEE) and ProShares Ultra Semiconductors (USD). 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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.51 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 8.70 | -7.19 |
| Martin ratioReturn relative to average drawdown | 4.52 | 25.16 | -20.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEE | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 4.53 | -3.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.91 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.90 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.49 | +0.12 |
Drawdowns
NEE vs. USD - Drawdown Comparison
The maximum NEE drawdown since its inception was -47.81%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for NEE and USD.
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Drawdown Indicators
| NEE | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.81% | -88.63% | +40.82% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -31.80% | +17.27% |
Max Drawdown (3Y)Largest decline over 3 years | -34.57% | -64.46% | +29.89% |
Max Drawdown (5Y)Largest decline over 5 years | -44.97% | -77.85% | +32.88% |
Max Drawdown (10Y)Largest decline over 10 years | -44.97% | -77.85% | +32.88% |
Current DrawdownCurrent decline from peak | -13.59% | -1.14% | -12.45% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -32.35% | +23.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 10.97% | -6.14% |
Volatility
NEE vs. USD - Volatility Comparison
The current volatility for NextEra Energy, Inc. (NEE) is 8.31%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. This indicates that NEE experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEE | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.31% | 20.36% | -12.05% |
Volatility (6M)Calculated over the trailing 6-month period | 17.03% | 46.39% | -29.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.81% | 61.22% | -37.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.90% | 76.55% | -49.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.48% | 69.23% | -43.75% |
Dividends
NEE vs. USD - Dividend Comparison
NEE's dividend yield for the trailing twelve months is around 2.08%, more than USD's 0.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEE NextEra Energy, Inc. | 2.08% | 2.82% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% |
USD ProShares Ultra Semiconductors | 0.21% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
NEE and USD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (20.36%) compared to NEE (8.31%). In terms of maximum drawdown, NEE dropped -47.81% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.53 vs 0.92), 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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