NEP vs. VTI
Compare and contrast key facts about NextEra Energy Partners, LP (NEP) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEP or VTI.
Performance
NEP vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, NEP achieves a -39.31% return, which is significantly lower than VTI's 24.13% return. Over the past 10 years, NEP has underperformed VTI with an annualized return of -2.62%, while VTI has yielded a comparatively higher 12.59% annualized return.
NEP
-39.31%
-35.95%
-48.70%
-20.65%
-15.91%
-2.62%
VTI
24.13%
0.90%
11.75%
32.54%
14.83%
12.59%
Key characteristics
| NEP | VTI | |
|---|---|---|
| Sharpe Ratio | -0.42 | 2.63 |
| Sortino Ratio | -0.32 | 3.51 |
| Omega Ratio | 0.96 | 1.48 |
| Calmar Ratio | -0.26 | 3.84 |
| Martin Ratio | -1.07 | 16.85 |
| Ulcer Index | 18.68% | 1.95% |
| Daily Std Dev | 47.53% | 12.54% |
| Max Drawdown | -76.46% | -55.45% |
| Current Drawdown | -76.42% | -2.03% |
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Correlation
The correlation between NEP and VTI is 0.36, 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
NEP vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NextEra Energy Partners, LP (NEP) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
NEP vs. VTI - Dividend Comparison
NEP's dividend yield for the trailing twelve months is around 22.43%, more than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEP NextEra Energy Partners, LP | 22.43% | 11.11% | 4.27% | 3.08% | 3.38% | 3.74% | 3.98% | 3.46% | 5.08% | 3.03% | 0.56% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NEP vs. VTI - Drawdown Comparison
The maximum NEP drawdown since its inception was -76.46%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NEP and VTI. For additional features, visit the drawdowns tool.
Volatility
NEP vs. VTI - Volatility Comparison
NextEra Energy Partners, LP (NEP) has a higher volatility of 22.17% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that NEP's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.