PortfoliosLab logoPortfoliosLab logo
NEXT vs. XLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEXT vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NextDecade Corporation (NEXT) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NEXT vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEXT
NextDecade Corporation
45.35%-31.65%61.64%-3.44%73.33%36.36%-65.96%13.70%-35.10%-17.79%
XLE
State Street Energy Select Sector SPDR ETF
37.91%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Returns By Period

In the year-to-date period, NEXT achieves a 45.35% return, which is significantly higher than XLE's 37.91% return. Over the past 10 years, NEXT has underperformed XLE with an annualized return of -2.53%, while XLE has yielded a comparatively higher 11.65% annualized return.


NEXT

1D
-4.84%
1M
42.12%
YTD
45.35%
6M
12.81%
1Y
-1.54%
3Y*
15.51%
5Y*
23.84%
10Y*
-2.53%

XLE

1D
-1.13%
1M
10.27%
YTD
37.91%
6M
39.21%
1Y
35.32%
3Y*
17.71%
5Y*
23.99%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

NEXT vs. XLE — Risk / Return Rank

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

NEXT
NEXT Risk / Return Rank: 4040
Overall Rank
NEXT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
NEXT Sortino Ratio Rank: 4141
Sortino Ratio Rank
NEXT Omega Ratio Rank: 4141
Omega Ratio Rank
NEXT Calmar Ratio Rank: 3939
Calmar Ratio Rank
NEXT Martin Ratio Rank: 4040
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7373
Overall Rank
XLE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLE Omega Ratio Rank: 7777
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 5858
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.

NEXT vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NextDecade Corporation (NEXT) and State Street Energy Select Sector SPDR ETF (XLE). 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.


NEXTXLEDifference

Sharpe ratio

Return per unit of total volatility

-0.02

1.42

-1.45

Sortino ratio

Return per unit of downside risk

0.44

1.84

-1.40

Omega ratio

Gain probability vs. loss probability

1.06

1.28

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.08

1.96

-2.04

Martin ratio

Return relative to average drawdown

-0.13

5.16

-5.28

NEXT vs. XLE - Sharpe Ratio Comparison

The current NEXT Sharpe Ratio is -0.02, which is lower than the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of NEXT and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NEXTXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.42

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.93

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.40

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.32

-0.34

Correlation

The correlation between NEXT and XLE is 0.30, 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.


Dividends

NEXT vs. XLE - Dividend Comparison

NEXT has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.44%.


TTM20252024202320222021202020192018201720162015
NEXT
NextDecade Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF
2.44%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Drawdowns

NEXT vs. XLE - Drawdown Comparison

The maximum NEXT drawdown since its inception was -88.79%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for NEXT and XLE.


Loading graphics...

Drawdown Indicators


NEXTXLEDifference

Max Drawdown

Largest peak-to-trough decline

-88.79%

-71.26%

-17.53%

Max Drawdown (1Y)

Largest decline over 1 year

-60.00%

-18.79%

-41.21%

Max Drawdown (5Y)

Largest decline over 5 years

-62.23%

-26.04%

-36.19%

Max Drawdown (10Y)

Largest decline over 10 years

-88.79%

-66.81%

-21.98%

Current Drawdown

Current decline from peak

-36.17%

-2.08%

-34.09%

Average Drawdown

Average peak-to-trough decline

-39.14%

-18.05%

-21.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.38%

7.14%

+31.24%

Volatility

NEXT vs. XLE - Volatility Comparison

NextDecade Corporation (NEXT) has a higher volatility of 22.31% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that NEXT's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NEXTXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.31%

5.05%

+17.26%

Volatility (6M)

Calculated over the trailing 6-month period

42.32%

13.94%

+28.38%

Volatility (1Y)

Calculated over the trailing 1-year period

66.17%

24.93%

+41.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.69%

26.06%

+57.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.55%

29.48%

+57.07%