NFE vs. CAPR

Last updated Jun 9, 2026

NFE (New Fortress Energy Inc.) and CAPR (Capricor Therapeutics, Inc.) are both stocks. NFE operates in Utilities - Regulated Gas (Utilities), while CAPR operates in Biotechnology (Healthcare). Over the past 5 years, NFE returned -56.82%/yr vs 42.20%/yr for CAPR. At a 0.14 correlation, their price movements are largely independent.

Performance

NFE vs. CAPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Fortress Energy Inc. (NFE) and Capricor Therapeutics, Inc. (CAPR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NFE achieves a -53.99% return, which is significantly lower than CAPR's -9.36% return.

NFE

• 1D: 4.19%
• 1M: -25.07%
• YTD: -53.99%
• 6M: -62.80%
• 1Y: -82.34%
• 3Y*: -73.59%
• 5Y*: -56.82%
• 10Y*: —

CAPR

• 1D: -2.06%
• 1M: -13.89%
• YTD: -9.36%
• 6M: -8.40%
• 1Y: 83.84%
• 3Y*: 77.22%
• 5Y*: 42.20%
• 10Y*: -2.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NFE vs. CAPR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
NFE New Fortress Energy Inc.	-53.99%	-92.46%	-59.24%	-1.71%	77.41%	-54.42%	243.98%	19.89%
CAPR Capricor Therapeutics, Inc.	-9.36%	109.13%	182.21%	26.68%	31.74%	-14.58%	167.97%	-74.90%

Correlation

The correlation between NFE and CAPR is 0.10, 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	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Feb 1, 2019	0.14

Fundamentals

Market Cap NFE : $149.25M CAPR : $1.50B
EPS NFE : -$6.58 CAPR : -$2.32
PB Ratio NFE : 0.82 CAPR : 0.01
Total Revenue (TTM) NFE : $1.50B CAPR : $0.00
Gross Profit (TTM) NFE : $310.12M CAPR : -$42.41M
EBITDA (TTM) NFE : -$198.72M CAPR : -$117.24M

Return for Risk

NFE vs. CAPR — Risk / Return Rank

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

NFE

NFE Risk / Return Rank: 12
NFE Sharpe Ratio Rank: 15
NFE Sortino Ratio Rank: 12
NFE Omega Ratio Rank: 14
NFE Calmar Ratio Rank: 5
NFE Martin Ratio Rank: 14

CAPR

CAPR Risk / Return Rank: 75
CAPR Sharpe Ratio Rank: 51
CAPR Sortino Ratio Rank: 97
CAPR Omega Ratio Rank: 96
CAPR Calmar Ratio Rank: 67
CAPR Martin Ratio Rank: 64

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.

NFE vs. CAPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for New Fortress Energy Inc. (NFE) and Capricor Therapeutics, Inc. (CAPR). 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.

	NFE	CAPR	Difference
Sharpe ratio: Return per unit of total volatility	-0.63	0.22	-0.85
Sortino ratio: Return per unit of downside risk	-0.98	4.50	-5.48
Omega ratio: Gain probability vs. loss probability	0.89	1.59	-0.71
Calmar ratio: Return relative to maximum drawdown	-0.93	1.26	-2.18
Martin ratio: Return relative to average drawdown	-1.24	2.38	-3.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NFE vs. CAPR - Sharpe Ratio Comparison

The current NFE Sharpe Ratio is -0.63, which is lower than the CAPR Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of NFE and CAPR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NFE	CAPR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.63	0.22	-0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.64	0.22	-0.86
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.01	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.41	-0.08	-0.33

Drawdowns

NFE vs. CAPR - Drawdown Comparison

The maximum NFE drawdown since its inception was -99.09%, roughly equal to the maximum CAPR drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for NFE and CAPR.

Drawdown Indicators

	NFE	CAPR	Difference
Max Drawdown Largest peak-to-trough decline	-99.09%	-99.97%	+0.88%
Max Drawdown (1Y) Largest decline over 1 year	-89.05%	-67.00%	-22.05%
Max Drawdown (3Y) Largest decline over 3 years	-98.72%	-79.08%	-19.64%
Max Drawdown (5Y) Largest decline over 5 years	-99.09%	-79.08%	-20.01%
Max Drawdown (10Y) Largest decline over 10 years	—	-98.02%	—
Current Drawdown Current decline from peak	-99.04%	-99.20%	+0.16%
Average Drawdown Average peak-to-trough decline	-46.09%	-90.24%	+44.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	66.14%	35.96%	+30.18%

Volatility

NFE vs. CAPR - Volatility Comparison

New Fortress Energy Inc. (NFE) has a higher volatility of 21.09% compared to Capricor Therapeutics, Inc. (CAPR) at 18.21%. This indicates that NFE's price experiences larger fluctuations and is considered to be riskier than CAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NFE	CAPR	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.09%	18.21%	+2.88%
Volatility (6M) Calculated over the trailing 6-month period	68.50%	50.01%	+18.49%
Volatility (1Y) Calculated over the trailing 1-year period	131.04%	385.34%	-254.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	89.68%	190.06%	-100.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	83.59%	179.86%	-96.27%

Dividends

NFE vs. CAPR - Dividend Comparison

Neither NFE nor CAPR has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
CAPR Capricor Therapeutics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NFE New Fortress Energy Inc.	0.00%	0.00%	1.98%	10.46%	0.94%	1.66%	0.37%

Financials

Frequently Asked Questions

Can I hold both NFE and CAPR in my portfolio?

NFE and CAPR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NFE or CAPR?

NFE has higher volatility (21.09%) compared to CAPR (18.21%). In terms of maximum drawdown, NFE dropped -99.09% vs CAPR's -99.97%.

Which has better risk-adjusted returns?

CAPR currently has the higher Sharpe Ratio (0.22 vs -0.63), 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.