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NFE vs. SRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NFE and SRE is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NFE vs. SRE - Performance Comparison

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

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-51.23%
56.05%
NFE
SRE

Key characteristics

Sharpe Ratio

NFE:

-0.88

SRE:

0.25

Sortino Ratio

NFE:

-1.74

SRE:

0.50

Omega Ratio

NFE:

0.80

SRE:

1.09

Calmar Ratio

NFE:

-0.88

SRE:

0.25

Martin Ratio

NFE:

-1.48

SRE:

0.67

Ulcer Index

NFE:

54.12%

SRE:

11.56%

Daily Std Dev

NFE:

90.99%

SRE:

30.54%

Max Drawdown

NFE:

-91.06%

SRE:

-45.00%

Current Drawdown

NFE:

-89.91%

SRE:

-19.93%

Fundamentals

Market Cap

NFE:

$1.61B

SRE:

$48.68B

EPS

NFE:

-$1.25

SRE:

$4.42

PEG Ratio

NFE:

26.53

SRE:

1.95

PS Ratio

NFE:

0.68

SRE:

3.69

PB Ratio

NFE:

0.81

SRE:

1.61

Total Revenue (TTM)

NFE:

$1.67B

SRE:

$9.55B

Gross Profit (TTM)

NFE:

$670.84M

SRE:

$3.83B

EBITDA (TTM)

NFE:

$373.75M

SRE:

$3.99B

Returns By Period

In the year-to-date period, NFE achieves a -63.49% return, which is significantly lower than SRE's -14.09% return.


NFE

YTD

-63.49%

1M

-37.63%

6M

-36.11%

1Y

-79.36%

5Y*

-12.21%

10Y*

N/A

SRE

YTD

-14.09%

1M

7.10%

6M

-10.08%

1Y

8.07%

5Y*

6.74%

10Y*

6.79%

*Annualized

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Risk-Adjusted Performance

NFE vs. SRE — Risk-Adjusted Performance Rank

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

NFE
The Risk-Adjusted Performance Rank of NFE is 66
Overall Rank
The Sharpe Ratio Rank of NFE is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of NFE is 44
Sortino Ratio Rank
The Omega Ratio Rank of NFE is 66
Omega Ratio Rank
The Calmar Ratio Rank of NFE is 33
Calmar Ratio Rank
The Martin Ratio Rank of NFE is 99
Martin Ratio Rank

SRE
The Risk-Adjusted Performance Rank of SRE is 6060
Overall Rank
The Sharpe Ratio Rank of SRE is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SRE is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SRE is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SRE is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SRE is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NFE vs. SRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New Fortress Energy Inc. (NFE) and Sempra Energy (SRE). 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.


The chart of Sharpe ratio for NFE, currently valued at -0.88, compared to the broader market-2.00-1.000.001.002.003.00
NFE: -0.88
SRE: 0.25
The chart of Sortino ratio for NFE, currently valued at -1.74, compared to the broader market-6.00-4.00-2.000.002.004.00
NFE: -1.74
SRE: 0.50
The chart of Omega ratio for NFE, currently valued at 0.80, compared to the broader market0.501.001.502.00
NFE: 0.80
SRE: 1.09
The chart of Calmar ratio for NFE, currently valued at -0.88, compared to the broader market0.001.002.003.004.005.00
NFE: -0.88
SRE: 0.25
The chart of Martin ratio for NFE, currently valued at -1.48, compared to the broader market-5.000.005.0010.0015.0020.00
NFE: -1.48
SRE: 0.67

The current NFE Sharpe Ratio is -0.88, which is lower than the SRE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of NFE and SRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.88
0.25
NFE
SRE

Dividends

NFE vs. SRE - Dividend Comparison

NFE's dividend yield for the trailing twelve months is around 3.62%, more than SRE's 3.35% yield.


TTM20242023202220212020201920182017201620152014
NFE
New Fortress Energy Inc.
3.62%1.98%10.46%0.94%1.66%0.37%0.00%0.00%0.00%0.00%0.00%0.00%
SRE
Sempra Energy
3.35%2.83%3.18%2.96%3.33%3.28%2.56%3.31%3.08%3.04%2.98%2.37%

Drawdowns

NFE vs. SRE - Drawdown Comparison

The maximum NFE drawdown since its inception was -91.06%, which is greater than SRE's maximum drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for NFE and SRE. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-89.91%
-19.93%
NFE
SRE

Volatility

NFE vs. SRE - Volatility Comparison

New Fortress Energy Inc. (NFE) has a higher volatility of 54.24% compared to Sempra Energy (SRE) at 12.31%. This indicates that NFE's price experiences larger fluctuations and is considered to be riskier than SRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
54.24%
12.31%
NFE
SRE

Financials

NFE vs. SRE - Financials Comparison

This section allows you to compare key financial metrics between New Fortress Energy Inc. and Sempra Energy. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items