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OWNS vs. NEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OWNS vs. NEE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CCM Affordable Housing MBS ETF (OWNS) and NextEra Energy, Inc. (NEE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OWNS achieves a 0.42% return, which is significantly lower than NEE's 8.63% return.


OWNS

1D
-0.40%
1M
0.23%
YTD
0.42%
6M
0.95%
1Y
6.10%
3Y*
5Y*
10Y*

NEE

1D
1.36%
1M
-9.47%
YTD
8.63%
6M
6.81%
1Y
18.32%
3Y*
8.11%
5Y*
5.94%
10Y*
13.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OWNS vs. NEE - Yearly Performance Comparison


2026 (YTD)20252024
OWNS
CCM Affordable Housing MBS ETF
0.42%7.75%3.65%
NEE
NextEra Energy, Inc.
8.63%15.47%21.69%

Correlation

The correlation between OWNS and NEE is 0.06, 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

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.19

The correlation between OWNS and NEE shifts across timeframes, from 0.06 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OWNS vs. NEE — Risk / Return Rank

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

OWNS
OWNS Risk / Return Rank: 4040
Overall Rank
OWNS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
OWNS Sortino Ratio Rank: 4141
Sortino Ratio Rank
OWNS Omega Ratio Rank: 4040
Omega Ratio Rank
OWNS Calmar Ratio Rank: 4242
Calmar Ratio Rank
OWNS Martin Ratio Rank: 3737
Martin Ratio Rank

NEE
NEE Risk / Return Rank: 6868
Overall Rank
NEE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NEE Sortino Ratio Rank: 6363
Sortino Ratio Rank
NEE Omega Ratio Rank: 6363
Omega Ratio Rank
NEE Calmar Ratio Rank: 6969
Calmar Ratio Rank
NEE Martin Ratio Rank: 7373
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.

OWNS vs. NEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CCM Affordable Housing MBS ETF (OWNS) and NextEra Energy, Inc. (NEE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OWNSNEEDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.23

1.17

+0.07

Calmar ratioReturn relative to maximum drawdown

1.88

1.37

+0.51

Martin ratioReturn relative to average drawdown

5.29

3.78

+1.51

OWNS vs. NEE - Sharpe Ratio Comparison

The current OWNS Sharpe Ratio is 1.28, which is higher than the NEE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of OWNS and NEE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OWNS vs. NEE - Drawdown Comparison

The maximum OWNS drawdown since its inception was -5.39%, smaller than the maximum NEE drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for OWNS and NEE.


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Drawdown Indicators


OWNSNEEDifference

Max Drawdown

Largest peak-to-trough decline

-5.39%

-47.81%

+42.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-14.53%

+11.50%

Max Drawdown (3Y)

Largest decline over 3 years

-34.57%

Max Drawdown (5Y)

Largest decline over 5 years

-44.97%

Max Drawdown (10Y)

Largest decline over 10 years

-44.97%

Current Drawdown

Current decline from peak

-1.61%

-11.50%

+9.89%

Average Drawdown

Average peak-to-trough decline

-1.55%

-8.93%

+7.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

5.25%

-4.18%

Volatility

OWNS vs. NEE - Volatility Comparison

The current volatility for CCM Affordable Housing MBS ETF (OWNS) is 1.47%, while NextEra Energy, Inc. (NEE) has a volatility of 8.52%. This indicates that OWNS experiences smaller price fluctuations and is considered to be less risky than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWNSNEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

8.52%

-7.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

16.75%

-13.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

23.78%

-19.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

26.91%

-21.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.38%

25.49%

-20.11%

Dividends

OWNS vs. NEE - Dividend Comparison

OWNS's dividend yield for the trailing twelve months is around 4.31%, more than NEE's 2.77% yield.


PositionTTM20252024202320222021202020192018201720162015
NEE
NextEra Energy, Inc.
2.77%2.82%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%
OWNS
CCM Affordable Housing MBS ETF
4.31%4.12%3.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OWNS and NEE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEE has higher volatility (8.52%) compared to OWNS (1.47%). In terms of maximum drawdown, OWNS dropped -5.39% vs NEE's -47.81%.

OWNS currently has the higher Sharpe Ratio (1.28 vs 0.84), 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.

Portfolio Optimizer

Find the right allocation for OWNS and NEE

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