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POR vs. NEE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between POR and NEE is 0.60, 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.


-0.50.00.51.00.6

Performance

POR vs. NEE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Portland General Electric Company (POR) and NextEra Energy, Inc. (NEE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.59%
-2.44%
POR
NEE

Key characteristics

Sharpe Ratio

POR:

0.29

NEE:

0.66

Sortino Ratio

POR:

0.51

NEE:

0.99

Omega Ratio

POR:

1.06

NEE:

1.13

Calmar Ratio

POR:

0.20

NEE:

0.44

Martin Ratio

POR:

1.04

NEE:

2.46

Ulcer Index

POR:

4.94%

NEE:

6.75%

Daily Std Dev

POR:

17.97%

NEE:

25.35%

Max Drawdown

POR:

-50.31%

NEE:

-47.81%

Current Drawdown

POR:

-15.22%

NEE:

-19.24%

Fundamentals

Market Cap

POR:

$4.69B

NEE:

$148.62B

EPS

POR:

$3.37

NEE:

$3.37

PE Ratio

POR:

13.20

NEE:

21.45

PEG Ratio

POR:

1.47

NEE:

2.94

Total Revenue (TTM)

POR:

$3.22B

NEE:

$26.29B

Gross Profit (TTM)

POR:

$1.12B

NEE:

$14.94B

EBITDA (TTM)

POR:

$1.07B

NEE:

$15.46B

Returns By Period

In the year-to-date period, POR achieves a 4.80% return, which is significantly lower than NEE's 18.21% return. Over the past 10 years, POR has underperformed NEE with an annualized return of 4.91%, while NEE has yielded a comparatively higher 13.05% annualized return.


POR

YTD

4.80%

1M

-6.40%

6M

5.59%

1Y

6.63%

5Y*

-1.27%

10Y*

4.91%

NEE

YTD

18.21%

1M

-8.88%

6M

-2.44%

1Y

19.99%

5Y*

5.29%

10Y*

13.05%

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Risk-Adjusted Performance

POR vs. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Portland General Electric Company (POR) 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.


Sharpe ratio
The chart of Sharpe ratio for POR, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.290.66
The chart of Sortino ratio for POR, currently valued at 0.51, compared to the broader market-4.00-2.000.002.004.000.510.99
The chart of Omega ratio for POR, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.13
The chart of Calmar ratio for POR, currently valued at 0.20, compared to the broader market0.002.004.006.000.200.44
The chart of Martin ratio for POR, currently valued at 1.04, compared to the broader market0.0010.0020.001.042.46
POR
NEE

The current POR Sharpe Ratio is 0.29, which is lower than the NEE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of POR and NEE, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.29
0.66
POR
NEE

Dividends

POR vs. NEE - Dividend Comparison

POR's dividend yield for the trailing twelve months is around 4.44%, more than NEE's 2.95% yield.


TTM20232022202120202019201820172016201520142013
POR
Portland General Electric Company
4.44%4.33%3.65%3.21%3.71%2.72%3.12%2.94%2.91%3.24%2.95%3.63%
NEE
NextEra Energy, Inc.
2.95%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%

Drawdowns

POR vs. NEE - Drawdown Comparison

The maximum POR drawdown since its inception was -50.31%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for POR and NEE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.22%
-19.24%
POR
NEE

Volatility

POR vs. NEE - Volatility Comparison

The current volatility for Portland General Electric Company (POR) is 3.89%, while NextEra Energy, Inc. (NEE) has a volatility of 4.64%. This indicates that POR 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.89%
4.64%
POR
NEE

Financials

POR vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between Portland General Electric Company and NextEra Energy, Inc.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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