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

Correlation

The correlation between PPL and NEE is 0.62, 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: 0.6

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Performance

PPL vs. NEE - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
10.28%
-15.25%
PPL
NEE

Key characteristics

Sharpe Ratio

PPL:

1.65

NEE:

0.25

Sortino Ratio

PPL:

2.19

NEE:

0.52

Omega Ratio

PPL:

1.29

NEE:

1.07

Calmar Ratio

PPL:

2.03

NEE:

0.24

Martin Ratio

PPL:

7.97

NEE:

0.67

Ulcer Index

PPL:

3.63%

NEE:

10.68%

Daily Std Dev

PPL:

17.58%

NEE:

28.09%

Max Drawdown

PPL:

-55.37%

NEE:

-47.81%

Current Drawdown

PPL:

-5.71%

NEE:

-21.13%

Fundamentals

Market Cap

PPL:

$25.25B

NEE:

$139.12B

EPS

PPL:

$1.20

NEE:

$3.37

PE Ratio

PPL:

28.47

NEE:

20.05

PEG Ratio

PPL:

1.28

NEE:

2.44

Total Revenue (TTM)

PPL:

$6.16B

NEE:

$19.07B

Gross Profit (TTM)

PPL:

$2.68B

NEE:

$10.10B

EBITDA (TTM)

PPL:

$2.31B

NEE:

$9.72B

Returns By Period

In the year-to-date period, PPL achieves a 6.09% return, which is significantly higher than NEE's -4.96% return. Over the past 10 years, PPL has underperformed NEE with an annualized return of 5.49%, while NEE has yielded a comparatively higher 12.81% annualized return.


PPL

YTD

6.09%

1M

-0.35%

6M

8.97%

1Y

28.24%

5Y*

9.62%

10Y*

5.49%

NEE

YTD

-4.96%

1M

-11.27%

6M

-14.88%

1Y

6.28%

5Y*

4.47%

10Y*

12.81%

*Annualized

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PPL Corporation

NextEra Energy, Inc.

Risk-Adjusted Performance

PPL vs. NEE — Risk-Adjusted Performance Rank

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

PPL
The Risk-Adjusted Performance Rank of PPL is 9494
Overall Rank
The Sharpe Ratio Rank of PPL is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of PPL is 9292
Sortino Ratio Rank
The Omega Ratio Rank of PPL is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PPL is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PPL is 9595
Martin Ratio Rank

NEE
The Risk-Adjusted Performance Rank of NEE is 6868
Overall Rank
The Sharpe Ratio Rank of NEE is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of NEE is 6363
Sortino Ratio Rank
The Omega Ratio Rank of NEE is 6262
Omega Ratio Rank
The Calmar Ratio Rank of NEE is 7373
Calmar Ratio Rank
The Martin Ratio Rank of NEE is 7070
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.

PPL vs. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPL Corporation (PPL) 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.


The chart of Sharpe ratio for PPL, currently valued at 1.65, compared to the broader market-2.00-1.000.001.002.00
PPL: 1.65
NEE: 0.25
The chart of Sortino ratio for PPL, currently valued at 2.19, compared to the broader market-6.00-4.00-2.000.002.004.00
PPL: 2.19
NEE: 0.52
The chart of Omega ratio for PPL, currently valued at 1.29, compared to the broader market0.501.001.502.00
PPL: 1.29
NEE: 1.07
The chart of Calmar ratio for PPL, currently valued at 2.03, compared to the broader market0.001.002.003.004.00
PPL: 2.03
NEE: 0.24
The chart of Martin ratio for PPL, currently valued at 7.97, compared to the broader market-10.000.0010.0020.00
PPL: 7.97
NEE: 0.67

The current PPL Sharpe Ratio is 1.65, which is higher than the NEE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of PPL 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.65
0.25
PPL
NEE

Dividends

PPL vs. NEE - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.06%, less than NEE's 3.12% yield.


TTM20242023202220212020201920182017201620152014
PPL
PPL Corporation
3.06%3.18%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%4.33%4.12%
NEE
NextEra Energy, Inc.
3.12%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%

Drawdowns

PPL vs. NEE - Drawdown Comparison

The maximum PPL drawdown since its inception was -55.37%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for PPL and NEE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.71%
-21.13%
PPL
NEE

Volatility

PPL vs. NEE - Volatility Comparison

The current volatility for PPL Corporation (PPL) is 7.75%, while NextEra Energy, Inc. (NEE) has a volatility of 11.15%. This indicates that PPL 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.75%
11.15%
PPL
NEE

Financials

PPL vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between PPL Corporation 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


1.00B2.00B3.00B4.00B5.00B6.00B7.00B8.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
2.21B
5.39B
(PPL) Total Revenue
(NEE) Total Revenue
Values in USD except per share items

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