SM vs. NEE

In the year-to-date period, SM achieves a -38.58% return, which is significantly lower than NEE's -7.05% return. Over the past 10 years, SM has underperformed NEE with an annualized return of -7.85%, while NEE has yielded a comparatively higher 13.01% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for SM Energy Company (SM) 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 current SM Sharpe Ratio is -0.98, which is lower than the NEE Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of SM 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.

SM's dividend yield for the trailing twelve months is around 3.32%, more than NEE's 3.19% yield.

The maximum SM drawdown since its inception was -98.85%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for SM and NEE. For additional features, visit the drawdowns tool.

SM Energy Company (SM) has a higher volatility of 35.41% compared to NextEra Energy, Inc. (NEE) at 12.10%. This indicates that SM's price experiences larger fluctuations and is considered to be riskier than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between SM Energy 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.