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

Correlation

The correlation between WRB and NEE is 0.44, 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.


Performance

WRB vs. NEE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WRB:

1.76

NEE:

-0.15

Sortino Ratio

WRB:

2.27

NEE:

0.04

Omega Ratio

WRB:

1.32

NEE:

1.00

Calmar Ratio

WRB:

3.52

NEE:

-0.13

Martin Ratio

WRB:

9.25

NEE:

-0.27

Ulcer Index

WRB:

4.52%

NEE:

12.46%

Daily Std Dev

WRB:

24.07%

NEE:

28.86%

Max Drawdown

WRB:

-69.19%

NEE:

-47.81%

Current Drawdown

WRB:

-0.84%

NEE:

-16.50%

Fundamentals

Market Cap

WRB:

$27.90B

NEE:

$153.18B

EPS

WRB:

$4.31

NEE:

$2.67

PE Ratio

WRB:

17.07

NEE:

27.87

PEG Ratio

WRB:

18.35

NEE:

2.82

PS Ratio

WRB:

2.00

NEE:

6.06

PB Ratio

WRB:

3.14

NEE:

3.08

Total Revenue (TTM)

WRB:

$13.93B

NEE:

$25.27B

Gross Profit (TTM)

WRB:

$13.93B

NEE:

$17.71B

EBITDA (TTM)

WRB:

$2.13B

NEE:

$10.19B

Returns By Period

In the year-to-date period, WRB achieves a 25.24% return, which is significantly higher than NEE's 0.61% return. Over the past 10 years, WRB has outperformed NEE with an annualized return of 19.93%, while NEE has yielded a comparatively lower 13.72% annualized return.


WRB

YTD

25.24%

1M

8.72%

6M

21.43%

1Y

42.00%

3Y*

20.84%

5Y*

26.38%

10Y*

19.93%

NEE

YTD

0.61%

1M

10.61%

6M

-5.55%

1Y

-4.41%

3Y*

2.87%

5Y*

6.66%

10Y*

13.72%

*Annualized

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W. R. Berkley Corporation

NextEra Energy, Inc.

Risk-Adjusted Performance

WRB vs. NEE — Risk-Adjusted Performance Rank

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

WRB
The Risk-Adjusted Performance Rank of WRB is 9393
Overall Rank
The Sharpe Ratio Rank of WRB is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of WRB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of WRB is 8989
Omega Ratio Rank
The Calmar Ratio Rank of WRB is 9797
Calmar Ratio Rank
The Martin Ratio Rank of WRB is 9494
Martin Ratio Rank

NEE
The Risk-Adjusted Performance Rank of NEE is 4141
Overall Rank
The Sharpe Ratio Rank of NEE is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of NEE is 3636
Sortino Ratio Rank
The Omega Ratio Rank of NEE is 3737
Omega Ratio Rank
The Calmar Ratio Rank of NEE is 4242
Calmar Ratio Rank
The Martin Ratio Rank of NEE is 4545
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.

WRB vs. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) 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 WRB Sharpe Ratio is 1.76, which is higher than the NEE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of WRB 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.


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Dividends

WRB vs. NEE - Dividend Comparison

WRB's dividend yield for the trailing twelve months is around 1.92%, less than NEE's 2.95% yield.


TTM20242023202220212020201920182017201620152014
WRB
W. R. Berkley Corporation
1.92%2.39%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%2.79%
NEE
NextEra Energy, Inc.
2.95%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%

Drawdowns

WRB vs. NEE - Drawdown Comparison

The maximum WRB drawdown since its inception was -69.19%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for WRB and NEE. For additional features, visit the drawdowns tool.


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Volatility

WRB vs. NEE - Volatility Comparison

The current volatility for W. R. Berkley Corporation (WRB) is 4.39%, while NextEra Energy, Inc. (NEE) has a volatility of 8.15%. This indicates that WRB 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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Financials

WRB vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between W. R. Berkley 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


2.00B3.00B4.00B5.00B6.00B7.00B8.00B20212022202320242025
3.55B
6.25B
(WRB) Total Revenue
(NEE) Total Revenue
Values in USD except per share items