NextEra Energy, Inc. (NEE)

New York Stock Exchange
USD
US65339F1012
10 June 1983  –  30 September 2022

Performance

Annualized Return
13.55%
Sharpe Ratio
0.71
Maximum Drawdown
-47.81%

Metrics

Metric NextEra Energy, Inc.
Initial Balance $10,000
Final Balance $1,480,820
Returns   [View more details]
Month-To-Date -7.82%
Year-To-Date -14.68%
3M 3.67%
6M -7.34%
Annual Return (3Y) 12.69%
Annual Return (5Y) 19.1%
Annual Return (All) 13.55%
Risk   [View more details]
Annual Volatility 21.05%
Max Drawdown -47.81%
Sharpe Ratio 0.71
Sortino Ratio 1.03
Adjusted Sortino (S/√2) 0.73

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on June 1983.
  • Final balance: The amount of capital we've accrued over time as of September 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 39 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
NextEra Energy, Inc. 2.12% 12.69% 19.1% 19.29% 16.65% 13.55%

Annual Returns

Year NextEra Energy, Inc.
1983 12.97%
1984 11.18%
1985 26.26%
1986 11.93%
1987 -7.88%
1988 16.94%
1989 25.44%
1990 -13.78%
1991 37.38%
1992 4.97%
1993 15.23%
1994 -4.79%
1995 38.18%
1996 3.26%
1997 33.89%
1998 7.57%
1999 -27.74%
2000 74.84%
2001 -18.3%
2002 11.04%
2003 13.06%
2004 18.73%
2005 15.05%
2006 35.49%
2007 27.91%
2008 -23.47%
2009 8.76%
2010 2.41%
2011 21.86%
2012 17.92%
2013 27.98%
2014 27.91%
2015 0.75%
2016 18.42%
2017 34.36%
2018 14.3%
2019 42.69%
2020 30.08%
2021 23.39%
2022 -14.68%

NextEra Energy, Inc. had 33 positive years and 7 negative years. That's a positive ratio of 83%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1983 0% 0% 0% 0% 0% 0.3% 4.2% -1.7% 6.8% 5.8% -0.3% -2.4% 12.5%
1984 -0.9% -8.8% 2.1% 2.7% -5.9% 1% 3.8% 3% 6.5% 8.2% -2% 2.3% 11.4%
1985 -1.1% -5.1% 11.9% 0.5% 3.7% 4.6% -5.3% 0.5% -6.2% 9.3% 0.5% 12.5% 25.1%
1986 2.2% 5.2% 1.3% 4.1% -3.1% 2.4% 9.9% 1.4% -14.5% 19% -10.1% -2.3% 13.4%
1987 7.5% -2.6% -3.8% -5.1% -2.5% 6.8% -2.8% 5.7% -2.7% -4% -2% -1.7% -4.2%
1988 11.4% -1.5% -6.1% -0.9% 8.6% -0.4% -0.4% 0.2% 4.6% 0.8% -1.4% 2% 16.8%
1989 1.2% -3.5% -0.4% 2.9% 3.9% -1.2% 6.5% -2.5% 0.4% 5.6% 2.8% 7.8% 23.4%
1990 -6.5% -1.6% -2.3% -7.4% 8.3% -3.2% -0% -9.1% 1.4% 1.3% -0.9% 6.7% -13.4%
1991 -0.9% 5.5% 1.7% -0% 2.8% -0.4% 4.9% 4.6% 2.7% 3% 1.7% 6.8% 32.6%
1992 -7.1% -0.1% -1.1% 4.1% 2.1% -0% 8.9% -3.7% 1.1% 0.3% -2.5% 3.6% 5.5%
1993 3.1% 5.3% -4.5% 1% 2% 1.7% 2.6% 2.3% -0% 0.3% -4.4% 5.4% 14.9%
1994 -5.8% -6.4% -2.2% 6.8% -9% -6.3% 6.3% 0.6% 3.2% 2.3% 8.2% -0.7% -2%
1995 4.3% -0.9% 1.4% 1% 8.1% -1.6% -1% 2.8% 5.1% 2.4% 4.6% 6.9% 33.2%
1996 -0% -2.8% 0.3% -4.2% 1.9% 4.6% 0.8% 0.7% -4.9% 6.9% 0.7% -0.3% 4.6%
1997 -3.8% 3.9% -3% 1.1% 5% -0.5% 3.8% -2.1% 10.8% 0.7% 9% 5.8% 30.2%
1998 -3.1% 2% 10.7% -3.4% -0.2% 2.5% -3.5% 10.3% 4.7% -10.2% -1.3% 0.6% 9.2%
1999 -11% -5.3% 3.5% 5.9% 4.1% -6.1% -1.3% 1% -6.7% -0.1% -12% -2.1% -30.3%
2000 -1.4% -7.2% 19.2% -1.8% 10.5% 0.1% -2.5% 11.7% 23.2% 0.3% 1.2% 8.3% 61.1%
2001 -19.2% 13.1% -5.8% -2.3% -1.8% 3.4% -10.3% 1.7% -1.5% -0.8% 5.4% 1.8% -17.3%
2002 -4.9% 0.2% 12.1% 6.6% -0.8% -3.8% -5.6% 1.8% -5.7% 9.6% 0.7% 2.3% 14.9%
2003 -2.9% -3.1% 5.2% 3.3% 9.2% 1.5% -7.7% 1.3% 2.2% 0.9% 0.6% 2.9% 13.5%
2004 0.5% 0.8% 1.8% -4.8% 0.2% 1.3% 5.3% 3.8% -1.3% 0.8% 3% 6.3% 18%
2005 2.5% 3.5% 2.1% 1.7% -0.4% 4.4% 2.5% 0.8% 10.5% -9.5% -0.7% -2% 15.5%
2006 0.6% 0.3% -3.4% -1.3% 0.6% 4.8% 4.3% 3.9% 1.2% 13.3% 5.3% 2.1% 31.4%
2007 4.1% 5% 3.5% 5.2% -0.7% -10.6% 1.7% 2.6% 3.5% 12.4% 2.6% -2.8% 27.4%
2008 -5.1% -5.7% 4.1% 5.7% 1.9% -2.2% -1.6% -6.2% -16.3% -6.1% 4.2% 3.2% -15.1%
2009 2.4% -11.2% 11.9% 6% 5.1% 1.4% -0.3% -0% -1.7% -11.1% 6.8% 1.6% 11.6%
2010 -7.7% -3.9% 4.2% 7.7% -4.1% -1.4% 7.3% 3.7% 1.2% 1.2% -7.1% 2.7% 4.1%
2011 2.8% 3.8% 0.4% 2.6% 2.4% 0.1% -3.8% 3.7% -4.8% 4.4% -0.7% 9.8% 21.5%
2012 -1.7% 0.4% 2.6% 5.4% 2.5% 5.3% 3% -4.2% 4.5% -0.4% -1.1% 0.7% 17.2%
2013 4.1% 0.7% 8.1% 5.6% -7% 7.7% 6.3% -6.5% -0.2% 5.7% 0.6% 1.2% 25.8%
2014 7.4% 0.2% 4.6% 4.4% -1.8% 5.3% -8.4% 5.6% -4.6% 6.8% 4.9% 1.8% 25.9%
2015 2.8% -4.6% 0.6% -3% 2.2% -4.2% 7.3% -5.7% -0.9% 5.2% -2% 4% 2.5%
2016 7.5% 1.8% 4.9% -0.6% 2.9% 8.6% -1.6% -5.1% 1.1% 4.6% -10.1% 4.6% 18.5%
2017 3.6% 6.7% -2% 4% 6.6% -0.9% 4.3% 3.7% -2.6% 5.8% 2.6% -1.2% 30.2%
2018 1.4% -3.3% 7.3% 0.4% 1.2% 1.4% 0.3% 2.2% -1.5% 2.9% 6% -4.3% 14.8%
2019 3% 5.6% 3% 0.6% 2.6% 3.4% 1.1% 6.3% 6.3% 2.3% -1.4% 3.6% 36.6%
2020 10.8% -5.2% -4.8% -3.9% 10.6% -5.5% 16.9% -0% -0.6% 5.5% 1% 4.8% 34.9%
2021 4.8% -8.7% 2.9% 2.5% -5.5% 0.6% 6.3% 8.3% -6.5% 8.7% 2.1% 7.6% 23.4%
2022 -16.3% 0.7% 8.2% -16.2% 7.2% 2.3% 9.1% 1.2% -7.8% 0% 0% 0% -12.3%
Pos 53.8% 48.7% 69.2% 64.1% 66.7% 60% 60% 70% 50% 79.5% 56.4% 74.4% 82.5%
Avg -0.3% -0.7% 2.6% 0.9% 1.9% 0.7% 1.8% 1.2% 0.2% 2.9% 0.4% 2.8% 14.7%

Other Return Metrics

Metric NextEra Energy, Inc.
Cumulative Return 14708.2%
Enh Ann Return 14.59%
Best Year 74.84%
Worst Year -27.74%
Best Month 23.21%
Worst Month -19.16%
Best Day 13.94%
Worst Day -16.94%
Win Ratio (Yearly) 82.5%
Win Ratio (Quarterly) 68.15%
Win Ratio (Monthly) 62.71%
Win Ratio (Daily) 53.33%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
NextEra Energy, Inc. 28.28% 31.51% 26.31% 21.8% 22.71% 21.05%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
NextEra Energy, Inc. 0.21 0.54 0.8 0.92 0.79 0.71

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

NextEra Energy, Inc.

start valley end Drawdown days
2007-12-06 2008-10-10 2012-04-04 -47.81% 1581
1998-10-09 2000-02-25 2000-10-02 -45.68% 724
2020-03-05 2020-03-23 2020-07-23 -35.63% 140
2000-12-27 2002-07-23 2003-05-27 -32.24% 881
1986-08-21 1987-10-19 1989-10-19 -30.39% 1155

The NextEra Energy, Inc. took approximately 30 months on average to recover from a major drawdown. The longest drawdown lasted 53 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric NextEra Energy, Inc.
Sharpe Ratio 0.71
Sortino Ratio 1.03
Adjusted Sortino (S/√2) 0.73
Calmar Ratio 0.28
Omega Ratio 0.28
Gain to Pain Ratio 0.14
Winckel Ratio 67.5
Ulcer Index 0.12
Kelly Criterion 6.66%
Skew -0.01
Kurtosis 15.17
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