NextEra Energy (NEE): analysis and statistics
Return, volatility, Sharpe ratio and risk for NextEra Energy, a component of the S&P 500 in the Utilities. Data as of 2026-10-29.
| Last close price | $81.02 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +16.15% |
| Total return over period | +56.31% |
| Annualized volatility | 25.43% |
| Period volatility | 43.92% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.00 |
| Sortino ratio | 1.41 |
| Max drawdown | -23.83% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.83% |
| Correlation with the S&P 500 | 0.18 |
| Period range | $50.23 – $97.17 |
| Trading days analyzed | 752 |
Over the last 3.0 years, NextEra Energy (NEE) has posted an annualized return of +16.15% with annual volatility of 25.43%, a Sharpe ratio of 1.00. Its worst stretch (max drawdown from a peak) was -23.83%. Its correlation with the S&P 500 is 0.18, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how NEE would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with NEE →
Other Utilities stocks
Is it part of the S&P 500?
Yes, NextEra Energy (NEE) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio