NextEra Energy (NEE): analysis and statistics
Return, volatility, Sharpe ratio and risk for NextEra Energy, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $87.91 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +9.48% |
| Total return over period | +31.03% |
| Annualized volatility | 27.21% |
| Sharpe ratio | 0.21 |
| Sortino ratio | 0.29 |
| Max drawdown | -31.19% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.27% |
| Correlation with the S&P 500 | 0.18 |
| Period range | $45.45 – $97.17 |
| Trading days analyzed | 752 |
Over the last 3.0 years, NextEra Energy (NEE) has posted an annualized return of +9.48% with annual volatility of 27.21%, a Sharpe ratio of 0.21. Its worst stretch (max drawdown from a peak) was -31.19%. 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with NEE →
Other Utilities stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio