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NRG Energy, Inc. (NRG)

Equity · Currency in USD
Sector
Utilities
Industry
Utilities—Independent Power Producers
ISIN
US6293775085
CUSIP
629377508

NRGPrice Chart


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NRGPerformance

The chart shows the growth of $10,000 invested in NRG Energy, Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,099 for a total return of roughly 80.99%. All prices are adjusted for splits and dividends.


NRG (NRG Energy, Inc.)
Benchmark (S&P 500)

NRGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.85%0.43%
6M13.88%9.37%
YTD-0.25%22.33%
1Y16.14%26.59%
5Y29.15%15.74%
10Y8.57%14.46%

NRGMonthly Returns Heatmap


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NRGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current NRG Energy, Inc. Sharpe ratio is 0.42. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


NRG (NRG Energy, Inc.)
Benchmark (S&P 500)

NRGDividends

NRG Energy, Inc. granted a 3.59% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $1.30 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$1.30$1.20$0.12$0.12$0.12$0.24$0.58$0.54$0.45$0.18$0.00$0.00

Dividend yield

3.59%3.20%0.30%0.30%0.42%1.92%4.93%2.00%1.57%0.78%0.00%0.00%

NRGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


NRG (NRG Energy, Inc.)
Benchmark (S&P 500)

NRGWorst Drawdowns

The table below shows the maximum drawdowns of the NRG Energy, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the NRG Energy, Inc. is 75.21%, recorded on Jan 25, 2016. It took 657 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.21%Jun 20, 2014402Jan 25, 2016657Aug 31, 20181059
-48.76%Mar 22, 2019250Mar 18, 2020215Jan 25, 2021465
-43.57%Jul 26, 2011183Apr 16, 2012225Mar 11, 2013408
-27.25%May 4, 2010159Dec 16, 2010107May 20, 2011266
-26.15%Mar 16, 202153May 28, 202148Aug 6, 2021101
-22.99%Sep 3, 202147Nov 9, 2021
-19.48%Jan 20, 201047Mar 26, 201025May 3, 201072
-15.25%Feb 11, 202111Feb 26, 202111Mar 15, 202122
-15.09%Dec 14, 20187Dec 24, 201852Mar 12, 201959
-11.85%Jul 16, 201321Aug 13, 201347Oct 18, 201368

NRGVolatility Chart

Current NRG Energy, Inc. volatility is 24.39%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


NRG (NRG Energy, Inc.)
Benchmark (S&P 500)

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