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^GSPC vs. NRG
Performance
Return for Risk
Drawdowns
Volatility

Performance

^GSPC vs. NRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Index (^GSPC) and NRG Energy, Inc. (NRG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^GSPC achieves a 8.73% return, which is significantly higher than NRG's -17.49% return. Over the past 10 years, ^GSPC has underperformed NRG with an annualized return of 13.09%, while NRG has yielded a comparatively higher 26.92% annualized return.


^GSPC

1D
-0.19%
1M
-0.76%
6M
7.25%
YTD
8.73%
1Y
18.21%
3Y*
17.95%
5Y*
11.30%
10Y*
13.09%
ALL TIME*
8.08%

NRG

1D
1.14%
1M
-3.32%
6M
-13.59%
YTD
-17.49%
1Y
-12.97%
3Y*
53.77%
5Y*
30.09%
10Y*
26.92%
ALL TIME*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^GSPC vs. NRG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^GSPC
S&P 500 Index
8.73%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%
NRG
NRG Energy, Inc.
-17.49%78.91%78.58%69.36%-23.47%18.54%-2.14%0.69%39.59%133.69%

Correlation

The correlation between ^GSPC and NRG is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2003

0.45

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Return for Risk

^GSPC vs. NRG — Risk / Return Rank

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

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6767
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6161
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
Martin Ratio Rank

NRG
NRG Risk / Return Rank: 3131
Overall Rank
NRG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
NRG Sortino Ratio Rank: 3131
Sortino Ratio Rank
NRG Omega Ratio Rank: 3131
Omega Ratio Rank
NRG Calmar Ratio Rank: 3333
Calmar Ratio Rank
NRG Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^GSPC vs. NRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and NRG Energy, Inc. (NRG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^GSPCNRGDifference
Sharpe ratioReturn per unit of total volatility

+1.74

Sortino ratioReturn per unit of downside risk

+2.13

Omega ratioGain probability vs. loss probability

1.26

0.99

+0.28

Calmar ratioReturn relative to maximum drawdown

2.01

-0.38

+2.39

Martin ratioReturn relative to average drawdown

8.68

-0.83

+9.51

^GSPC vs. NRG - Sharpe Ratio Comparison

The current ^GSPC Sharpe Ratio is 1.45, which is higher than the NRG Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of ^GSPC and NRG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^GSPC vs. NRG - Drawdown Comparison

The maximum ^GSPC drawdown since its inception was -56.78%, smaller than the maximum NRG drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for ^GSPC and NRG.


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Drawdown Indicators


^GSPCNRGDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-79.41%

+22.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-34.24%

+25.14%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-34.24%

+15.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-34.24%

+8.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

-48.76%

+14.84%

Current Drawdown

Current decline from peak

-2.19%

-28.83%

+26.64%

Average Drawdown

Average peak-to-trough decline

-10.70%

-27.98%

+17.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

15.61%

-13.51%

Volatility

^GSPC vs. NRG - Volatility Comparison

The current volatility for S&P 500 Index (^GSPC) is 3.13%, while NRG Energy, Inc. (NRG) has a volatility of 10.65%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than NRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^GSPCNRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

10.65%

-7.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

33.52%

-23.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.62%

45.32%

-32.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

40.02%

-23.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

39.06%

-21.00%

Frequently Asked Questions


^GSPC and NRG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NRG has higher volatility (10.65%) compared to ^GSPC (3.13%). In terms of maximum drawdown, ^GSPC dropped -56.78% vs NRG's -79.41%.

^GSPC currently has the higher Sharpe Ratio (1.45 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^GSPC and NRG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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