ABEO vs. NRG
ABEO (Abeona Therapeutics Inc.) and NRG (NRG Energy, Inc.) are both stocks. ABEO operates in Biotechnology (Healthcare), while NRG operates in Utilities - Independent Power Producers (Utilities). Over the past 10 years, ABEO returned -23.25%/yr vs 24.39%/yr for NRG. At a 0.11 correlation, their price movements are largely independent.
Performance
ABEO vs. NRG - Performance Comparison
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Returns By Period
In the year-to-date period, ABEO achieves a 3.61% return, which is significantly higher than NRG's -18.36% return. Over the past 10 years, ABEO has underperformed NRG with an annualized return of -23.25%, while NRG has yielded a comparatively higher 24.39% annualized return.
ABEO
- 1D
- -6.19%
- 1M
- -9.15%
- YTD
- 3.61%
- 6M
- 12.11%
- 1Y
- -15.74%
- 3Y*
- 10.93%
- 5Y*
- -33.58%
- 10Y*
- -23.25%
NRG
- 1D
- -3.14%
- 1M
- -14.23%
- YTD
- -18.36%
- 6M
- -20.25%
- 1Y
- -16.25%
- 3Y*
- 60.99%
- 5Y*
- 34.27%
- 10Y*
- 24.39%
ABEO vs. NRG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABEO Abeona Therapeutics Inc. | 3.61% | -5.39% | 11.18% | 62.66% | -63.44% | -78.54% | -51.99% | -54.20% | -54.95% | 226.80% |
NRG NRG Energy, Inc. | -18.36% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
Correlation
The correlation between ABEO and NRG is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2003 | 0.11 |
The correlation between ABEO and NRG shifts across timeframes, from 0.11 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ABEO:
$309.15M
NRG:
$26.87B
ABEO:
$1.09
NRG:
$1.21
ABEO:
5.03
NRG:
106.68
ABEO:
22.87
NRG:
0.79
ABEO:
2.13
NRG:
6.36
ABEO:
$14.54M
NRG:
$32.38B
ABEO:
$7.56M
NRG:
$4.69B
ABEO:
-$98.70M
NRG:
$2.57B
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Return for Risk
ABEO vs. NRG — Risk / Return Rank
ABEO
NRG
ABEO vs. NRG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abeona Therapeutics Inc. (ABEO) 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.
| ABEO | NRG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.97 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.50 | +0.13 |
| Martin ratioReturn relative to average drawdown | -0.62 | -1.25 | +0.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABEO | NRG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | -0.37 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | 0.86 | -1.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.26 | 0.62 | -0.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.35 | -0.57 |
Drawdowns
ABEO vs. NRG - Drawdown Comparison
The maximum ABEO drawdown since its inception was -100.00%, which is greater than NRG's maximum drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for ABEO and NRG.
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Drawdown Indicators
| ABEO | NRG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -79.41% | -20.59% |
Max Drawdown (1Y)Largest decline over 1 year | -42.32% | -32.57% | -9.75% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -32.57% | -30.91% |
Max Drawdown (5Y)Largest decline over 5 years | -95.14% | -32.62% | -62.52% |
Max Drawdown (10Y)Largest decline over 10 years | -99.58% | -48.76% | -50.82% |
Current DrawdownCurrent decline from peak | -100.00% | -29.58% | -70.42% |
Average DrawdownAverage peak-to-trough decline | -90.65% | -28.00% | -62.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.30% | 13.00% | +12.30% |
Volatility
ABEO vs. NRG - Volatility Comparison
The current volatility for Abeona Therapeutics Inc. (ABEO) is 13.17%, while NRG Energy, Inc. (NRG) has a volatility of 14.81%. This indicates that ABEO 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
| ABEO | NRG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.17% | 14.81% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 32.21% | 34.44% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.08% | 44.35% | +6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.72% | 39.94% | +38.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.18% | 39.28% | +50.90% |
Dividends
ABEO vs. NRG - Dividend Comparison
ABEO has not paid dividends to shareholders, while NRG's dividend yield for the trailing twelve months is around 1.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABEO Abeona Therapeutics Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NRG NRG Energy, Inc. | 1.42% | 1.11% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% |
Financials
ABEO vs. NRG - Financials Comparison
This section allows you to compare key financial metrics between Abeona Therapeutics Inc. and NRG Energy, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ABEO and NRG have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRG has higher volatility (14.81%) compared to ABEO (13.17%). In terms of maximum drawdown, ABEO dropped -100.00% vs NRG's -79.41%.
ABEO currently has the higher Sharpe Ratio (-0.31 vs -0.37), 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.
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