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ABEO vs. NRG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ABEO vs. NRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abeona Therapeutics Inc. (ABEO) and NRG Energy, Inc. (NRG). The values are adjusted to include any dividend payments, if applicable.

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ABEO vs. NRG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABEO
Abeona Therapeutics Inc.
-14.99%-5.39%11.18%62.66%-63.44%-78.54%-51.99%-54.20%-54.95%226.80%
NRG
NRG Energy, Inc.
-7.94%78.91%78.58%69.36%-23.47%18.54%-2.14%0.69%39.59%133.69%

Fundamentals

Market Cap

ABEO:

$296.29M

NRG:

$29.08B

EPS

ABEO:

$1.14

NRG:

$4.39

PE Ratio

ABEO:

3.92

NRG:

33.26

PB Ratio

ABEO:

1.86

NRG:

28.21

Total Revenue (TTM)

ABEO:

$5.82M

NRG:

$0.00

Gross Profit (TTM)

ABEO:

$4.59M

NRG:

$0.00

EBITDA (TTM)

ABEO:

$74.37M

NRG:

$1.80B

Returns By Period

In the year-to-date period, ABEO achieves a -14.99% return, which is significantly lower than NRG's -7.94% return. Over the past 10 years, ABEO has underperformed NRG with an annualized return of -24.12%, while NRG has yielded a comparatively higher 30.24% annualized return.


ABEO

1D
5.91%
1M
-12.50%
YTD
-14.99%
6M
-15.15%
1Y
-5.88%
3Y*
16.68%
5Y*
-37.37%
10Y*
-24.12%

NRG

1D
3.48%
1M
-18.34%
YTD
-7.94%
6M
-9.25%
1Y
54.99%
3Y*
65.95%
5Y*
35.06%
10Y*
30.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Abeona Therapeutics Inc.

NRG Energy, Inc.

Return for Risk

ABEO vs. NRG — Risk / Return Rank

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

ABEO
ABEO Risk / Return Rank: 3636
Overall Rank
ABEO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ABEO Sortino Ratio Rank: 3737
Sortino Ratio Rank
ABEO Omega Ratio Rank: 3636
Omega Ratio Rank
ABEO Calmar Ratio Rank: 3434
Calmar Ratio Rank
ABEO Martin Ratio Rank: 3535
Martin Ratio Rank

NRG
NRG Risk / Return Rank: 7777
Overall Rank
NRG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
NRG Sortino Ratio Rank: 7474
Sortino Ratio Rank
NRG Omega Ratio Rank: 7474
Omega Ratio Rank
NRG Calmar Ratio Rank: 8282
Calmar Ratio Rank
NRG Martin Ratio Rank: 8080
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.

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.


ABEONRGDifference

Sharpe ratio

Return per unit of total volatility

-0.10

1.04

-1.13

Sortino ratio

Return per unit of downside risk

0.31

1.73

-1.42

Omega ratio

Gain probability vs. loss probability

1.04

1.24

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.23

2.38

-2.62

Martin ratio

Return relative to average drawdown

-0.42

5.73

-6.15

ABEO vs. NRG - Sharpe Ratio Comparison

The current ABEO Sharpe Ratio is -0.10, which is lower than the NRG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of ABEO and NRG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABEONRGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

1.04

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.90

-1.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.27

0.78

-1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.37

-0.59

Correlation

The correlation between ABEO and NRG is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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 1.23%.


TTM20252024202320222021202020192018201720162015
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.
1.23%1.11%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%

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


ABEONRGDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-79.41%

-20.59%

Max Drawdown (1Y)

Largest decline over 1 year

-42.32%

-23.26%

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-95.57%

-32.62%

-62.95%

Max Drawdown (10Y)

Largest decline over 10 years

-99.58%

-48.76%

-50.82%

Current Drawdown

Current decline from peak

-100.00%

-20.59%

-79.41%

Average Drawdown

Average peak-to-trough decline

-90.61%

-28.06%

-62.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.44%

9.68%

+13.76%

Volatility

ABEO vs. NRG - Volatility Comparison

The current volatility for Abeona Therapeutics Inc. (ABEO) is 13.35%, while NRG Energy, Inc. (NRG) has a volatility of 16.78%. 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


ABEONRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.35%

16.78%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

38.21%

32.22%

+5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

60.66%

53.33%

+7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.46%

39.07%

+41.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.36%

39.02%

+51.34%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-25.00B-20.00B-15.00B-10.00B-5.00B0.005.00B10.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
5.42M
-22.96B
(ABEO) Total Revenue
(NRG) Total Revenue
Values in USD except per share items