ATRA vs. NRG

Last updated Jun 23, 2026

ATRA (Atara Biotherapeutics, Inc.) and NRG (NRG Energy, Inc.) are both stocks. ATRA operates in Biotechnology (Healthcare), while NRG operates in Utilities - Independent Power Producers (Utilities). Over the past 10 years, ATRA returned -32.46%/yr vs 28.42%/yr for NRG. At a 0.17 correlation, their price movements are largely independent.

Performance

ATRA vs. NRG - Performance Comparison

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

Returns By Period

In the year-to-date period, ATRA achieves a -41.35% return, which is significantly lower than NRG's -12.23% return. Over the past 10 years, ATRA has underperformed NRG with an annualized return of -32.46%, while NRG has yielded a comparatively higher 28.42% annualized return.

ATRA

• 1D: 5.36%
• 1M: 8.27%
• YTD: -41.35%
• 6M: -40.59%
• 1Y: 33.63%
• 3Y*: -37.76%
• 5Y*: -51.30%
• 10Y*: -32.46%

NRG

• 1D: 2.85%
• 1M: 0.92%
• YTD: -12.23%
• 6M: -10.95%
• 1Y: -7.52%
• 3Y*: 62.10%
• 5Y*: 34.01%
• 10Y*: 28.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ATRA vs. NRG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ATRA Atara Biotherapeutics, Inc.	-41.35%	35.91%	3.82%	-84.37%	-79.19%	-19.71%	19.19%	-52.59%	91.93%	27.46%
NRG NRG Energy, Inc.	-12.23%	78.91%	78.58%	69.36%	-23.47%	18.54%	-2.14%	0.69%	39.59%	133.69%

Correlation

The correlation between ATRA and NRG is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014	0.17

Fundamentals

Market Cap ATRA : $149.40M NRG : $28.89B
EPS ATRA : -$0.72 NRG : $1.21
PS Ratio ATRA : 6.18 NRG : 0.85
Total Revenue (TTM) ATRA : $22.62M NRG : $32.38B
Gross Profit (TTM) ATRA : $21.73M NRG : $4.69B
EBITDA (TTM) ATRA : -$6.92M NRG : $2.57B

Return for Risk

ATRA vs. NRG — Risk / Return Rank

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

ATRA

ATRA Risk / Return Rank: 59
ATRA Sharpe Ratio Rank: 51
ATRA Sortino Ratio Rank: 67
ATRA Omega Ratio Rank: 74
ATRA Calmar Ratio Rank: 52
ATRA Martin Ratio Rank: 51

NRG

NRG Risk / Return Rank: 34
NRG Sharpe Ratio Rank: 35
NRG Sortino Ratio Rank: 33
NRG Omega Ratio Rank: 33
NRG Calmar Ratio Rank: 35
NRG Martin Ratio Rank: 32

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.

ATRA vs. NRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atara Biotherapeutics, Inc. (ATRA) 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.

	ATRA	NRG	Difference
Sharpe ratio: Return per unit of total volatility	0.24	-0.17	+0.40
Sortino ratio: Return per unit of downside risk	1.52	0.07	+1.44
Omega ratio: Gain probability vs. loss probability	1.24	1.01	+0.23
Calmar ratio: Return relative to maximum drawdown	0.44	-0.22	+0.66
Martin ratio: Return relative to average drawdown	0.76	-0.53	+1.29

ATRA vs. NRG - Sharpe Ratio Comparison

The current ATRA Sharpe Ratio is 0.24, which is higher than the NRG Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of ATRA 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.

Drawdowns

ATRA vs. NRG - Drawdown Comparison

The maximum ATRA drawdown since its inception was -99.74%, which is greater than NRG's maximum drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for ATRA and NRG.

Drawdown Indicators

	ATRA	NRG	Difference
Max Drawdown Largest peak-to-trough decline	-99.74%	-79.41%	-20.33%
Max Drawdown (1Y) Largest decline over 1 year	-76.89%	-34.24%	-42.65%
Max Drawdown (3Y) Largest decline over 3 years	-92.76%	-34.24%	-58.52%
Max Drawdown (5Y) Largest decline over 5 years	-99.16%	-34.24%	-64.92%
Max Drawdown (10Y) Largest decline over 10 years	-99.68%	-48.76%	-50.92%
Current Drawdown Current decline from peak	-99.34%	-24.29%	-75.05%
Average Drawdown Average peak-to-trough decline	-74.07%	-27.99%	-46.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.48%	14.25%	+30.23%

Volatility

ATRA vs. NRG - Volatility Comparison

Atara Biotherapeutics, Inc. (ATRA) has a higher volatility of 20.65% compared to NRG Energy, Inc. (NRG) at 12.42%. This indicates that ATRA's price experiences larger fluctuations and is considered to be riskier than NRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ATRA	NRG	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.65%	12.42%	+8.23%
Volatility (6M) Calculated over the trailing 6-month period	131.74%	34.43%	+97.31%
Volatility (1Y) Calculated over the trailing 1-year period	144.04%	45.24%	+98.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	122.04%	40.01%	+82.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	100.24%	39.17%	+61.07%

Dividends

ATRA vs. NRG - Dividend Comparison

ATRA has not paid dividends to shareholders, while NRG's dividend yield for the trailing twelve months is around 1.32%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ATRA Atara Biotherapeutics, 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.	1.32%	1.11%	1.81%	2.92%	4.40%	3.02%	3.20%	0.30%	0.30%	0.42%	1.92%	4.93%

Financials

Frequently Asked Questions

Can I hold both ATRA and NRG in my portfolio?

ATRA and NRG have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ATRA or NRG?

ATRA has higher volatility (20.65%) compared to NRG (12.42%). In terms of maximum drawdown, ATRA dropped -99.74% vs NRG's -79.41%.

Which has better risk-adjusted returns?

ATRA currently has the higher Sharpe Ratio (0.23 vs -0.17), 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.