PortfoliosLab logo
CIG vs. NRG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CIG and NRG is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

CIG vs. NRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Energética de Minas Gerais (CIG) and NRG Energy, Inc. (NRG). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%NovemberDecember2025FebruaryMarchApril
3,324.41%
1,388.99%
CIG
NRG

Key characteristics

Sharpe Ratio

CIG:

0.36

NRG:

1.11

Sortino Ratio

CIG:

0.77

NRG:

1.66

Omega Ratio

CIG:

1.09

NRG:

1.22

Calmar Ratio

CIG:

0.29

NRG:

2.08

Martin Ratio

CIG:

1.50

NRG:

6.00

Ulcer Index

CIG:

8.34%

NRG:

9.09%

Daily Std Dev

CIG:

34.76%

NRG:

49.31%

Max Drawdown

CIG:

-87.15%

NRG:

-79.41%

Current Drawdown

CIG:

-33.02%

NRG:

-4.41%

Fundamentals

Market Cap

CIG:

$6.05B

NRG:

$22.06B

EPS

CIG:

$0.37

NRG:

$4.99

PE Ratio

CIG:

5.08

NRG:

21.71

PEG Ratio

CIG:

0.00

NRG:

2.40

PS Ratio

CIG:

0.15

NRG:

0.78

PB Ratio

CIG:

1.09

NRG:

11.82

Total Revenue (TTM)

CIG:

$10.16T

NRG:

$20.69B

Gross Profit (TTM)

CIG:

$2.37T

NRG:

$3.15B

EBITDA (TTM)

CIG:

$1.75T

NRG:

$2.25B

Returns By Period

In the year-to-date period, CIG achieves a 8.19% return, which is significantly lower than NRG's 20.59% return. Over the past 10 years, CIG has underperformed NRG with an annualized return of 1.39%, while NRG has yielded a comparatively higher 18.17% annualized return.


CIG

YTD

8.19%

1M

6.98%

6M

1.51%

1Y

14.38%

5Y*

21.60%

10Y*

1.39%

NRG

YTD

20.59%

1M

13.13%

6M

24.86%

1Y

51.76%

5Y*

30.65%

10Y*

18.17%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CIG vs. NRG — Risk-Adjusted Performance Rank

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

CIG
The Risk-Adjusted Performance Rank of CIG is 6464
Overall Rank
The Sharpe Ratio Rank of CIG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of CIG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of CIG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of CIG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of CIG is 7070
Martin Ratio Rank

NRG
The Risk-Adjusted Performance Rank of NRG is 8686
Overall Rank
The Sharpe Ratio Rank of NRG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of NRG is 8181
Sortino Ratio Rank
The Omega Ratio Rank of NRG is 8181
Omega Ratio Rank
The Calmar Ratio Rank of NRG is 9494
Calmar Ratio Rank
The Martin Ratio Rank of NRG is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CIG vs. NRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Energética de Minas Gerais (CIG) 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.


The chart of Sharpe ratio for CIG, currently valued at 0.36, compared to the broader market-2.00-1.000.001.002.003.00
CIG: 0.36
NRG: 1.11
The chart of Sortino ratio for CIG, currently valued at 0.77, compared to the broader market-6.00-4.00-2.000.002.004.00
CIG: 0.77
NRG: 1.66
The chart of Omega ratio for CIG, currently valued at 1.09, compared to the broader market0.501.001.502.00
CIG: 1.09
NRG: 1.22
The chart of Calmar ratio for CIG, currently valued at 0.29, compared to the broader market0.001.002.003.004.005.00
CIG: 0.29
NRG: 2.08
The chart of Martin ratio for CIG, currently valued at 1.50, compared to the broader market-5.000.005.0010.0015.0020.00
CIG: 1.50
NRG: 6.00

The current CIG Sharpe Ratio is 0.36, which is lower than the NRG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of CIG 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.36
1.11
CIG
NRG

Dividends

CIG vs. NRG - Dividend Comparison

CIG's dividend yield for the trailing twelve months is around 13.15%, more than NRG's 1.53% yield.


TTM20242023202220212020201920182017201620152014
CIG
Companhia Energética de Minas Gerais
13.15%13.62%11.31%15.27%10.95%4.48%3.34%5.25%4.42%12.54%14.67%27.26%
NRG
NRG Energy, Inc.
1.53%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%

Drawdowns

CIG vs. NRG - Drawdown Comparison

The maximum CIG drawdown since its inception was -87.15%, which is greater than NRG's maximum drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for CIG and NRG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.02%
-4.41%
CIG
NRG

Volatility

CIG vs. NRG - Volatility Comparison

The current volatility for Companhia Energética de Minas Gerais (CIG) is 10.44%, while NRG Energy, Inc. (NRG) has a volatility of 23.81%. This indicates that CIG 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
10.44%
23.81%
CIG
NRG

Financials

CIG vs. NRG - Financials Comparison

This section allows you to compare key financial metrics between Companhia Energética de Minas Gerais 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


Values in USD except per share items