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CWEN vs. NRG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CWEN and NRG is 0.39, 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.


Performance

CWEN vs. NRG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CWEN:

0.51

NRG:

1.01

Sortino Ratio

CWEN:

1.19

NRG:

1.89

Omega Ratio

CWEN:

1.16

NRG:

1.26

Calmar Ratio

CWEN:

0.67

NRG:

2.50

Martin Ratio

CWEN:

2.62

NRG:

7.22

Ulcer Index

CWEN:

9.04%

NRG:

9.09%

Daily Std Dev

CWEN:

31.52%

NRG:

48.99%

Max Drawdown

CWEN:

-58.71%

NRG:

-79.41%

Current Drawdown

CWEN:

-18.98%

NRG:

-0.84%

Fundamentals

Market Cap

CWEN:

$5.72B

NRG:

$24.30B

EPS

CWEN:

$0.80

NRG:

$4.98

PE Ratio

CWEN:

36.10

NRG:

23.96

PEG Ratio

CWEN:

5.40

NRG:

2.40

PS Ratio

CWEN:

4.07

NRG:

0.86

PB Ratio

CWEN:

1.74

NRG:

13.41

Total Revenue (TTM)

CWEN:

$1.41B

NRG:

$20.69B

Gross Profit (TTM)

CWEN:

$592.00M

NRG:

$3.15B

EBITDA (TTM)

CWEN:

$1.05B

NRG:

$2.25B

Returns By Period

In the year-to-date period, CWEN achieves a 12.81% return, which is significantly lower than NRG's 33.37% return.


CWEN

YTD

12.81%

1M

4.83%

6M

7.09%

1Y

13.29%

5Y*

11.61%

10Y*

N/A

NRG

YTD

33.37%

1M

28.98%

6M

25.16%

1Y

45.29%

5Y*

34.04%

10Y*

19.19%

*Annualized

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Risk-Adjusted Performance

CWEN vs. NRG — Risk-Adjusted Performance Rank

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

CWEN
The Risk-Adjusted Performance Rank of CWEN is 7373
Overall Rank
The Sharpe Ratio Rank of CWEN is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of CWEN is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CWEN is 7070
Omega Ratio Rank
The Calmar Ratio Rank of CWEN is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CWEN is 7777
Martin Ratio Rank

NRG
The Risk-Adjusted Performance Rank of NRG is 8888
Overall Rank
The Sharpe Ratio Rank of NRG is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of NRG is 8585
Sortino Ratio Rank
The Omega Ratio Rank of NRG is 8484
Omega Ratio Rank
The Calmar Ratio Rank of NRG is 9595
Calmar Ratio Rank
The Martin Ratio Rank of NRG is 9191
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.

CWEN vs. NRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clearway Energy, Inc. (CWEN) 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 current CWEN Sharpe Ratio is 0.51, which is lower than the NRG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CWEN 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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Dividends

CWEN vs. NRG - Dividend Comparison

CWEN's dividend yield for the trailing twelve months is around 5.82%, more than NRG's 1.42% yield.


TTM20242023202220212020201920182017201620152014
CWEN
Clearway Energy, Inc.
5.82%6.36%5.62%4.48%3.69%3.29%4.01%7.29%5.81%5.98%4.23%0.00%
NRG
NRG Energy, Inc.
1.42%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%

Drawdowns

CWEN vs. NRG - Drawdown Comparison

The maximum CWEN drawdown since its inception was -58.71%, smaller than the maximum NRG drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for CWEN and NRG. For additional features, visit the drawdowns tool.


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Volatility

CWEN vs. NRG - Volatility Comparison

The current volatility for Clearway Energy, Inc. (CWEN) is 9.40%, while NRG Energy, Inc. (NRG) has a volatility of 11.73%. This indicates that CWEN 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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Financials

CWEN vs. NRG - Financials Comparison

This section allows you to compare key financial metrics between Clearway Energy, 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


0.002.00B4.00B6.00B8.00B20212022202320242025
298.00M
6.82B
(CWEN) Total Revenue
(NRG) Total Revenue
Values in USD except per share items

CWEN vs. NRG - Profitability Comparison

The chart below illustrates the profitability comparison between Clearway Energy, Inc. and NRG Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%20212022202320242025
59.1%
28.6%
(CWEN) Gross Margin
(NRG) Gross Margin
CWEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Clearway Energy, Inc. reported a gross profit of 176.00M and revenue of 298.00M. Therefore, the gross margin over that period was 59.1%.

NRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, NRG Energy, Inc. reported a gross profit of 1.95B and revenue of 6.82B. Therefore, the gross margin over that period was 28.6%.

CWEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Clearway Energy, Inc. reported an operating income of 3.00M and revenue of 298.00M, resulting in an operating margin of 1.0%.

NRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, NRG Energy, Inc. reported an operating income of 954.00M and revenue of 6.82B, resulting in an operating margin of 14.0%.

CWEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Clearway Energy, Inc. reported a net income of 4.00M and revenue of 298.00M, resulting in a net margin of 1.3%.

NRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, NRG Energy, Inc. reported a net income of 643.00M and revenue of 6.82B, resulting in a net margin of 9.4%.