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

Performance

ELP vs. NRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Paranaense de Energia - COPEL (ELP) and NRG Energy, Inc. (NRG). The values are adjusted to include any dividend payments, if applicable.

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ELP vs. NRG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELP
Companhia Paranaense de Energia - COPEL
0.00%72.16%-26.84%22.60%39.20%-11.33%-11.91%126.44%15.91%-1.77%
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

ELP:

$7.28B

NRG:

$29.08B

EPS

ELP:

$2.89

NRG:

$4.39

PE Ratio

ELP:

3.21

NRG:

33.26

PEG Ratio

ELP:

50.98

NRG:

0.50

PB Ratio

ELP:

0.28

NRG:

28.21

Total Revenue (TTM)

ELP:

$24.95B

NRG:

$0.00

Gross Profit (TTM)

ELP:

$5.51B

NRG:

$0.00

EBITDA (TTM)

ELP:

$5.54B

NRG:

$1.80B

Returns By Period


ELP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

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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Return for Risk

ELP vs. NRG — Risk / Return Rank

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

ELP

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.

ELP vs. NRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Paranaense de Energia - COPEL (ELP) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ELP vs. NRG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ELPNRGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Correlation

The correlation between ELP and NRG is 0.26, 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

ELP vs. NRG - Dividend Comparison

ELP's dividend yield for the trailing twelve months is around 9.41%, more than NRG's 1.23% yield.


TTM20252024202320222021202020192018201720162015
ELP
Companhia Paranaense de Energia - COPEL
9.41%9.41%5.07%3.93%8.63%12.84%4.23%4.11%11.43%10.18%3.64%4.94%
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

ELP vs. NRG - Drawdown Comparison


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Drawdown Indicators


ELPNRGDifference

Max Drawdown

Largest peak-to-trough decline

-79.41%

Max Drawdown (1Y)

Largest decline over 1 year

-23.26%

Max Drawdown (5Y)

Largest decline over 5 years

-32.62%

Max Drawdown (10Y)

Largest decline over 10 years

-48.76%

Current Drawdown

Current decline from peak

-20.59%

Average Drawdown

Average peak-to-trough decline

-28.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.68%

Volatility

ELP vs. NRG - Volatility Comparison


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Volatility by Period


ELPNRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.78%

Volatility (6M)

Calculated over the trailing 6-month period

32.22%

Volatility (1Y)

Calculated over the trailing 1-year period

53.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.02%

Financials

ELP vs. NRG - Financials Comparison

This section allows you to compare key financial metrics between Companhia Paranaense de Energia - COPEL 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
6.81B
-22.96B
(ELP) Total Revenue
(NRG) Total Revenue
Values in USD except per share items

ELP vs. NRG - Profitability Comparison

The chart below illustrates the profitability comparison between Companhia Paranaense de Energia - COPEL 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

-10.0%0.0%10.0%20.0%30.0%40.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
18.7%
18.2%
Portfolio components
ELP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Companhia Paranaense de Energia - COPEL reported a gross profit of 1.27B and revenue of 6.81B. Therefore, the gross margin over that period was 18.7%.

NRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported a gross profit of -4.17B and revenue of -22.96B. Therefore, the gross margin over that period was 18.2%.

ELP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Companhia Paranaense de Energia - COPEL reported an operating income of 1.03B and revenue of 6.81B, resulting in an operating margin of 15.2%.

NRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported an operating income of 246.00M and revenue of -22.96B, resulting in an operating margin of -1.1%.

ELP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Companhia Paranaense de Energia - COPEL reported a net income of 384.22M and revenue of 6.81B, resulting in a net margin of 5.6%.

NRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported a net income of 66.00M and revenue of -22.96B, resulting in a net margin of -0.3%.