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

Key characteristics


GNENRG
YTD Return-43.50%50.21%
1Y Return10.90%152.24%
3Y Return (Ann)43.92%34.39%
5Y Return (Ann)15.55%17.94%
10Y Return (Ann)11.18%10.95%
Sharpe Ratio0.125.34
Daily Std Dev46.55%25.59%
Max Drawdown-75.12%-79.41%
Current Drawdown-48.08%0.00%

Fundamentals


GNENRG
Market Cap$424.72M$15.63B
EPS$0.49-$1.12
PE Ratio31.656.39
PEG Ratio0.002.40
Revenue (TTM)$428.71M$28.82B
Gross Profit (TTM)$154.78M$4.10B
EBITDA (TTM)$58.66M$282.00M

Correlation

-0.50.00.51.00.2

The correlation between GNE and NRG is 0.19, 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

GNE vs. NRG - Performance Comparison

In the year-to-date period, GNE achieves a -43.50% return, which is significantly lower than NRG's 50.21% return. Both investments have delivered pretty close results over the past 10 years, with GNE having a 11.18% annualized return and NRG not far behind at 10.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
153.97%
380.39%
GNE
NRG

Compare stocks, funds, or ETFs

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


Genie Energy Ltd.

NRG Energy, Inc.

Risk-Adjusted Performance

GNE vs. NRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genie Energy Ltd. (GNE) 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.


GNE
Sharpe ratio
The chart of Sharpe ratio for GNE, currently valued at 0.12, compared to the broader market-2.00-1.000.001.002.003.004.000.12
Sortino ratio
The chart of Sortino ratio for GNE, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.006.000.48
Omega ratio
The chart of Omega ratio for GNE, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for GNE, currently valued at 0.10, compared to the broader market0.002.004.006.000.10
Martin ratio
The chart of Martin ratio for GNE, currently valued at 0.21, compared to the broader market-10.000.0010.0020.0030.000.21
NRG
Sharpe ratio
The chart of Sharpe ratio for NRG, currently valued at 5.34, compared to the broader market-2.00-1.000.001.002.003.004.005.34
Sortino ratio
The chart of Sortino ratio for NRG, currently valued at 5.84, compared to the broader market-4.00-2.000.002.004.006.005.84
Omega ratio
The chart of Omega ratio for NRG, currently valued at 1.78, compared to the broader market0.501.001.501.78
Calmar ratio
The chart of Calmar ratio for NRG, currently valued at 4.40, compared to the broader market0.002.004.006.004.40
Martin ratio
The chart of Martin ratio for NRG, currently valued at 59.72, compared to the broader market-10.000.0010.0020.0030.0059.72

GNE vs. NRG - Sharpe Ratio Comparison

The current GNE Sharpe Ratio is 0.12, which is lower than the NRG Sharpe Ratio of 5.34. The chart below compares the 12-month rolling Sharpe Ratio of GNE and NRG.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2024FebruaryMarchAprilMay
0.12
5.34
GNE
NRG

Dividends

GNE vs. NRG - Dividend Comparison

GNE's dividend yield for the trailing twelve months is around 1.90%, less than NRG's 2.05% yield.


TTM20232022202120202019201820172016201520142013
GNE
Genie Energy Ltd.
1.90%1.07%2.90%0.00%4.58%3.88%4.98%6.88%4.17%1.08%0.97%0.00%
NRG
NRG Energy, Inc.
2.05%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%1.57%

Drawdowns

GNE vs. NRG - Drawdown Comparison

The maximum GNE drawdown since its inception was -75.12%, smaller than the maximum NRG drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for GNE and NRG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-48.08%
0
GNE
NRG

Volatility

GNE vs. NRG - Volatility Comparison

Genie Energy Ltd. (GNE) has a higher volatility of 9.13% compared to NRG Energy, Inc. (NRG) at 7.79%. This indicates that GNE'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.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
9.13%
7.79%
GNE
NRG

Financials

GNE vs. NRG - Financials Comparison

This section allows you to compare key financial metrics between Genie Energy Ltd. 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