NRG vs. AEM.TO
NRG (NRG Energy, Inc.) and AEM.TO (Agnico Eagle Mines Limited) are both stocks. NRG operates in Utilities - Independent Power Producers (Utilities), while AEM.TO operates in Gold (Basic Materials). Over the past 10 years, NRG returned 26.54%/yr vs 14.22%/yr for AEM.TO. At a 0.14 correlation, their price movements are largely independent.
Performance
NRG vs. AEM.TO - Performance Comparison
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Different Trading Currencies
NRG is traded in USD, while AEM.TO is traded in CAD. To make them comparable, the AEM.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NRG achieves a -19.30% return, which is significantly lower than AEM.TO's -4.24% return. Over the past 10 years, NRG has outperformed AEM.TO with an annualized return of 26.54%, while AEM.TO has yielded a comparatively lower 14.22% annualized return.
NRG
- 1D
- -1.15%
- 1M
- -7.53%
- YTD
- -19.30%
- 6M
- -21.70%
- 1Y
- -17.17%
- 3Y*
- 58.56%
- 5Y*
- 31.87%
- 10Y*
- 26.54%
AEM.TO
- 1D
- -1.16%
- 1M
- -16.08%
- YTD
- -4.24%
- 6M
- -1.38%
- 1Y
- 38.35%
- 3Y*
- 49.91%
- 5Y*
- 20.77%
- 10Y*
- 14.22%
NRG vs. AEM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | -19.30% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
AEM.TO Agnico Eagle Mines Limited | -4.24% | 119.66% | 46.16% | 9.25% | 1.57% | -23.52% | 16.40% | 52.88% | -11.65% | 11.09% |
Correlation
The correlation between NRG and AEM.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2006 | 0.14 |
Fundamentals
NRG:
$26.56B
AEM.TO:
CA$113.39B
NRG:
$1.21
AEM.TO:
CA$10.65
NRG:
105.45
AEM.TO:
21.22
NRG:
1.58
AEM.TO:
0.32
NRG:
0.78
AEM.TO:
8.38
NRG:
6.29
AEM.TO:
4.32
NRG:
$32.38B
AEM.TO:
CA$13.56B
NRG:
$4.69B
AEM.TO:
CA$8.26B
NRG:
$2.57B
AEM.TO:
CA$9.54B
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Return for Risk
NRG vs. AEM.TO — Risk / Return Rank
NRG
AEM.TO
NRG vs. AEM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Agnico Eagle Mines Limited (AEM.TO). 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.
| NRG | AEM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.18 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.08 | -1.61 |
| Martin ratioReturn relative to average drawdown | -1.31 | 2.94 | -4.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NRG | AEM.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | 0.89 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.59 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.39 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.21 | +0.14 |
Drawdowns
NRG vs. AEM.TO - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, which is greater than AEM.TO's maximum drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for NRG and AEM.TO.
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Drawdown Indicators
| NRG | AEM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -74.20% | -5.21% |
Max Drawdown (1Y)Largest decline over 1 year | -32.57% | -35.59% | +3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -32.57% | -35.59% | +3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -32.62% | -46.11% | +13.49% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | -54.30% | +5.54% |
Current DrawdownCurrent decline from peak | -30.39% | -35.59% | +5.20% |
Average DrawdownAverage peak-to-trough decline | -28.00% | -34.31% | +6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.14% | 13.08% | +0.06% |
Volatility
NRG vs. AEM.TO - Volatility Comparison
The current volatility for NRG Energy, Inc. (NRG) is 13.75%, while Agnico Eagle Mines Limited (AEM.TO) has a volatility of 14.82%. This indicates that NRG experiences smaller price fluctuations and is considered to be less risky than AEM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRG | AEM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.75% | 14.82% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 34.40% | 35.00% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.45% | 43.43% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.91% | 35.66% | +4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.24% | 36.41% | +2.83% |
Dividends
NRG vs. AEM.TO - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.43%, more than AEM.TO's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEM.TO Agnico Eagle Mines Limited | 1.04% | 0.97% | 1.95% | 2.98% | 2.81% | 2.08% | 1.34% | 0.81% | 0.80% | 0.77% | 0.75% | 0.95% |
NRG NRG Energy, Inc. | 1.43% | 1.11% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% |
Financials
NRG vs. AEM.TO - Financials Comparison
This section allows you to compare key financial metrics between NRG Energy, Inc. and Agnico Eagle Mines Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
NRG vs. AEM.TO - Profitability Comparison
NRG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported a gross profit of 0.00 and revenue of 10.26B. Therefore, the gross margin over that period was 0.0%.
AEM.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Agnico Eagle Mines Limited reported a gross profit of 2.72B and revenue of 4.10B. Therefore, the gross margin over that period was 66.4%.
NRG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported an operating income of 328.00M and revenue of 10.26B, resulting in an operating margin of 3.2%.
AEM.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Agnico Eagle Mines Limited reported an operating income of 2.56B and revenue of 4.10B, resulting in an operating margin of 62.4%.
NRG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported a net income of 125.00M and revenue of 10.26B, resulting in a net margin of 1.2%.
AEM.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Agnico Eagle Mines Limited reported a net income of 1.70B and revenue of 4.10B, resulting in a net margin of 41.4%.
Frequently Asked Questions
NRG and AEM.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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