NRG vs. AVDV
NRG (NRG Energy, Inc.) is a stock, while AVDV (Avantis International Small Cap Value ETF) is Foreign Small & Mid Cap Equities fund actively managed by Avantis. Over the past 5 years, NRG returned 31.54%/yr vs 13.88%/yr for AVDV. At a 0.38 correlation, their price movements are largely independent.
Performance
NRG vs. AVDV - Performance Comparison
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Returns By Period
In the year-to-date period, NRG achieves a -12.57% return, which is significantly lower than AVDV's 12.42% return.
NRG
- 1D
- -0.80%
- 1M
- 10.27%
- 6M
- -7.55%
- YTD
- -12.57%
- 1Y
- -7.36%
- 3Y*
- 59.24%
- 5Y*
- 31.54%
- 10Y*
- 27.08%
AVDV
- 1D
- 1.01%
- 1M
- -2.23%
- 6M
- 8.28%
- YTD
- 12.42%
- 1Y
- 32.82%
- 3Y*
- 24.57%
- 5Y*
- 13.88%
- 10Y*
- —
NRG vs. AVDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | -12.57% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.05% |
AVDV Avantis International Small Cap Value ETF | 12.42% | 49.37% | 8.67% | 16.85% | -11.47% | 15.80% | 5.01% | 11.78% |
Correlation
The correlation between NRG and AVDV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.38 |
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Return for Risk
NRG vs. AVDV — Risk / Return Rank
NRG
AVDV
NRG vs. AVDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Avantis International Small Cap Value ETF (AVDV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NRG | AVDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.36 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.50 | -2.72 |
| Martin ratioReturn relative to average drawdown | -0.48 | 9.42 | -9.91 |
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Drawdowns
NRG vs. AVDV - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for NRG and AVDV.
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Drawdown Indicators
| NRG | AVDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -43.01% | -36.40% |
Max Drawdown (1Y)Largest decline over 1 year | -34.24% | -13.19% | -21.05% |
Max Drawdown (3Y)Largest decline over 3 years | -34.24% | -14.17% | -20.07% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -28.08% | -6.16% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | — | — |
Current DrawdownCurrent decline from peak | -24.59% | -4.42% | -20.17% |
Average DrawdownAverage peak-to-trough decline | -27.98% | -6.72% | -21.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.22% | 3.49% | +11.73% |
Volatility
NRG vs. AVDV - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 10.10% compared to Avantis International Small Cap Value ETF (AVDV) at 4.54%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRG | AVDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.10% | 4.54% | +5.56% |
Volatility (6M)Calculated over the trailing 6-month period | 33.70% | 14.39% | +19.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.21% | 16.54% | +28.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.00% | 17.42% | +22.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.07% | 19.72% | +19.35% |
Dividends
NRG vs. AVDV - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.32%, less than AVDV's 2.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 2.81% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
NRG NRG Energy, Inc. | 1.32% | 1.11% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% |
Frequently Asked Questions
NRG and AVDV have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRG has higher volatility (10.10%) compared to AVDV (4.54%). In terms of maximum drawdown, NRG dropped -79.41% vs AVDV's -43.01%.
AVDV currently has the higher Sharpe Ratio (1.99 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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