NRG vs. BSV
NRG (NRG Energy, Inc.) is a stock, while BSV (Vanguard Short-Term Bond Index Fund ETF Shares) is Short-Term Bond fund tracking the Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. Over the past 10 years, NRG returned 26.59%/yr vs 1.94%/yr for BSV. Their -0.05 correlation means they have often moved in opposite directions in the past.
Performance
NRG vs. BSV - Performance Comparison
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Returns By Period
In the year-to-date period, NRG achieves a -25.78% return, which is significantly lower than BSV's 0.71% return. Over the past 10 years, NRG has outperformed BSV with an annualized return of 26.59%, while BSV has yielded a comparatively lower 1.94% annualized return.
NRG
- 1D
- -15.48%
- 1M
- -14.08%
- 6M
- -22.58%
- YTD
- -25.78%
- 1Y
- -31.87%
- 3Y*
- 48.83%
- 5Y*
- 26.03%
- 10Y*
- 26.59%
- ALL TIME*
- 13.19%
BSV
- 1D
- 0.19%
- 1M
- 0.07%
- 6M
- 0.59%
- YTD
- 0.71%
- 1Y
- 2.63%
- 3Y*
- 4.54%
- 5Y*
- 1.68%
- 10Y*
- 1.94%
- ALL TIME*
- 2.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $135.26M | $170.78M | $200.19M | |
| $479.66M | $364.60M | $382.77M |
NRG vs. BSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | -25.78% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 0.71% | 6.00% | 3.78% | 4.90% | -5.49% | -1.09% | 4.70% | 4.98% | 1.34% | 1.20% |
Correlation
The correlation between NRG and BSV is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007 | -0.05 |
The correlation between NRG and BSV shifts across timeframes, from -0.05 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NRG vs. BSV — Risk / Return Rank
NRG
BSV
NRG vs. BSV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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 | BSV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.27 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 2.05 | -2.94 |
| Martin ratioReturn relative to average drawdown | -1.93 | 6.34 | -8.27 |
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Drawdowns
NRG vs. BSV - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for NRG and BSV.
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Drawdown Indicators
| NRG | BSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -8.54% | -70.87% |
Max Drawdown (1Y)Largest decline over 1 year | -35.98% | -1.29% | -34.69% |
Max Drawdown (3Y)Largest decline over 3 years | -35.98% | -1.53% | -34.45% |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | -8.39% | -27.59% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | -8.54% | -40.22% |
Current DrawdownCurrent decline from peak | -35.98% | -0.21% | -35.77% |
Average DrawdownAverage peak-to-trough decline | -27.98% | -0.97% | -27.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.63% | 0.42% | +16.21% |
Volatility
NRG vs. BSV - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 22.41% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.51%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRG | BSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.41% | 0.51% | +21.90% |
Volatility (6M)Calculated over the trailing 6-month period | 39.23% | 1.42% | +37.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.22% | 1.72% | +47.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.05% | 2.74% | +38.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.53% | 2.38% | +37.15% |
Dividends
NRG vs. BSV - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.59%, less than BSV's 4.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 4.03% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
NRG NRG Energy, Inc. | 1.59% | 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 BSV have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRG has higher volatility (22.41%) compared to BSV (0.51%). In terms of maximum drawdown, NRG dropped -79.41% vs BSV's -8.54%.
BSV currently has the higher Sharpe Ratio (1.54 vs -0.65), 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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