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

Performance

NRG vs. CASY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NRG Energy, Inc. (NRG) and Casey's General Stores, Inc. (CASY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NRG achieves a -20.72% return, which is significantly lower than CASY's 62.22% return. Over the past 10 years, NRG has outperformed CASY with an annualized return of 26.90%, while CASY has yielded a comparatively lower 23.37% annualized return.


NRG

1D
1.43%
1M
-4.28%
YTD
-20.72%
6M
-21.80%
1Y
-15.96%
3Y*
57.21%
5Y*
30.96%
10Y*
26.90%

CASY

1D
-2.31%
1M
0.76%
YTD
62.22%
6M
66.01%
1Y
77.24%
3Y*
60.28%
5Y*
34.73%
10Y*
23.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRG vs. CASY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NRG
NRG Energy, Inc.
-20.72%78.91%78.58%69.36%-23.47%18.54%-2.14%0.69%39.59%133.69%
CASY
Casey's General Stores, Inc.
62.22%40.12%45.01%23.27%14.49%11.25%13.24%25.12%15.59%-4.99%

Correlation

The correlation between NRG and CASY is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2003

0.23

The correlation between NRG and CASY shifts across timeframes, from 0.10 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NRG:

$26.10B

CASY:

$33.29B

EPS

NRG:

$1.21

CASY:

$19.17

PE Ratio

NRG:

103.60

CASY:

46.69

PEG Ratio

NRG:

1.56

CASY:

2.23

PS Ratio

NRG:

0.76

CASY:

1.90

PB Ratio

NRG:

6.18

CASY:

8.42

Total Revenue (TTM)

NRG:

$32.38B

CASY:

$17.56B

Gross Profit (TTM)

NRG:

$4.69B

CASY:

$4.32B

EBITDA (TTM)

NRG:

$2.57B

CASY:

$1.58B

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Return for Risk

NRG vs. CASY — Risk / Return Rank

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

NRG
NRG Risk / Return Rank: 2525
Overall Rank
NRG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NRG Sortino Ratio Rank: 2727
Sortino Ratio Rank
NRG Omega Ratio Rank: 2727
Omega Ratio Rank
NRG Calmar Ratio Rank: 2727
Calmar Ratio Rank
NRG Martin Ratio Rank: 1717
Martin Ratio Rank

CASY
CASY Risk / Return Rank: 9494
Overall Rank
CASY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CASY Sortino Ratio Rank: 9696
Sortino Ratio Rank
CASY Omega Ratio Rank: 9494
Omega Ratio Rank
CASY Calmar Ratio Rank: 9292
Calmar Ratio Rank
CASY Martin Ratio Rank: 9696
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.

NRG vs. CASY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Casey's General Stores, Inc. (CASY). 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.


NRGCASYDifference
Sharpe ratioReturn per unit of total volatility

-2.87

Sortino ratioReturn per unit of downside risk

-4.40

Omega ratioGain probability vs. loss probability

0.97

1.51

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.47

4.83

-5.30

Martin ratioReturn relative to average drawdown

-1.16

19.15

-20.32

NRG vs. CASY - Sharpe Ratio Comparison

The current NRG Sharpe Ratio is -0.36, which is lower than the CASY Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of NRG and CASY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NRG vs. CASY - Drawdown Comparison

The maximum NRG drawdown since its inception was -79.41%, which is greater than CASY's maximum drawdown of -74.32%. Use the drawdown chart below to compare losses from any high point for NRG and CASY.


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Drawdown Indicators


NRGCASYDifference

Max Drawdown

Largest peak-to-trough decline

-79.41%

-74.32%

-5.09%

Max Drawdown (1Y)

Largest decline over 1 year

-34.24%

-16.07%

-18.17%

Max Drawdown (3Y)

Largest decline over 3 years

-34.24%

-16.07%

-18.17%

Max Drawdown (5Y)

Largest decline over 5 years

-34.24%

-17.13%

-17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-48.76%

-33.41%

-15.35%

Current Drawdown

Current decline from peak

-31.61%

-2.31%

-29.30%

Average Drawdown

Average peak-to-trough decline

-27.99%

-15.15%

-12.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.73%

4.05%

+9.68%

Volatility

NRG vs. CASY - Volatility Comparison

The current volatility for NRG Energy, Inc. (NRG) is 15.26%, while Casey's General Stores, Inc. (CASY) has a volatility of 20.67%. This indicates that NRG experiences smaller price fluctuations and is considered to be less risky than CASY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRGCASYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.26%

20.67%

-5.41%

Volatility (6M)

Calculated over the trailing 6-month period

35.10%

25.59%

+9.51%

Volatility (1Y)

Calculated over the trailing 1-year period

44.88%

30.95%

+13.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.03%

27.79%

+12.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.16%

28.13%

+11.03%

Dividends

NRG vs. CASY - Dividend Comparison

NRG's dividend yield for the trailing twelve months is around 1.46%, more than CASY's 0.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CASY
Casey's General Stores, Inc.
0.25%0.39%0.47%0.59%0.65%0.69%0.72%0.77%0.86%0.89%0.77%0.70%
NRG
NRG Energy, Inc.
1.46%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. CASY - Financials Comparison

This section allows you to compare key financial metrics between NRG Energy, Inc. and Casey's General Stores, 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


2.00B4.00B6.00B8.00B10.00B20222023202420252026
10.26B
4.57B
(NRG) Total Revenue
(CASY) Total Revenue
Values in USD except per share items

NRG vs. CASY - Profitability Comparison

The chart below illustrates the profitability comparison between NRG Energy, Inc. and Casey's General Stores, 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%202220232024202520260
26.0%
Portfolio components
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%.

CASY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Casey's General Stores, Inc. reported a gross profit of 1.19B and revenue of 4.57B. Therefore, the gross margin over that period was 26.0%.

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%.

CASY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Casey's General Stores, Inc. reported an operating income of 3.13B and revenue of 4.57B, resulting in an operating margin of 68.5%.

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%.

CASY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Casey's General Stores, Inc. reported a net income of 162.68M and revenue of 4.57B, resulting in a net margin of 3.6%.


Frequently Asked Questions


NRG and CASY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CASY has higher volatility (20.67%) compared to NRG (15.26%). In terms of maximum drawdown, NRG dropped -79.41% vs CASY's -74.32%.

CASY currently has the higher Sharpe Ratio (2.51 vs -0.36), 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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