NRG vs. DFEN.DE
NRG (NRG Energy, Inc.) is a stock, while DFEN.DE (VanEck Defense UCITS ETF A) is Aerospace & Defense fund tracking the MarketVector Global Defense Industry Index. Over the past 3 years, NRG returned 57.21%/yr vs 40.64%/yr for DFEN.DE. At a 0.24 correlation, their price movements are largely independent.
Performance
NRG vs. DFEN.DE - Performance Comparison
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Different Trading Currencies
NRG is traded in USD, while DFEN.DE is traded in EUR. To make them comparable, the DFEN.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NRG achieves a -20.72% return, which is significantly lower than DFEN.DE's 1.46% 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%
DFEN.DE
- 1D
- 0.49%
- 1M
- 1.00%
- YTD
- 1.46%
- 6M
- 2.92%
- 1Y
- 13.94%
- 3Y*
- 40.64%
- 5Y*
- —
- 10Y*
- —
NRG vs. DFEN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NRG NRG Energy, Inc. | -20.72% | 78.91% | 78.58% | 58.82% |
DFEN.DE VanEck Defense UCITS ETF A | 1.46% | 70.20% | 43.28% | 24.17% |
Correlation
The correlation between NRG and DFEN.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2023 | 0.24 |
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Return for Risk
NRG vs. DFEN.DE — Risk / Return Rank
NRG
DFEN.DE
NRG vs. DFEN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and VanEck Defense UCITS ETF A (DFEN.DE). 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 | DFEN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.11 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 0.71 | -1.18 |
| Martin ratioReturn relative to average drawdown | -1.16 | 1.73 | -2.90 |
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Drawdowns
NRG vs. DFEN.DE - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, which is greater than DFEN.DE's maximum drawdown of -19.59%. Use the drawdown chart below to compare losses from any high point for NRG and DFEN.DE.
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Drawdown Indicators
| NRG | DFEN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -19.59% | -59.82% |
Max Drawdown (1Y)Largest decline over 1 year | -34.24% | -19.59% | -14.65% |
Max Drawdown (3Y)Largest decline over 3 years | -34.24% | -19.59% | -14.65% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | — | — |
Current DrawdownCurrent decline from peak | -31.61% | -16.58% | -15.03% |
Average DrawdownAverage peak-to-trough decline | -27.99% | -3.51% | -24.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.73% | 8.02% | +5.71% |
Volatility
NRG vs. DFEN.DE - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 15.26% compared to VanEck Defense UCITS ETF A (DFEN.DE) at 7.93%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than DFEN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRG | DFEN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.26% | 7.93% | +7.33% |
Volatility (6M)Calculated over the trailing 6-month period | 35.10% | 19.89% | +15.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.88% | 25.41% | +19.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.03% | 21.76% | +18.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.16% | 21.76% | +17.40% |
Dividends
NRG vs. DFEN.DE - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.46%, while DFEN.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEN.DE VanEck Defense UCITS ETF A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
NRG and DFEN.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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