NRG vs. DOL.TO
NRG (NRG Energy, Inc.) and DOL.TO (Dollarama Inc.) are both stocks. NRG operates in Utilities - Independent Power Producers (Utilities), while DOL.TO operates in Discount Stores (Consumer Defensive). Over the past 10 years, NRG returned 26.90%/yr vs 19.56%/yr for DOL.TO. At a 0.10 correlation, their price movements are largely independent.
Performance
NRG vs. DOL.TO - Performance Comparison
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Different Trading Currencies
NRG is traded in USD, while DOL.TO is traded in CAD. To make them comparable, the DOL.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 -20.72% return, which is significantly lower than DOL.TO's -8.76% return. Over the past 10 years, NRG has outperformed DOL.TO with an annualized return of 26.90%, while DOL.TO has yielded a comparatively lower 19.56% 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%
DOL.TO
- 1D
- -2.74%
- 1M
- 9.37%
- YTD
- -8.76%
- 6M
- -6.90%
- 1Y
- -3.58%
- 3Y*
- 29.53%
- 5Y*
- 24.61%
- 10Y*
- 19.56%
NRG vs. DOL.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | -20.72% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
DOL.TO Dollarama Inc. | -8.76% | 53.61% | 35.84% | 23.91% | 17.98% | 22.53% | 19.52% | 43.95% | -42.42% | 73.13% |
Correlation
The correlation between NRG and DOL.TO is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2009 | 0.10 |
The correlation between NRG and DOL.TO shifts across timeframes, from -0.01 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NRG:
$26.10B
DOL.TO:
CA$52.20B
NRG:
$1.21
DOL.TO:
CA$4.86
NRG:
103.60
DOL.TO:
39.32
NRG:
1.56
DOL.TO:
1.83
NRG:
0.76
DOL.TO:
6.94
NRG:
6.18
DOL.TO:
38.10
NRG:
$32.38B
DOL.TO:
CA$7.58B
NRG:
$4.69B
DOL.TO:
CA$3.09B
NRG:
$2.57B
DOL.TO:
CA$2.23B
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Return for Risk
NRG vs. DOL.TO — Risk / Return Rank
NRG
DOL.TO
NRG vs. DOL.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Dollarama Inc. (DOL.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.
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 | DOL.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.99 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.18 | -0.29 |
| Martin ratioReturn relative to average drawdown | -1.16 | -0.40 | -0.76 |
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Drawdowns
NRG vs. DOL.TO - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, which is greater than DOL.TO's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for NRG and DOL.TO.
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Drawdown Indicators
| NRG | DOL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -49.54% | -29.87% |
Max Drawdown (1Y)Largest decline over 1 year | -34.24% | -19.95% | -14.29% |
Max Drawdown (3Y)Largest decline over 3 years | -34.24% | -19.95% | -14.29% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -19.95% | -14.29% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | -49.54% | +0.78% |
Current DrawdownCurrent decline from peak | -31.61% | -9.16% | -22.45% |
Average DrawdownAverage peak-to-trough decline | -27.99% | -7.89% | -20.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.73% | 8.98% | +4.75% |
Volatility
NRG vs. DOL.TO - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 15.26% compared to Dollarama Inc. (DOL.TO) at 11.28%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than DOL.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 | DOL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.26% | 11.28% | +3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 35.10% | 20.51% | +14.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.88% | 23.53% | +21.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.03% | 22.79% | +17.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.16% | 25.33% | +13.83% |
Dividends
NRG vs. DOL.TO - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.46%, more than DOL.TO's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOL.TO Dollarama Inc. | 0.23% | 0.20% | 0.25% | 0.28% | 0.27% | 0.31% | 0.34% | 0.39% | 0.95% | 0.82% | 1.19% | 1.31% |
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. DOL.TO - Financials Comparison
This section allows you to compare key financial metrics between NRG Energy, Inc. and Dollarama 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.
Total Revenue: Total amount of money received from sales and other business activities
NRG vs. DOL.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%.
DOL.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dollarama Inc. reported a gross profit of 686.75M and revenue of 1.85B. Therefore, the gross margin over that period was 37.2%.
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%.
DOL.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dollarama Inc. reported an operating income of 382.72M and revenue of 1.85B, resulting in an operating margin of 20.7%.
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%.
DOL.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dollarama Inc. reported a net income of 302.27M and revenue of 1.85B, resulting in a net margin of 16.4%.
Frequently Asked Questions
NRG and DOL.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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