NRG vs. ED
Compare and contrast key facts about NRG Energy, Inc. (NRG) and Consolidated Edison, Inc. (ED).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NRG or ED.
Performance
NRG vs. ED - Performance Comparison
Returns By Period
In the year-to-date period, NRG achieves a 84.54% return, which is significantly higher than ED's 9.76% return. Over the past 10 years, NRG has outperformed ED with an annualized return of 14.19%, while ED has yielded a comparatively lower 8.38% annualized return.
NRG
84.54%
8.48%
15.57%
98.43%
22.79%
14.19%
ED
9.76%
-8.88%
1.63%
9.29%
5.85%
8.38%
Fundamentals
| NRG | ED | |
|---|---|---|
| Market Cap | $18.77B | $33.41B |
| EPS | $4.04 | $5.32 |
| PE Ratio | 22.94 | 18.13 |
| PEG Ratio | 2.40 | 8.39 |
| Total Revenue (TTM) | $28.09B | $15.04B |
| Gross Profit (TTM) | $5.40B | $8.46B |
| EBITDA (TTM) | $8.44B | $5.88B |
Key characteristics
| NRG | ED | |
|---|---|---|
| Sharpe Ratio | 3.01 | 0.58 |
| Sortino Ratio | 3.45 | 0.93 |
| Omega Ratio | 1.47 | 1.11 |
| Calmar Ratio | 5.17 | 0.87 |
| Martin Ratio | 17.28 | 2.24 |
| Ulcer Index | 5.82% | 4.27% |
| Daily Std Dev | 33.51% | 16.44% |
| Max Drawdown | -79.41% | -74.02% |
| Current Drawdown | -3.29% | -9.42% |
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Correlation
The correlation between NRG and ED is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
NRG vs. ED - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Consolidated Edison, Inc. (ED). 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.
Dividends
NRG vs. ED - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.75%, less than ED's 3.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | 1.75% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% | 2.00% | 1.57% |
ED Consolidated Edison, Inc. | 3.44% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% | 4.45% |
Drawdowns
NRG vs. ED - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, which is greater than ED's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for NRG and ED. For additional features, visit the drawdowns tool.
Volatility
NRG vs. ED - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 9.08% compared to Consolidated Edison, Inc. (ED) at 4.61%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than ED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NRG vs. ED - Financials Comparison
This section allows you to compare key financial metrics between NRG Energy, Inc. and Consolidated Edison, 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