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NRG vs. ENSV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NRG and ENSV is 0.09, 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.


-0.50.00.51.00.1

Performance

NRG vs. ENSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NRG Energy, Inc. (NRG) and Enservco Corporation (ENSV). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.65%
-56.96%
NRG
ENSV

Key characteristics

Sharpe Ratio

NRG:

2.32

ENSV:

-0.56

Sortino Ratio

NRG:

2.93

ENSV:

-0.41

Omega Ratio

NRG:

1.38

ENSV:

0.95

Calmar Ratio

NRG:

4.24

ENSV:

-0.69

Martin Ratio

NRG:

13.70

ENSV:

-1.49

Ulcer Index

NRG:

6.02%

ENSV:

46.21%

Daily Std Dev

NRG:

35.64%

ENSV:

123.58%

Max Drawdown

NRG:

-79.41%

ENSV:

-99.97%

Current Drawdown

NRG:

-12.16%

ENSV:

-99.94%

Fundamentals

Market Cap

NRG:

$18.52B

ENSV:

$5.70M

EPS

NRG:

$4.04

ENSV:

-$0.28

PEG Ratio

NRG:

2.40

ENSV:

-0.28

Total Revenue (TTM)

NRG:

$28.09B

ENSV:

$20.04M

Gross Profit (TTM)

NRG:

$3.23B

ENSV:

$2.83M

EBITDA (TTM)

NRG:

$3.44B

ENSV:

$1.84M

Returns By Period

In the year-to-date period, NRG achieves a 76.66% return, which is significantly higher than ENSV's -65.08% return. Over the past 10 years, NRG has outperformed ENSV with an annualized return of 15.55%, while ENSV has yielded a comparatively lower -42.70% annualized return.


NRG

YTD

76.66%

1M

-5.91%

6M

11.67%

1Y

84.96%

5Y*

21.11%

10Y*

15.55%

ENSV

YTD

-65.08%

1M

60.00%

6M

-57.83%

1Y

-68.00%

5Y*

-50.96%

10Y*

-42.70%

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Risk-Adjusted Performance

NRG vs. ENSV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Enservco Corporation (ENSV). 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.


Sharpe ratio
The chart of Sharpe ratio for NRG, currently valued at 2.32, compared to the broader market-4.00-2.000.002.002.32-0.56
The chart of Sortino ratio for NRG, currently valued at 2.93, compared to the broader market-4.00-2.000.002.004.002.93-0.41
The chart of Omega ratio for NRG, currently valued at 1.38, compared to the broader market0.501.001.502.001.380.95
The chart of Calmar ratio for NRG, currently valued at 4.24, compared to the broader market0.002.004.006.004.24-0.69
The chart of Martin ratio for NRG, currently valued at 13.70, compared to the broader market0.0010.0020.0013.70-1.49
NRG
ENSV

The current NRG Sharpe Ratio is 2.32, which is higher than the ENSV Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of NRG and ENSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.32
-0.56
NRG
ENSV

Dividends

NRG vs. ENSV - Dividend Comparison

NRG's dividend yield for the trailing twelve months is around 1.83%, while ENSV has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NRG
NRG Energy, Inc.
1.83%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%1.57%
ENSV
Enservco Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NRG vs. ENSV - Drawdown Comparison

The maximum NRG drawdown since its inception was -79.41%, smaller than the maximum ENSV drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for NRG and ENSV. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.16%
-99.94%
NRG
ENSV

Volatility

NRG vs. ENSV - Volatility Comparison

The current volatility for NRG Energy, Inc. (NRG) is 13.66%, while Enservco Corporation (ENSV) has a volatility of 55.65%. This indicates that NRG experiences smaller price fluctuations and is considered to be less risky than ENSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
13.66%
55.65%
NRG
ENSV

Financials

NRG vs. ENSV - Financials Comparison

This section allows you to compare key financial metrics between NRG Energy, Inc. and Enservco Corporation. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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