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

Correlation

The correlation between NRG and ENSV is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

NRG:

1.75

ENSV:

-0.52

Sortino Ratio

NRG:

2.51

ENSV:

-0.90

Omega Ratio

NRG:

1.34

ENSV:

0.89

Calmar Ratio

NRG:

3.72

ENSV:

-0.93

Martin Ratio

NRG:

10.73

ENSV:

-1.34

Ulcer Index

NRG:

9.09%

ENSV:

69.28%

Daily Std Dev

NRG:

55.05%

ENSV:

183.67%

Max Drawdown

NRG:

-79.41%

ENSV:

-99.99%

Current Drawdown

NRG:

0.00%

ENSV:

-99.99%

Fundamentals

Market Cap

NRG:

$31.13B

ENSV:

$855.29K

EPS

NRG:

$6.29

ENSV:

-$0.28

PEG Ratio

NRG:

2.40

ENSV:

-0.28

PS Ratio

NRG:

1.06

ENSV:

0.04

PB Ratio

NRG:

14.25

ENSV:

0.56

Total Revenue (TTM)

NRG:

$29.29B

ENSV:

$3.76M

Gross Profit (TTM)

NRG:

$6.26B

ENSV:

$61.00K

EBITDA (TTM)

NRG:

$3.72B

ENSV:

-$570.00K

Returns By Period

In the year-to-date period, NRG achieves a 77.93% return, which is significantly higher than ENSV's -73.27% return. Over the past 10 years, NRG has outperformed ENSV with an annualized return of 22.84%, while ENSV has yielded a comparatively lower -52.79% annualized return.


NRG

YTD

77.93%

1M

63.34%

6M

74.13%

1Y

97.01%

5Y*

39.51%

10Y*

22.84%

ENSV

YTD

-73.27%

1M

-46.55%

6M

-74.66%

1Y

-94.39%

5Y*

-64.62%

10Y*

-52.79%

*Annualized

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Risk-Adjusted Performance

NRG vs. ENSV — Risk-Adjusted Performance Rank

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

NRG
The Risk-Adjusted Performance Rank of NRG is 9494
Overall Rank
The Sharpe Ratio Rank of NRG is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of NRG is 9191
Sortino Ratio Rank
The Omega Ratio Rank of NRG is 9191
Omega Ratio Rank
The Calmar Ratio Rank of NRG is 9898
Calmar Ratio Rank
The Martin Ratio Rank of NRG is 9595
Martin Ratio Rank

ENSV
The Risk-Adjusted Performance Rank of ENSV is 1313
Overall Rank
The Sharpe Ratio Rank of ENSV is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ENSV is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ENSV is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ENSV is 22
Calmar Ratio Rank
The Martin Ratio Rank of ENSV is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current NRG Sharpe Ratio is 1.75, which is higher than the ENSV Sharpe Ratio of -0.52. 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.


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Dividends

NRG vs. ENSV - Dividend Comparison

NRG's dividend yield for the trailing twelve months is around 1.06%, while ENSV has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NRG
NRG Energy, Inc.
1.06%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%
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 -99.99%. Use the drawdown chart below to compare losses from any high point for NRG and ENSV. For additional features, visit the drawdowns tool.


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Volatility

NRG vs. ENSV - Volatility Comparison

The current volatility for NRG Energy, Inc. (NRG) is 24.61%, while Enservco Corporation (ENSV) has a volatility of 27.07%. 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.


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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


0.002.00B4.00B6.00B8.00B20212022202320242025
8.59B
3.76M
(NRG) Total Revenue
(ENSV) Total Revenue
Values in USD except per share items