NRG vs. HCI
NRG (NRG Energy, Inc.) and HCI (HCI Group, Inc.) are both stocks. NRG operates in Utilities - Independent Power Producers (Utilities), while HCI operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, NRG returned 26.90%/yr vs 21.75%/yr for HCI. At a 0.14 correlation, their price movements are largely independent.
Performance
NRG vs. HCI - Performance Comparison
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Returns By Period
In the year-to-date period, NRG achieves a -20.72% return, which is significantly lower than HCI's -15.87% return. Over the past 10 years, NRG has outperformed HCI with an annualized return of 26.90%, while HCI has yielded a comparatively lower 21.75% 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%
HCI
- 1D
- -1.03%
- 1M
- 4.62%
- YTD
- -15.87%
- 6M
- -13.97%
- 1Y
- 2.02%
- 3Y*
- 42.68%
- 5Y*
- 14.15%
- 10Y*
- 21.75%
NRG vs. HCI - 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% |
HCI HCI Group, Inc. | -15.87% | 66.27% | 35.46% | 126.76% | -51.20% | 62.74% | 18.45% | -6.80% | 75.98% | -21.53% |
Correlation
The correlation between NRG and HCI is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2008 | 0.14 |
The correlation between NRG and HCI shifts across timeframes, from 0.07 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NRG:
$26.10B
HCI:
$2.07B
NRG:
$1.21
HCI:
$24.40
NRG:
103.60
HCI:
6.58
NRG:
1.56
HCI:
0.01
NRG:
0.76
HCI:
2.23
NRG:
6.18
HCI:
1.90
NRG:
$32.38B
HCI:
$927.48M
NRG:
$4.69B
HCI:
$617.14M
NRG:
$2.57B
HCI:
$459.34M
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Return for Risk
NRG vs. HCI — Risk / Return Rank
NRG
HCI
NRG vs. HCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and HCI Group, Inc. (HCI). 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 | HCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.04 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 0.07 | -0.54 |
| Martin ratioReturn relative to average drawdown | -1.16 | 0.13 | -1.29 |
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Drawdowns
NRG vs. HCI - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, roughly equal to the maximum HCI drawdown of -78.79%. Use the drawdown chart below to compare losses from any high point for NRG and HCI.
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Drawdown Indicators
| NRG | HCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -78.79% | -0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -34.24% | -27.46% | -6.78% |
Max Drawdown (3Y)Largest decline over 3 years | -34.24% | -28.30% | -5.94% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -78.79% | +44.55% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | -78.79% | +30.03% |
Current DrawdownCurrent decline from peak | -31.61% | -21.68% | -9.93% |
Average DrawdownAverage peak-to-trough decline | -27.99% | -20.67% | -7.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.73% | 16.31% | -2.58% |
Volatility
NRG vs. HCI - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 15.26% compared to HCI Group, Inc. (HCI) at 7.53%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than HCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRG | HCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.26% | 7.53% | +7.73% |
Volatility (6M)Calculated over the trailing 6-month period | 35.10% | 21.38% | +13.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.88% | 31.83% | +13.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.03% | 43.03% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.16% | 41.57% | -2.41% |
Dividends
NRG vs. HCI - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.46%, more than HCI's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCI HCI Group, Inc. | 1.00% | 0.83% | 1.37% | 1.83% | 4.04% | 1.92% | 3.06% | 3.50% | 2.90% | 4.68% | 3.04% | 3.44% |
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. HCI - Financials Comparison
This section allows you to compare key financial metrics between NRG Energy, Inc. and HCI Group, 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. HCI - 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%.
HCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HCI Group, Inc. reported a gross profit of 177.28M and revenue of 242.88M. Therefore, the gross margin over that period was 73.0%.
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%.
HCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HCI Group, Inc. reported an operating income of 115.38M and revenue of 242.88M, resulting in an operating margin of 47.5%.
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%.
HCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HCI Group, Inc. reported a net income of 85.04M and revenue of 242.88M, resulting in a net margin of 35.0%.
Frequently Asked Questions
NRG and HCI have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRG has higher volatility (15.26%) compared to HCI (7.53%). In terms of maximum drawdown, NRG dropped -79.41% vs HCI's -78.79%.
HCI currently has the higher Sharpe Ratio (0.06 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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