NRG vs. IDXX
NRG (NRG Energy, Inc.) and IDXX (IDEXX Laboratories, Inc.) are both stocks. NRG operates in Utilities - Independent Power Producers (Utilities), while IDXX operates in Diagnostics & Research (Healthcare). Over the past 10 years, NRG returned 27.92%/yr vs 19.24%/yr for IDXX. At a 0.26 correlation, their price movements are largely independent.
Performance
NRG vs. IDXX - Performance Comparison
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Returns By Period
In the year-to-date period, NRG achieves a -10.89% return, which is significantly higher than IDXX's -19.54% return. Over the past 10 years, NRG has outperformed IDXX with an annualized return of 27.92%, while IDXX has yielded a comparatively lower 19.24% annualized return.
NRG
- 1D
- -1.37%
- 1M
- -0.83%
- 6M
- -4.95%
- YTD
- -10.89%
- 1Y
- -9.70%
- 3Y*
- 57.57%
- 5Y*
- 31.55%
- 10Y*
- 27.92%
- ALL TIME*
- 14.13%
IDXX
- 1D
- 0.92%
- 1M
- -0.88%
- 6M
- -21.55%
- YTD
- -19.54%
- 1Y
- -1.03%
- 3Y*
- -0.75%
- 5Y*
- -4.74%
- 10Y*
- 19.24%
- ALL TIME*
- 19.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $312.01M | $369.59M | $363.65M | |
| $297.14M | $351.36M | $362.44M |
NRG vs. IDXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | -10.89% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
IDXX IDEXX Laboratories, Inc. | -19.54% | 63.63% | -25.51% | 36.06% | -38.04% | 31.73% | 91.43% | 40.38% | 18.95% | 33.35% |
Correlation
The correlation between NRG and IDXX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2003 | 0.26 |
Fundamentals
NRG:
$29.76B
IDXX:
$42.94B
NRG:
$1.21
IDXX:
$20.36
NRG:
116.71
IDXX:
26.73
NRG:
1.75
IDXX:
2.31
NRG:
0.86
IDXX:
6.58
NRG:
$32.38B
IDXX:
$4.45B
NRG:
$4.69B
IDXX:
$2.76B
NRG:
$2.57B
IDXX:
$1.52B
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Return for Risk
NRG vs. IDXX — Risk / Return Rank
NRG
IDXX
NRG vs. IDXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and IDEXX Laboratories, Inc. (IDXX). 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 | IDXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.04 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | -0.03 | -0.25 |
| Martin ratioReturn relative to average drawdown | -0.61 | -0.06 | -0.55 |
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Drawdowns
NRG vs. IDXX - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, roughly equal to the maximum IDXX drawdown of -81.42%. Use the drawdown chart below to compare losses from any high point for NRG and IDXX.
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Drawdown Indicators
| NRG | IDXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -81.42% | +2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -34.24% | -31.34% | -2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -34.24% | -37.41% | +3.17% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -54.00% | +19.76% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | -54.00% | +5.24% |
Current DrawdownCurrent decline from peak | -23.13% | -29.00% | +5.87% |
Average DrawdownAverage peak-to-trough decline | -27.98% | -21.03% | -6.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.91% | 17.94% | -2.03% |
Volatility
NRG vs. IDXX - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 11.65% compared to IDEXX Laboratories, Inc. (IDXX) at 9.72%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than IDXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRG | IDXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.65% | 9.72% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 33.89% | 22.32% | +11.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.54% | 42.93% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.11% | 35.62% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.10% | 33.17% | +5.93% |
Dividends
NRG vs. IDXX - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.30%, while IDXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDXX IDEXX Laboratories, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NRG NRG Energy, Inc. | 1.30% | 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. IDXX - Financials Comparison
This section allows you to compare key financial metrics between NRG Energy, Inc. and IDEXX Laboratories, 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. IDXX - Profitability Comparison
NRG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
IDXX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, IDEXX Laboratories, Inc. reported a gross profit of 722.74M and revenue of 1.14B. Therefore, the gross margin over that period was 63.4%.
NRG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, NRG Energy, Inc. reported an operating income of 328.00M and revenue of 10.26B, resulting in an operating margin of 3.2%.
IDXX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, IDEXX Laboratories, Inc. reported an operating income of 362.59M and revenue of 1.14B, resulting in an operating margin of 31.8%.
NRG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, NRG Energy, Inc. reported a net income of 125.00M and revenue of 10.26B, resulting in a net margin of 1.2%.
IDXX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, IDEXX Laboratories, Inc. reported a net income of 278.45M and revenue of 1.14B, resulting in a net margin of 24.4%.
Frequently Asked Questions
NRG and IDXX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRG has higher volatility (11.65%) compared to IDXX (9.72%). In terms of maximum drawdown, NRG dropped -79.41% vs IDXX's -81.42%.
IDXX currently has the higher Sharpe Ratio (-0.02 vs -0.21), 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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