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NRG vs. NTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NRG vs. NTSX

Last updated Jun 4, 2026

NRG (NRG Energy, Inc.) is a stock, while NTSX (WisdomTree U.S. Efficient Core Fund) is Diversified Portfolio fund actively managed by WisdomTree. Over the past 5 years, NRG returned 35.21%/yr vs 9.69%/yr for NTSX. At a 0.42 correlation, their price movements are largely independent.

Performance

NRG vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NRG Energy, Inc. (NRG) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NRG achieves a -15.48% return, which is significantly lower than NTSX's 8.62% return.

NRG

1D
0.19%
1M
-13.60%
YTD
-15.48%
6M
-19.30%
1Y
-15.99%
3Y*
62.27%
5Y*
35.21%
10Y*
25.18%

NTSX

1D
-1.05%
1M
4.37%
YTD
8.62%
6M
7.83%
1Y
25.27%
3Y*
19.38%
5Y*
9.69%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRG vs. NTSX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
NRG
NRG Energy, Inc.		-15.48%78.91%78.58%69.36%-23.47%18.54%-2.14%0.69%25.54%
NTSX
WisdomTree U.S. Efficient Core Fund		8.62%18.82%20.20%22.70%-25.84%22.21%24.87%32.03%-8.72%

Correlation

The correlation between NRG and NTSX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2018

0.42

Compare stocks, funds, or ETFs

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NRG Energy, Inc.

WisdomTree U.S. Efficient Core Fund

Often compared with NRG:
NRG vs. NEENRG vs. EDNRG vs. SONRG vs. XLUNRG vs. CWENNRG vs. FRNRG vs. GNE
Often compared with NTSX:
NTSX vs. VOONTSX vs. RSSBNTSX vs. VTINTSX vs. SWANNTSX vs. AOANTSX vs. QQQNTSX vs. CGBL

Return for Risk

NRG vs. NTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NRG
NRG Risk / Return Rank: 2222
Overall Rank
NRG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NRG Sortino Ratio Rank: 2424
Sortino Ratio Rank
NRG Omega Ratio Rank: 2525
Omega Ratio Rank
NRG Calmar Ratio Rank: 2323
Calmar Ratio Rank
NRG Martin Ratio Rank: 1212
Martin Ratio Rank
NTSX
NTSX Risk / Return Rank: 6060
Overall Rank
NTSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
NTSX Sortino Ratio Rank: 5858
Sortino Ratio Rank
NTSX Omega Ratio Rank: 5959
Omega Ratio Rank
NTSX Calmar Ratio Rank: 5555
Calmar Ratio Rank
NTSX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NRG vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and WisdomTree U.S. Efficient Core Fund (NTSX). 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.

NRGNTSXDifference
Sharpe ratioReturn per unit of total volatility
-0.36
2.06

-2.43

Sortino ratioReturn per unit of downside risk
-0.23
2.81

-3.03

Omega ratioGain probability vs. loss probability

0.97

1.37

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.49

2.77

-3.26

Martin ratioReturn relative to average drawdown

-1.26

12.25

-13.51

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NRG vs. NTSX - Sharpe Ratio Comparison

The current NRG Sharpe Ratio is -0.36, which is lower than the NTSX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of NRG and NTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

NRGNTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

2.06

-2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.57

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.71

-0.35

Drawdowns

NRG vs. NTSX - Drawdown Comparison

The maximum NRG drawdown since its inception was -79.41%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for NRG and NTSX.

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Drawdown Indicators

NRGNTSXDifference

Max Drawdown

Largest peak-to-trough decline

-79.41%

-31.34%

-48.07%

Max Drawdown (1Y)

Largest decline over 1 year

-32.57%

-9.16%

-23.41%

Max Drawdown (3Y)

Largest decline over 3 years

-32.57%

-16.82%

-15.75%

Max Drawdown (5Y)

Largest decline over 5 years

-32.62%

-31.34%

-1.28%

Max Drawdown (10Y)

Largest decline over 10 years

-48.76%

—

—

Current Drawdown

Current decline from peak

-27.09%

-1.05%

-26.04%

Average Drawdown

Average peak-to-trough decline

-28.00%

-6.79%

-21.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.80%

2.07%

+10.73%

Volatility

NRG vs. NTSX - Volatility Comparison

NRG Energy, Inc. (NRG) has a higher volatility of 15.26% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.39%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

NRGNTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.26%

3.39%

+11.87%

Volatility (6M)

Calculated over the trailing 6-month period

34.36%

9.58%

+24.78%

Volatility (1Y)

Calculated over the trailing 1-year period

44.34%

12.31%

+32.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.93%

17.04%

+22.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.28%

18.27%

+21.01%

Dividends

NRG vs. NTSX - Dividend Comparison

NRG's dividend yield for the trailing twelve months is around 1.37%, more than NTSX's 1.08% yield.

PositionTTM20252024202320222021202020192018201720162015
NRG
NRG Energy, Inc.		1.37%1.11%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%
NTSX
WisdomTree U.S. Efficient Core Fund		1.08%1.14%1.14%1.21%1.36%0.82%0.92%1.42%0.62%0.00%0.00%0.00%

Frequently Asked Questions

NRG and NTSX have a correlation of 0.33, 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 NTSX (3.39%). In terms of maximum drawdown, NRG dropped -79.41% vs NTSX's -31.34%.

NTSX currently has the higher Sharpe Ratio (2.06 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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