PortfoliosLab logoPortfoliosLab logo
NRG vs. OLA.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NRG vs. OLA.TO - Performance Comparison

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

Loading charts...

Different Trading Currencies

NRG is traded in USD, while OLA.TO is traded in CAD. To make them comparable, the OLA.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with NRG having a -20.72% return and OLA.TO slightly lower at -20.79%.


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%

OLA.TO

1D
2.89%
1M
-26.70%
YTD
-20.79%
6M
-18.29%
1Y
-2.73%
3Y*
38.94%
5Y*
18.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRG vs. OLA.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NRG
NRG Energy, Inc.
-20.72%78.91%78.58%69.36%-23.47%18.54%-2.14%0.69%39.59%74.81%
OLA.TO
Orla Mining Ltd.
-20.79%143.00%69.88%-19.25%6.70%-29.56%251.34%98.66%-45.59%37.94%

Correlation

The correlation between NRG and OLA.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.13

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

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2017

0.09

Fundamentals

Market Cap

NRG:

$26.10B

OLA.TO:

CA$5.95B

EPS

NRG:

$1.21

OLA.TO:

CA$0.82

PE Ratio

NRG:

103.60

OLA.TO:

18.13

PEG Ratio

NRG:

1.56

OLA.TO:

0.29

PS Ratio

NRG:

0.76

OLA.TO:

3.56

PB Ratio

NRG:

6.18

OLA.TO:

5.64

Total Revenue (TTM)

NRG:

$32.38B

OLA.TO:

CA$1.59B

Gross Profit (TTM)

NRG:

$4.69B

OLA.TO:

CA$848.41M

EBITDA (TTM)

NRG:

$2.57B

OLA.TO:

CA$966.01M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NRG vs. OLA.TO — Risk / Return Rank

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

NRG
NRG Risk / Return Rank: 2525
Overall Rank
NRG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NRG Sortino Ratio Rank: 2727
Sortino Ratio Rank
NRG Omega Ratio Rank: 2727
Omega Ratio Rank
NRG Calmar Ratio Rank: 2727
Calmar Ratio Rank
NRG Martin Ratio Rank: 1717
Martin Ratio Rank

OLA.TO
OLA.TO Risk / Return Rank: 4343
Overall Rank
OLA.TO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
OLA.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
OLA.TO Omega Ratio Rank: 4444
Omega Ratio Rank
OLA.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
OLA.TO Martin Ratio Rank: 4242
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. OLA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Orla Mining Ltd. (OLA.TO). 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.


NRGOLA.TODifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

0.97

1.06

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.47

-0.05

-0.42

Martin ratioReturn relative to average drawdown

-1.16

-0.13

-1.04

NRG vs. OLA.TO - Sharpe Ratio Comparison

The current NRG Sharpe Ratio is -0.36, which is lower than the OLA.TO Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of NRG and OLA.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NRG vs. OLA.TO - Drawdown Comparison

The maximum NRG drawdown since its inception was -79.41%, which is greater than OLA.TO's maximum drawdown of -57.88%. Use the drawdown chart below to compare losses from any high point for NRG and OLA.TO.


Loading charts...

Drawdown Indicators


NRGOLA.TODifference

Max Drawdown

Largest peak-to-trough decline

-79.41%

-57.88%

-21.53%

Max Drawdown (1Y)

Largest decline over 1 year

-34.24%

-54.91%

+20.67%

Max Drawdown (3Y)

Largest decline over 3 years

-34.24%

-54.91%

+20.67%

Max Drawdown (5Y)

Largest decline over 5 years

-34.24%

-54.91%

+20.67%

Max Drawdown (10Y)

Largest decline over 10 years

-48.76%

Current Drawdown

Current decline from peak

-31.61%

-50.87%

+19.26%

Average Drawdown

Average peak-to-trough decline

-27.99%

-23.16%

-4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.73%

21.68%

-7.95%

Volatility

NRG vs. OLA.TO - Volatility Comparison

The current volatility for NRG Energy, Inc. (NRG) is 15.26%, while Orla Mining Ltd. (OLA.TO) has a volatility of 23.07%. This indicates that NRG experiences smaller price fluctuations and is considered to be less risky than OLA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NRGOLA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.26%

23.07%

-7.81%

Volatility (6M)

Calculated over the trailing 6-month period

35.10%

51.52%

-16.42%

Volatility (1Y)

Calculated over the trailing 1-year period

44.88%

73.18%

-28.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.03%

58.92%

-18.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.16%

57.20%

-18.04%

Dividends

NRG vs. OLA.TO - Dividend Comparison

NRG's dividend yield for the trailing twelve months is around 1.46%, more than OLA.TO's 0.28% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
OLA.TO
Orla Mining Ltd.
0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NRG vs. OLA.TO - Financials Comparison

This section allows you to compare key financial metrics between NRG Energy, Inc. and Orla Mining Ltd.. 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
10.26B
519.71M
(NRG) Total Revenue
(OLA.TO) Total Revenue
Please note, different currencies. NRG values in USD, OLA.TO values in CAD

NRG vs. OLA.TO - Profitability Comparison

The chart below illustrates the profitability comparison between NRG Energy, Inc. and Orla Mining Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%202220232024202520260
57.0%
Portfolio components
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%.

OLA.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Orla Mining Ltd. reported a gross profit of 296.32M and revenue of 519.71M. Therefore, the gross margin over that period was 57.0%.

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%.

OLA.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Orla Mining Ltd. reported an operating income of 274.55M and revenue of 519.71M, resulting in an operating margin of 52.8%.

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%.

OLA.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Orla Mining Ltd. reported a net income of 103.43M and revenue of 519.71M, resulting in a net margin of 19.9%.


Frequently Asked Questions


NRG and OLA.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for NRG and OLA.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer