NRG vs. PSA
Compare and contrast key facts about NRG Energy, Inc. (NRG) and Public Storage (PSA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NRG or PSA.
Performance
NRG vs. PSA - Performance Comparison
Returns By Period
In the year-to-date period, NRG achieves a 82.48% return, which is significantly higher than PSA's 13.15% return. Over the past 10 years, NRG has outperformed PSA with an annualized return of 13.90%, while PSA has yielded a comparatively lower 10.22% annualized return.
NRG
82.48%
1.44%
13.14%
98.32%
22.38%
13.90%
PSA
13.15%
-3.63%
18.32%
34.44%
14.23%
10.22%
Fundamentals
NRG | PSA | |
---|---|---|
Market Cap | $18.77B | $58.99B |
EPS | $4.04 | $9.64 |
PE Ratio | 22.94 | 34.95 |
PEG Ratio | 2.40 | 10.30 |
Total Revenue (TTM) | $28.09B | $4.68B |
Gross Profit (TTM) | $5.40B | $3.44B |
EBITDA (TTM) | $8.44B | $3.35B |
Key characteristics
NRG | PSA | |
---|---|---|
Sharpe Ratio | 2.95 | 1.49 |
Sortino Ratio | 3.40 | 2.07 |
Omega Ratio | 1.46 | 1.26 |
Calmar Ratio | 5.07 | 1.01 |
Martin Ratio | 16.95 | 4.54 |
Ulcer Index | 5.82% | 7.46% |
Daily Std Dev | 33.44% | 22.73% |
Max Drawdown | -79.41% | -55.80% |
Current Drawdown | -4.37% | -9.00% |
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Correlation
The correlation between NRG and PSA is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
NRG vs. PSA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Public Storage (PSA). 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.
Dividends
NRG vs. PSA - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.77%, less than PSA's 3.58% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
NRG Energy, Inc. | 1.77% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% | 2.00% | 1.57% |
Public Storage | 3.58% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% | 3.42% |
Drawdowns
NRG vs. PSA - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, which is greater than PSA's maximum drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for NRG and PSA. For additional features, visit the drawdowns tool.
Volatility
NRG vs. PSA - Volatility Comparison
NRG Energy, Inc. (NRG) and Public Storage (PSA) have volatilities of 9.05% and 9.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NRG vs. PSA - Financials Comparison
This section allows you to compare key financial metrics between NRG Energy, Inc. and Public Storage. 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