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NRG vs. PSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NRG vs. PSA - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%JuneJulyAugustSeptemberOctoberNovember
1,161.82%
1,435.69%
NRG
PSA

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

YTD

82.48%

1M

1.44%

6M

13.14%

1Y

98.32%

5Y (annualized)

22.38%

10Y (annualized)

13.90%

PSA

YTD

13.15%

1M

-3.63%

6M

18.32%

1Y

34.44%

5Y (annualized)

14.23%

10Y (annualized)

10.22%

Fundamentals


NRGPSA
Market Cap$18.77B$58.99B
EPS$4.04$9.64
PE Ratio22.9434.95
PEG Ratio2.4010.30
Total Revenue (TTM)$28.09B$4.68B
Gross Profit (TTM)$5.40B$3.44B
EBITDA (TTM)$8.44B$3.35B

Key characteristics


NRGPSA
Sharpe Ratio2.951.49
Sortino Ratio3.402.07
Omega Ratio1.461.26
Calmar Ratio5.071.01
Martin Ratio16.954.54
Ulcer Index5.82%7.46%
Daily Std Dev33.44%22.73%
Max Drawdown-79.41%-55.80%
Current Drawdown-4.37%-9.00%

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Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for NRG, currently valued at 2.95, compared to the broader market-4.00-2.000.002.002.951.49
The chart of Sortino ratio for NRG, currently valued at 3.40, compared to the broader market-4.00-2.000.002.004.003.402.07
The chart of Omega ratio for NRG, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.26
The chart of Calmar ratio for NRG, currently valued at 5.07, compared to the broader market0.002.004.006.005.071.01
The chart of Martin ratio for NRG, currently valued at 16.95, compared to the broader market0.0010.0020.0030.0016.954.54
NRG
PSA

The current NRG Sharpe Ratio is 2.95, which is higher than the PSA Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of NRG and PSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
2.95
1.49
NRG
PSA

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.


TTM20232022202120202019201820172016201520142013
NRG
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%
PSA
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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.37%
-9.00%
NRG
PSA

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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
9.05%
9.31%
NRG
PSA

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items