NRG vs. PSIX

Last updated Jun 25, 2026

NRG (NRG Energy, Inc.) and PSIX (Power Solutions International, Inc.) are both stocks. NRG operates in Utilities - Independent Power Producers (Utilities), while PSIX operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, NRG returned 28.72%/yr vs 8.11%/yr for PSIX. At a 0.14 correlation, their price movements are largely independent.

Performance

NRG vs. PSIX - Performance Comparison

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

Returns By Period

In the year-to-date period, NRG achieves a -10.14% return, which is significantly higher than PSIX's -32.73% return. Over the past 10 years, NRG has outperformed PSIX with an annualized return of 28.72%, while PSIX has yielded a comparatively lower 8.11% annualized return.

NRG

• 1D: 3.31%
• 1M: 3.31%
• YTD: -10.14%
• 6M: -10.88%
• 1Y: -6.41%
• 3Y*: 63.38%
• 5Y*: 33.44%
• 10Y*: 28.72%

PSIX

• 1D: -1.66%
• 1M: -1.11%
• YTD: -32.73%
• 6M: -42.22%
• 1Y: -40.32%
• 3Y*: 148.66%
• 5Y*: 47.00%
• 10Y*: 8.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NRG vs. PSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NRG NRG Energy, Inc.	-10.14%	78.91%	78.58%	69.36%	-23.47%	18.54%	-2.14%	0.69%	39.59%	133.69%
PSIX Power Solutions International, Inc.	-32.73%	92.07%	1,351.22%	-31.67%	0.00%	-9.09%	-58.23%	-14.59%	23.33%	0.00%

Correlation

The correlation between NRG and PSIX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Apr 17, 2012	0.14

Over the past year, NRG and PSIX have become more correlated (0.39) than their long-term average of 0.14, meaning their price movements have been converging.

Fundamentals

Market Cap NRG : $29.58B PSIX : $886.54M
EPS NRG : $1.21 PSIX : $4.43
PE Ratio NRG : 117.42 PSIX : 8.67
PEG Ratio NRG : 1.76 PSIX : 0.09
PS Ratio NRG : 0.87 PSIX : 1.51
PB Ratio NRG : 7.00 PSIX : 4.77
Total Revenue (TTM) NRG : $32.38B PSIX : $586.96M
Gross Profit (TTM) NRG : $4.69B PSIX : $172.81M
EBITDA (TTM) NRG : $2.57B PSIX : $102.78M

Return for Risk

NRG vs. PSIX — Risk / Return Rank

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

NRG

NRG Risk / Return Rank: 36
NRG Sharpe Ratio Rank: 37
NRG Sortino Ratio Rank: 35
NRG Omega Ratio Rank: 35
NRG Calmar Ratio Rank: 37
NRG Martin Ratio Rank: 35

PSIX

PSIX Risk / Return Rank: 27
PSIX Sharpe Ratio Rank: 26
PSIX Sortino Ratio Rank: 34
PSIX Omega Ratio Rank: 34
PSIX Calmar Ratio Rank: 21
PSIX Martin Ratio Rank: 21

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. PSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Power Solutions International, Inc. (PSIX). 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	PSIX	Difference
Sharpe ratio: Return per unit of total volatility	-0.14	-0.40	+0.25
Sortino ratio: Return per unit of downside risk	0.11	0.05	+0.06
Omega ratio: Gain probability vs. loss probability	1.01	1.01	+0.01
Calmar ratio: Return relative to maximum drawdown	-0.19	-0.59	+0.40
Martin ratio: Return relative to average drawdown	-0.45	-1.05	+0.60

NRG vs. PSIX - Sharpe Ratio Comparison

The current NRG Sharpe Ratio is -0.14, which is higher than the PSIX Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of NRG and PSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NRG vs. PSIX - Drawdown Comparison

The maximum NRG drawdown since its inception was -79.41%, smaller than the maximum PSIX drawdown of -98.55%. Use the drawdown chart below to compare losses from any high point for NRG and PSIX.

Drawdown Indicators

	NRG	PSIX	Difference
Max Drawdown Largest peak-to-trough decline	-79.41%	-98.55%	+19.14%
Max Drawdown (1Y) Largest decline over 1 year	-34.24%	-68.60%	+34.36%
Max Drawdown (3Y) Largest decline over 3 years	-34.24%	-68.60%	+34.36%
Max Drawdown (5Y) Largest decline over 5 years	-34.24%	-84.38%	+50.14%
Max Drawdown (10Y) Largest decline over 10 years	-48.76%	-93.77%	+45.01%
Current Drawdown Current decline from peak	-22.49%	-66.80%	+44.31%
Average Drawdown Average peak-to-trough decline	-27.99%	-68.20%	+40.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.41%	38.55%	-24.14%

Volatility

NRG vs. PSIX - Volatility Comparison

The current volatility for NRG Energy, Inc. (NRG) is 12.70%, while Power Solutions International, Inc. (PSIX) has a volatility of 17.83%. This indicates that NRG experiences smaller price fluctuations and is considered to be less risky than PSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NRG	PSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.70%	17.83%	-5.13%
Volatility (6M) Calculated over the trailing 6-month period	34.41%	88.96%	-54.55%
Volatility (1Y) Calculated over the trailing 1-year period	45.28%	102.18%	-56.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.02%	113.10%	-73.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.16%	105.96%	-66.80%

Dividends

NRG vs. PSIX - Dividend Comparison

NRG's dividend yield for the trailing twelve months is around 1.29%, while PSIX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NRG NRG Energy, Inc.	1.29%	1.11%	1.81%	2.92%	4.40%	3.02%	3.20%	0.30%	0.30%	0.42%	1.92%	4.93%
PSIX Power Solutions International, 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%

Financials

Frequently Asked Questions

Can I hold both NRG and PSIX in my portfolio?

NRG and PSIX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NRG or PSIX?

PSIX has higher volatility (17.83%) compared to NRG (12.70%). In terms of maximum drawdown, NRG dropped -79.41% vs PSIX's -98.55%.

Which has better risk-adjusted returns?

NRG currently has the higher Sharpe Ratio (-0.14 vs -0.40), 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.