NRG vs. SCHD
NRG (NRG Energy, Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, NRG returned 28.74%/yr vs 12.70%/yr for SCHD. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
NRG vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, NRG achieves a -12.19% return, which is significantly lower than SCHD's 24.36% return. Over the past 10 years, NRG has outperformed SCHD with an annualized return of 28.74%, while SCHD has yielded a comparatively lower 12.70% annualized return.
NRG
- 1D
- 3.48%
- 1M
- 1.65%
- 6M
- -6.52%
- YTD
- -12.19%
- 1Y
- -16.37%
- 3Y*
- 57.41%
- 5Y*
- 30.49%
- 10Y*
- 28.74%
- ALL TIME*
- 14.04%
SCHD
- 1D
- 0.27%
- 1M
- 3.61%
- 6M
- 13.71%
- YTD
- 24.36%
- 1Y
- 31.89%
- 3Y*
- 14.88%
- 5Y*
- 9.66%
- 10Y*
- 12.70%
- ALL TIME*
- 13.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $343.39M | $305.89M | $366.18M | |
| $806.58M | $724.91M | $690.35M |
NRG vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | -12.19% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
SCHD Schwab U.S. Dividend Equity ETF | 24.36% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between NRG and SCHD is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.38 |
Over the past year, the correlation between NRG and SCHD has dropped to 0.04 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
NRG vs. SCHD — Risk / Return Rank
NRG
SCHD
NRG vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.26 | ||
| Sortino ratioReturn per unit of downside risk | -4.69 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.52 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 6.94 | -7.42 |
| Martin ratioReturn relative to average drawdown | -1.00 | 17.53 | -18.52 |
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Drawdowns
NRG vs. SCHD - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NRG and SCHD.
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Drawdown Indicators
| NRG | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -33.37% | -46.04% |
Max Drawdown (1Y)Largest decline over 1 year | -34.24% | -4.61% | -29.63% |
Max Drawdown (3Y)Largest decline over 3 years | -34.24% | -16.13% | -18.11% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -16.85% | -17.39% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | -33.37% | -15.39% |
Current DrawdownCurrent decline from peak | -24.26% | -0.97% | -23.29% |
Average DrawdownAverage peak-to-trough decline | -27.98% | -3.29% | -24.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 1.82% | +14.66% |
Volatility
NRG vs. SCHD - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 15.24% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.82%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRG | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.24% | 3.82% | +11.42% |
Volatility (6M)Calculated over the trailing 6-month period | 35.53% | 7.99% | +27.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.83% | 11.06% | +35.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.45% | 14.39% | +26.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.22% | 16.73% | +22.49% |
Dividends
NRG vs. SCHD - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.35%, less than SCHD's 3.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | 1.35% | 1.11% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% |
SCHD Schwab U.S. Dividend Equity ETF | 3.12% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
NRG and SCHD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRG has higher volatility (15.24%) compared to SCHD (3.82%). In terms of maximum drawdown, NRG dropped -79.41% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.90 vs -0.35), 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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