NRG vs. SII.TO
NRG (NRG Energy, Inc.) and SII.TO (Sprott Inc) are both stocks. NRG operates in Utilities - Independent Power Producers (Utilities), while SII.TO operates in Asset Management (Financial Services). Over the past 10 years, NRG returned 26.90%/yr vs 21.72%/yr for SII.TO. At a 0.15 correlation, their price movements are largely independent.
Performance
NRG vs. SII.TO - Performance Comparison
Loading charts...
Different Trading Currencies
NRG is traded in USD, while SII.TO is traded in CAD. To make them comparable, the SII.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NRG achieves a -20.72% return, which is significantly lower than SII.TO's 21.50% return. Over the past 10 years, NRG has outperformed SII.TO with an annualized return of 26.90%, while SII.TO has yielded a comparatively lower 21.72% annualized return.
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%
SII.TO
- 1D
- 2.35%
- 1M
- -16.94%
- YTD
- 21.50%
- 6M
- 27.25%
- 1Y
- 90.93%
- 3Y*
- 56.33%
- 5Y*
- 24.80%
- 10Y*
- 21.72%
NRG vs. SII.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | -20.72% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
SII.TO Sprott Inc | 21.50% | 137.58% | 27.63% | 5.23% | -23.80% | 57.60% | 28.92% | 21.41% | -2.46% | 4.83% |
Correlation
The correlation between NRG and SII.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2008 | 0.15 |
The correlation between NRG and SII.TO shifts across timeframes, from 0.12 (10 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
NRG:
$26.10B
SII.TO:
CA$4.28B
NRG:
$1.21
SII.TO:
CA$4.14
NRG:
103.60
SII.TO:
40.09
NRG:
1.56
SII.TO:
0.82
NRG:
0.76
SII.TO:
8.98
NRG:
6.18
SII.TO:
8.07
NRG:
$32.38B
SII.TO:
CA$476.63M
NRG:
$4.69B
SII.TO:
CA$369.54M
NRG:
$2.57B
SII.TO:
CA$151.96M
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. SII.TO — Risk / Return Rank
NRG
SII.TO
NRG vs. SII.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Sprott Inc (SII.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.
| NRG | SII.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.34 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 2.87 | -3.34 |
| Martin ratioReturn relative to average drawdown | -1.16 | 8.01 | -9.17 |
Loading charts...
Drawdowns
NRG vs. SII.TO - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, smaller than the maximum SII.TO drawdown of -87.60%. Use the drawdown chart below to compare losses from any high point for NRG and SII.TO.
Loading charts...
Drawdown Indicators
| NRG | SII.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -87.60% | +8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -34.24% | -31.83% | -2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -34.24% | -31.83% | -2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -47.97% | +13.73% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | -50.90% | +2.14% |
Current DrawdownCurrent decline from peak | -31.61% | -28.39% | -3.22% |
Average DrawdownAverage peak-to-trough decline | -27.99% | -58.79% | +30.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.73% | 11.40% | +2.33% |
Volatility
NRG vs. SII.TO - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 15.26% compared to Sprott Inc (SII.TO) at 12.74%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than SII.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NRG | SII.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.26% | 12.74% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 35.10% | 39.25% | -4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.88% | 45.96% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.03% | 36.65% | +3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.16% | 37.94% | +1.22% |
Dividends
NRG vs. SII.TO - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.46%, more than SII.TO's 1.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SII.TO Sprott Inc | 1.25% | 1.36% | 2.38% | 3.04% | 2.89% | 1.75% | 1.67% | 0.40% | 0.47% | 0.49% | 0.48% | 0.50% |
Financials
NRG vs. SII.TO - Financials Comparison
This section allows you to compare key financial metrics between NRG Energy, Inc. and Sprott Inc. 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
NRG vs. SII.TO - Profitability Comparison
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%.
SII.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported a gross profit of 182.55M and revenue of 199.39M. Therefore, the gross margin over that period was 91.6%.
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%.
SII.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported an operating income of 57.39M and revenue of 199.39M, resulting in an operating margin of 28.8%.
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%.
SII.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported a net income of 40.08M and revenue of 199.39M, resulting in a net margin of 20.1%.
Frequently Asked Questions
NRG and SII.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for NRG and SII.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