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NRG vs. TIH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NRG vs. TIH.TO - Performance Comparison

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

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Different Trading Currencies

NRG is traded in USD, while TIH.TO is traded in CAD. To make them comparable, the TIH.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 -19.30% return, which is significantly lower than TIH.TO's 32.30% return. Over the past 10 years, NRG has outperformed TIH.TO with an annualized return of 26.54%, while TIH.TO has yielded a comparatively lower 20.45% annualized return.


NRG

1D
-1.15%
1M
-7.53%
YTD
-19.30%
6M
-21.70%
1Y
-17.17%
3Y*
58.56%
5Y*
31.87%
10Y*
26.54%

TIH.TO

1D
-0.39%
1M
0.57%
YTD
32.30%
6M
35.48%
1Y
84.41%
3Y*
28.41%
5Y*
14.17%
10Y*
20.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRG vs. TIH.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NRG
NRG Energy, Inc.
-19.30%78.91%78.58%69.36%-23.47%18.54%-2.14%0.69%39.59%133.69%
TIH.TO
Toromont Industries Ltd.
32.30%55.52%-8.29%23.61%-18.46%29.97%31.58%37.97%-7.72%41.69%

Correlation

The correlation between NRG and TIH.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2006

0.21

The correlation between NRG and TIH.TO shifts across timeframes, from 0.17 (10 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NRG:

$26.56B

TIH.TO:

CA$18.31B

EPS

NRG:

$1.21

TIH.TO:

CA$6.29

PE Ratio

NRG:

105.45

TIH.TO:

35.38

PEG Ratio

NRG:

1.58

TIH.TO:

2.91

PS Ratio

NRG:

0.78

TIH.TO:

3.41

PB Ratio

NRG:

6.29

TIH.TO:

5.46

Total Revenue (TTM)

NRG:

$32.38B

TIH.TO:

CA$5.34B

Gross Profit (TTM)

NRG:

$4.69B

TIH.TO:

CA$1.39B

EBITDA (TTM)

NRG:

$2.57B

TIH.TO:

CA$1.06B

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Return for Risk

NRG vs. TIH.TO — Risk / Return Rank

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

NRG
NRG Risk / Return Rank: 2222
Overall Rank
NRG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NRG Sortino Ratio Rank: 2525
Sortino Ratio Rank
NRG Omega Ratio Rank: 2525
Omega Ratio Rank
NRG Calmar Ratio Rank: 2424
Calmar Ratio Rank
NRG Martin Ratio Rank: 1111
Martin Ratio Rank

TIH.TO
TIH.TO Risk / Return Rank: 9797
Overall Rank
TIH.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TIH.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
TIH.TO Omega Ratio Rank: 9797
Omega Ratio Rank
TIH.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
TIH.TO Martin Ratio Rank: 9898
Martin Ratio Rank
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. TIH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Toromont Industries Ltd. (TIH.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.


NRGTIH.TODifference
Sharpe ratioReturn per unit of total volatility

-3.94

Sortino ratioReturn per unit of downside risk

-4.78

Omega ratioGain probability vs. loss probability

0.97

1.59

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.53

6.93

-7.46

Martin ratioReturn relative to average drawdown

-1.31

25.75

-27.06

NRG vs. TIH.TO - Sharpe Ratio Comparison

The current NRG Sharpe Ratio is -0.39, which is lower than the TIH.TO Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of NRG and TIH.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NRGTIH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

3.55

-3.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.64

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.87

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.57

-0.21

Drawdowns

NRG vs. TIH.TO - Drawdown Comparison

The maximum NRG drawdown since its inception was -79.41%, which is greater than TIH.TO's maximum drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for NRG and TIH.TO.


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Drawdown Indicators


NRGTIH.TODifference

Max Drawdown

Largest peak-to-trough decline

-79.41%

-50.97%

-28.44%

Max Drawdown (1Y)

Largest decline over 1 year

-32.57%

-12.38%

-20.19%

Max Drawdown (3Y)

Largest decline over 3 years

-32.57%

-21.17%

-11.40%

Max Drawdown (5Y)

Largest decline over 5 years

-32.62%

-28.97%

-3.65%

Max Drawdown (10Y)

Largest decline over 10 years

-48.76%

-31.60%

-17.16%

Current Drawdown

Current decline from peak

-30.39%

-3.03%

-27.36%

Average Drawdown

Average peak-to-trough decline

-28.00%

-10.07%

-17.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.14%

3.31%

+9.83%

Volatility

NRG vs. TIH.TO - Volatility Comparison

NRG Energy, Inc. (NRG) has a higher volatility of 13.75% compared to Toromont Industries Ltd. (TIH.TO) at 7.15%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than TIH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRGTIH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.75%

7.15%

+6.60%

Volatility (6M)

Calculated over the trailing 6-month period

34.40%

19.03%

+15.37%

Volatility (1Y)

Calculated over the trailing 1-year period

44.45%

24.20%

+20.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.91%

22.16%

+17.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.24%

23.79%

+15.45%

Dividends

NRG vs. TIH.TO - Dividend Comparison

NRG's dividend yield for the trailing twelve months is around 1.43%, more than TIH.TO's 0.97% yield.


PositionTTM20252024202320222021202020192018201720162015
NRG
NRG Energy, Inc.
1.43%1.11%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%
TIH.TO
Toromont Industries Ltd.
0.97%1.25%1.69%1.48%1.60%1.19%1.39%1.53%1.70%1.38%1.70%2.16%

Financials

NRG vs. TIH.TO - Financials Comparison

This section allows you to compare key financial metrics between NRG Energy, Inc. and Toromont Industries Ltd.. 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
10.26B
1.23B
(NRG) Total Revenue
(TIH.TO) Total Revenue
Please note, different currencies. NRG values in USD, TIH.TO values in CAD

NRG vs. TIH.TO - Profitability Comparison

The chart below illustrates the profitability comparison between NRG Energy, Inc. and Toromont Industries Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%202220232024202520260
25.8%
Portfolio components
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%.

TIH.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toromont Industries Ltd. reported a gross profit of 317.34M and revenue of 1.23B. Therefore, the gross margin over that period was 25.8%.

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%.

TIH.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toromont Industries Ltd. reported an operating income of 143.03M and revenue of 1.23B, resulting in an operating margin of 11.7%.

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%.

TIH.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toromont Industries Ltd. reported a net income of 92.70M and revenue of 1.23B, resulting in a net margin of 7.6%.


Frequently Asked Questions


NRG and TIH.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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